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~institution:"Institut für Weltwirtschaft (IfW)"
~institution:"Wisconsin Madison - Social Systems"
~subject:"Orthogonal Transformation"
~subject:"autoregressive models"
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Orthogonal Transformation
autoregressive models
economic models
51
ECONOMIC MODELS
10
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5
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Aßmann, Christian
2
Boysen-Hogrefe, Jens
2
Hansen, B.E.
2
Pape, Markus
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1
Maurer, Rainer
1
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Institut für Weltwirtschaft (IfW)
Wisconsin Madison - Social Systems
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1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
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1
Bayesian Analysis of Dynamic Factor
Models
: An Ex-Post Approach towards the Rotation Problem
Aßmann, Christian
;
Boysen-Hogrefe, Jens
;
Pape, Markus
-
Institut für Weltwirtschaft (IfW)
-
2014
Due to their indeterminacies, static and dynamic factor
models
require identifying assumptions to guarantee uniqueness …
Persistent link: https://www.econbiz.de/10010886957
Saved in:
2
The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach
Aßmann, Christian
;
Boysen-Hogrefe, Jens
;
Pape, Markus
-
Institut für Weltwirtschaft (IfW)
-
2012
Due to their well-known indeterminacies, factor
models
require identifying assumptions to guarantee unique parameter …
Persistent link: https://www.econbiz.de/10010886959
Saved in:
3
The grid bootstrap and the autoregressive model
Hansen, B.E.
-
Wisconsin Madison - Social Systems
-
1998
Persistent link: https://www.econbiz.de/10005443503
Saved in:
4
Threshold autoregression with a near unit root
Caner, M.
;
Hansen, B.E.
-
Wisconsin Madison - Social Systems
-
1998
Persistent link: https://www.econbiz.de/10005281496
Saved in:
5
Is economic growth a random walk?
Maurer, Rainer
-
Institut für Weltwirtschaft (IfW)
-
1995
implied by
models
of endogenous growth that they are stationary. Thereby the influence of the choice of different test …
Persistent link: https://www.econbiz.de/10009367381
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