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~isPartOf:"CREATES research paper"
~subject:"Schätzung"
~subject:"Wirtschaftswachstum"
~subject:"Zeitreihenanalyse"
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Schätzung
Wirtschaftswachstum
Zeitreihenanalyse
Decomposition method
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Theory
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Time series analysis
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Asset Pricing
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Capital income
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Cholesky decomposition
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Engsted, Tom
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Grassi, Stefano
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Pedersen, Thomas Q.
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Yang, Yukai
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CREATES research paper
Discussion paper series / IZA
55
IZA Discussion Papers
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Applied economics letters
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CAMA working paper series
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SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Economics letters
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GLO discussion paper
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International journal of forecasting
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Journal of econometrics
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International Journal of Energy Economics and Policy : IJEEP
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Journal of empirical finance
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Journal of macroeconomics
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Labour economics : official journal of the European Association of Labour Economists
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Journal of economic inequality
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Finance and economics discussion series
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International journal of manpower
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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The Indian journal of labour economics : a quarterly journal of Indian Society of Labour Economics
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Working paper / National Bureau of Economic Research, Inc.
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral
decomposition
Yang, Yukai
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2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
2
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
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2021
Persistent link: https://www.econbiz.de/10012620745
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3
Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10003934481
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