Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pitfalls in VAR based return d...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
Theorie
88
Theory
87
VAR model
45
Denmark
38
Dänemark
38
Schätzung
36
Capital income
34
Kapitaleinkommen
34
VAR-Modell
34
Time series analysis
32
Zeitreihenanalyse
32
Bubbles
26
Spekulationsblase
26
USA
24
United States
24
Cointegration
22
Rational expectations
21
Rationale Erwartung
21
Yield curve
21
Kointegration
20
Großbritannien
19
United Kingdom
19
Zinsstruktur
19
CAPM
18
Schätztheorie
18
Estimation theory
17
Forecasting model
17
OECD countries
17
Prognoseverfahren
17
Börsenkurs
16
Immobilienpreis
16
Real estate price
16
Share price
16
OECD-Staaten
13
Prognose
13
Forecast
12
Housing market
10
Wohnungsmarkt
10
Dividend
9
more ...
less ...
Online availability
All
Free
5
Undetermined
2
Type of publication
All
Book / Working Paper
21
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Graue Literatur
15
Non-commercial literature
15
Arbeitspapier
14
Working Paper
14
Language
All
English
36
Author
All
Engsted, Tom
31
Haldrup, Niels
8
Tanggaard, Carsten
8
Pedersen, Thomas Q.
5
Nyholm, Ken
3
Lund, Jesper
2
Nielsen, Jens Perch
2
Pedersen, Thomas Quistgaard
2
Bentzen, Jan
1
Gonzalo, Jesús
1
Hviid, Simon Juul
1
Hyde, Stuart
1
Linton, Oliver
1
Mammen, Enno
1
Møller, Stig Vinther
1
Pesersen, Thomas Q.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Working paper
8
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
CREATES research paper
2
Journal of international money and finance
2
Journal of macroeconomics
2
Working paper / Department of Economics, University of Aarhus
2
Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus
2
Applied financial economics
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers of interdisciplinary research project 373
1
Economica
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Memo / Økonomisk Institut, Aarhus Universitet
1
OPEC review : energy economics and related issues
1
Oxford bulletin of economics and statistics
1
Research report from Department of Management Science / Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
Saved in:
2
Housing market volatility in the OECD area : evidence from VAR based return decompositions
Engsted, Tom
;
Pedersen, Thomas Q.
-
2013
Persistent link: https://www.econbiz.de/10009712565
Saved in:
3
Housing market volatility in the OECD area : evidence from VAR based return decompositions
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of macroeconomics
42
(
2014
),
pp. 91-103
Persistent link: https://www.econbiz.de/10011286631
Saved in:
4
Explosive bubbles in house prices? : evidence from the OECD countries
Engsted, Tom
;
Hviid, Simon Juul
;
Pedersen, Thomas Q.
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011475823
Saved in:
5
Predicting returns and rent growth in the housing market using the rent-price ratio : evidence from the OECD countries
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of international money and finance
53
(
2015
),
pp. 257-275
Persistent link: https://www.econbiz.de/10011475981
Saved in:
6
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
;
Tanggaard, Carsten
-
2001
Persistent link: https://www.econbiz.de/10001613889
Saved in:
7
Testing cointegration implications of the constant term premium hypothesis in US term structure data
Engsted, Tom
;
Tanggaard, Carsten
-
1992
Persistent link: https://www.econbiz.de/10000847544
Saved in:
8
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
9
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
-
2003
Persistent link: https://www.econbiz.de/10001803999
Saved in:
10
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
