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~subject:"Scientific modelling"
~subject:"VAR model"
~type_genre:"Sammelwerk"
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
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2019
Persistent link: https://www.econbiz.de/10012104832
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2
Essays in modeling fat time series data using Bayesian econometrics
Prüser, Jan
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2018
Persistent link: https://www.econbiz.de/10012104866
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3
Three Essays on the Econometrics of Survey Expectations Data
Mokinski, Frieder
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2014
This dissertation consists of three essays that have a common focus on the econometrics of survey expectations data. Such data play a crucial role in economics. First, as most decisions depend on expectations, these data facilitate a better understanding of economic dynamics. Second, survey data...
Persistent link: https://www.econbiz.de/10010464269
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4
Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore
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2019
Persistent link: https://www.econbiz.de/10012173758
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5
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
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2018
Persistent link: https://www.econbiz.de/10012197752
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6
Model selection methods for panel vector autoregressive models
Camehl, Annika
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2018
Persistent link: https://www.econbiz.de/10012154338
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7
Rough continuous-time processes : theory and applications
Bennedsen, Mikkel
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2017
Persistent link: https://www.econbiz.de/10011817834
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8
Essays on fractional filters and co-integration
Carlini, Federico
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2017
Persistent link: https://www.econbiz.de/10011818419
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9
Essays on nonlinear and explosive time series : with applications to financial markets
Kaufmann, Hendrik
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2014
Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests
Persistent link: https://www.econbiz.de/10010395343
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Essays on applied econometric analysis related to macroeconomics
Lechthaler, Filippo
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2014
Persistent link: https://www.econbiz.de/10010396291
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