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~subject:"Cointegration"
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Modelling inflation volatility
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Cointegration
Bayes-Statistik
80
Bayesian inference
75
Theorie
63
Theory
61
Zeitreihenanalyse
44
Time series analysis
41
VAR-Modell
41
VAR model
39
Kointegration
33
Schätzung
25
State space model
25
Zustandsraummodell
25
Estimation
24
Modellierung
24
Bayesian
23
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Stochastischer Prozess
23
Scientific modelling
22
Stochastic process
22
Markov chain
21
Markov-Kette
21
Schätztheorie
21
Estimation theory
20
Volatility
18
Volatilität
18
Posterior probability
16
Model averaging
15
USA
15
Impulse response
12
Markov Chain Monte Carlo
12
Stochastic trend
12
United States
12
Vector autoregressive model
12
marginal likelihood
11
Bayes factor
10
Grassman manifold
10
Schock
10
Real business cycle model
9
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Free
32
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35
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8
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22
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English
35
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Strachan, Rodney W.
38
Dijk, Herman K. van
20
Koop, Gary
16
Leon-Gonzalez, Roberto
7
Strachan, Rodney
5
Potter, Simon M.
4
Inder, Brett A.
3
van Dijk, Herman K.
3
Jochmann, Markus
2
León-González, Roberto
2
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1
Villani, Mattias
1
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2
Tinbergen Institute
2
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2
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1
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1
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1
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5
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4
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4
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2
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1
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1
Liverpool research papers in economics, finance and accounting
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Staff reports / Federal Reserve Bank of New York
1
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ECONIS (ZBW)
31
RePEc
9
EconStor
3
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Valid Bayesian estimation of the cointegrating error correction model
Strachan, Rodney W.
-
2000
Persistent link: https://www.econbiz.de/10001506969
Saved in:
2
Valid Bayesian estimation of the cointegrating error correction model
Strachan, Rodney W.
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 185-195
Persistent link: https://www.econbiz.de/10001728895
Saved in:
3
Bayesian trace statistics for the reduced rank regression model
Strachan, Rodney W.
;
Inder, Brett A.
-
1999
Persistent link: https://www.econbiz.de/10001440564
Saved in:
4
Bayesian maximum eigenvalue and trace statistics for the cointegration error correction model
Strachan, Rodney W.
;
Inder, Brett A.
-
2000
Persistent link: https://www.econbiz.de/10001554440
Saved in:
5
Re-examining the consumption-wealth relationship : the role of model uncertainty
Koop, Gary
(
contributor
);
Potter, Simon M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002623569
Saved in:
6
Reexamining the consumption-wealth relationship : the role of model uncertainty
Koop, Gary
-
2005
Persistent link: https://www.econbiz.de/10002623580
Saved in:
7
Bayesian approaches to cointegration
Koop, Gary
;
Strachan, Rodney W.
;
Dijk, Herman K. van
; …
-
2005
Persistent link: https://www.econbiz.de/10002673556
Saved in:
8
Efficient posterior simulation for cointegrated models with priors on the cointegration space
Koop, Gary
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003054164
Saved in:
9
Valuing structure, model uncertainty and model averaging in vector autoregressive processes
Strachan, Rodney W.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056106
Saved in:
10
Bayesian approaches to cointegration
Koop, Gary
(
contributor
);
Strachan, Rodney W.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002229038
Saved in:
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