10 Treffer für Schlagwort = "Modell"

• Estimation of integrated volatility of volatility with applications to goodness-of-fit testing Vetter, Mathias [Dortmund] : SFB 823, 2011

• A global-local prior for time-varying parameter VARs and monetary policy Prüser, Jan [Dortmund] : SFB 823, 2020

• Group invariance, likelihood ratio tests, and the incidental parameter problem in a high-dimensional linear model Hallin, Marc ; Moreira, Marcelo J. ; Onatski, Alexei [Dortmund] : SFB 823, January 14, 2013

• Integrated modified OLS and fixed-b inference for seasonally cointegrated processes Kawka, Rafael [Dortmund] : SFB 823, 2020

• Liquidity premia and interest rate parity Linnemann, Ludger ; Schabert, Andreas [Dortmund] : SFB 823, 2013

• Modelling interventions in INGARCH processes Liboschik, Tobias ; Kerschke, Pascal ; Fokianos, Konstantinos ; Fried, Roland [Dortmund] : SFB 823, 2013

• Monetary policy and the stock market a partly recursive SVAR estimator Keweloh, Sascha Alexander ; Seepe, Andre [Dortmund] : SFB 823, 2020

• Testing for structural change in spatial regions at unknown positions Arnold, Matthias ; Wied, Dominik [Dortmund] : SFB 823, May 10, 2012

• Testing for symmetries in multivariate inverse problems Birke, Melanie ; Bissantz, Nicolai [Dortmund] : SFB 823, 2011

• Testing semiparametric hypotheses in locally stationary processes Preuß, Philip ; Vetter, Mathias ; Dette, Holger [Dortmund] : SFB 823, 2011