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Eine Ebene höher- JEL Classification (1550)
- C - Mathematical and Quantitative Methods (437)
- C3 - Multiple or Simultaneous Equation Models; Multiple Variables (30)
- C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models (7)
- C3 - Multiple or Simultaneous Equation Models; Multiple Variables (30)
- C - Mathematical and Quantitative Methods (437)
Anzahl der Publikationen auf dieser Ebene: 7
Paper
Cagala, Tobias; Glogowsky, Ulrich; Grimm, Veronika und Rincke, Johannes
(2015):
Cooperation and Trustworthiness in Repeated Interaction.
[PDF, 1MB]
Hillinger, Claude
(Oktober 2005):
Evidence and Ideology in Macroeconomics: The Case of Investment Cycles.
Münchener Wirtschaftswissenschaftliche Beiträge (VWL)
2005-16
[PDF, 2MB]
Lehmann, Robert und Wohlrabe, Klaus
(14. September 2013):
Forecasting GDP at the regional level with many predictors.
Münchener Wirtschaftswissenschaftliche Beiträge (VWL)
2013-13
[PDF, 702kB]
Schlicht, Ekkehart 
ORCID: https://orcid.org/0000-0001-8227-5451
(Mai 2007):
Trend Extraction From Time Series With Missing Observations.
Münchener Wirtschaftswissenschaftliche Beiträge (VWL)
2007-18
Final version in Journal of the Japan Statistical Society 2009, 38(2), 285-92. http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf
[PDF, 835kB]
ORCID: https://orcid.org/0000-0001-8227-5451
(Mai 2007):
Trend Extraction From Time Series With Missing Observations.
Münchener Wirtschaftswissenschaftliche Beiträge (VWL)
2007-18
Final version in Journal of the Japan Statistical Society 2009, 38(2), 285-92. http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf
[PDF, 835kB]
Schlicht, Ekkehart ORCID: https://orcid.org/0000-0001-8227-5451
(Mai 2007):
Trend Extraction From Time Series With Structural Breaks.
Münchener Wirtschaftswissenschaftliche Beiträge (VWL)
2007-17
Final version in Journal of the Japan Statistical Society 2009, 38(2), 285-92. http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf
[PDF, 421kB]
ORCID: https://orcid.org/0000-0001-8227-5451
(Mai 2007):
Trend Extraction From Time Series With Structural Breaks.
Münchener Wirtschaftswissenschaftliche Beiträge (VWL)
2007-17
Final version in Journal of the Japan Statistical Society 2009, 38(2), 285-92. http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf
[PDF, 421kB]
Schlicht, Ekkehart ORCID: https://orcid.org/0000-0001-8227-5451
(25. Februar 2008):
Trend Extraction From Time Series With Structural Breaks and Missing Observations.
Münchener Wirtschaftswissenschaftliche Beiträge (VWL)
2008-3
Final version in Journal of the Japan Statistical Society 2009, 38(2), 285-92. http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf
[PDF, 214kB]
ORCID: https://orcid.org/0000-0001-8227-5451
(25. Februar 2008):
Trend Extraction From Time Series With Structural Breaks and Missing Observations.
Münchener Wirtschaftswissenschaftliche Beiträge (VWL)
2008-3
Final version in Journal of the Japan Statistical Society 2009, 38(2), 285-92. http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf
[PDF, 214kB]
Software
Ludsteck, Johannes
(2005):
VC Packages for Estimating Time-Varying Coefficients with Mathematica 8 - 11.
[ZIP, 34kB]