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type_genre:"Collection of articles written by one author"
~subject:"Statistical inference"
~subject:"Theorie"
~subject:"VAR model"
~type_genre:"Book review"
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ECONIS (ZBW)
113
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
-
2019
Persistent link: https://www.econbiz.de/10012104832
Saved in:
2
Three essays on robust inference in economics and finance
Kazakova, Ekaterina
-
2019
Persistent link: https://www.econbiz.de/10012105998
Saved in:
3
Essays on robust long memory inference
Will, Michael Wolfgang
-
2018
Persistent link: https://www.econbiz.de/10012123519
Saved in:
4
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
Saved in:
5
Model selection methods for panel vector autoregressive models
Camehl, Annika
-
2018
Persistent link: https://www.econbiz.de/10012154338
Saved in:
6
Monte Carlo analysis of time-varying parameter models with stochastic volatility
Turatti, Douglas Eduardo
-
2018
Persistent link: https://www.econbiz.de/10011947781
Saved in:
7
On specification and inference in the econometrics of public procurement
Sundström, David
-
2016
Persistent link: https://www.econbiz.de/10011526349
Saved in:
8
Parameter estimation risk in portfolio optimisation - an application to Smart Beta investment strategies
Himbert, Benedikt W.
-
2018
Persistent link: https://www.econbiz.de/10012018992
Saved in:
9
Essays on quantitative risk management
Möstel, Linda
-
2018
Persistent link: https://www.econbiz.de/10011961948
Saved in:
10
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
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