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~accessRights:"free"
~language:"eng"
~person:"Dette, Holger"
~person:"Koop, Gary"
~subject:"Cointegration"
~subject:"Zeitreihenanalyse"
~type:"book"
~type_genre:"Graue Literatur"
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Cointegration
Zeitreihenanalyse
Theorie
112
Theory
112
Regression analysis
82
Regressionsanalyse
82
Estimation theory
74
Schätztheorie
74
Bayes-Statistik
60
Bayesian inference
60
Time series analysis
44
Forecasting model
42
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Prognoseverfahren
42
VAR model
36
VAR-Modell
36
Statistical test
24
Statistischer Test
24
Modellierung
22
Scientific modelling
22
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21
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21
State space model
15
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15
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United States
13
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Phillips-Kurve
10
Stochastic process
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Stochastischer Prozess
9
Volatility
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Volatilität
9
Inflation
8
Kointegration
8
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7
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Graue Literatur
Working Paper
68
Arbeitspapier
61
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52
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1
Government document
1
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English
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Dette, Holger
Koop, Gary
Caporale, Guglielmo Maria
156
Gil-Alaña, Luis A.
148
Koopman, Siem Jan
103
Phillips, Peter C. B.
79
Gao, Jiti
75
McAleer, Michael
68
Johansen, Søren
63
Lütkepohl, Helmut
62
Sibbertsen, Philipp
59
Hyndman, Rob J.
58
Dijk, Herman K. van
49
Nielsen, Morten Ørregaard
49
Pesaran, M. Hashem
49
Lucas, André
45
Kunst, Robert M.
42
Teräsvirta, Timo
41
Belke, Ansgar
38
Härdle, Wolfgang
37
Dijk, Dick van
36
Ravazzolo, Francesco
35
Franses, Philip Hans
34
Kapetanios, George
31
Nielsen, Bent
31
Feng, Yuanhua
30
Linton, Oliver
30
Wagner, Martin
30
Saikkonen, Pentti
29
Gupta, Rangan
27
Marcellino, Massimiliano
27
Strachan, Rodney W.
27
Brakel, Jan A. van den
26
Grassi, Stefano
25
Medeiros, Marcelo C.
25
Blasques, Francisco
24
Dreger, Christian
24
Weihs, Claus
24
Athanasopoulos, George
23
Bauwens, Luc
23
Fried, Roland
23
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University of Strathclyde / Department of Economics
9
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
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Strathclyde discussion papers in economics
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Federal Reserve Bank of Cleveland working paper series
6
CAMA working paper series
4
Discussion paper / Tinbergen Institute
2
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2
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ECONIS (ZBW)
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1
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
2
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
3
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
4
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
5
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
6
Incorporating short data into large mixed-frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014295389
Saved in:
7
Forecasting US inflation using Bayesian nonparametric models
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10013277506
Saved in:
8
Reconciled estimates of monthly GDP in the US
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2022
Persistent link: https://www.econbiz.de/10012822269
Saved in:
9
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2022
Persistent link: https://www.econbiz.de/10013277546
Saved in:
10
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
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