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  • Search: subject:"STVECM"
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Year of publication
Subject
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STVECM 2 Australia 1 Australien 1 Börsenkurs 1 Capital income 1 Causality analysis 1 Diebold-Mariano 1 Estimation 1 Immobilienfonds 1 Kapitaleinkommen 1 Kausalanalyse 1 REITs 1 Real estate fund 1 Schätzung 1 Share price 1 Structural break 1 Strukturbruch 1 USA 1 United States 1 asymmetric 1 nonlinear 1 nonlinear Granger causality 1 pooled forecasts 1 structural break co-integration 1
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Online availability
All
Free 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 2
Author
All
Chen, Wei-Jui 1 Fang, Hao 1 Lee, Jen-Sin 1 Lee, Yen-Hsien 1 Milas, Costas 1 Rothman, Philip 1
Institution
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Rimini Centre for Economic Analysis (RCEA) 1
Published in...
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Investment management and financial innovations 1 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Did you mean: subject:"svecm" (31 results)
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The adjustment speeds of short-run real estate investment trust (REIT) and corresponding stock returns in the USA and Australia
Fang, Hao; Lee, Yen-Hsien; Lee, Jen-Sin; Chen, Wei-Jui - In: Investment management and financial innovations 14 (2017) 3, pp. 173-188
Persistent link: https://www.econbiz.de/10011873143
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Cover Image
Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts
Milas, Costas; Rothman, Philip - Rimini Centre for Economic Analysis (RCEA) - 2007
.S., pooled forecasts constructed by taking the median value across the point forecasts generated by the linear and STVECM …
Persistent link: https://www.econbiz.de/10005091108
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