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Stochastischer Prozess
Estimation theory
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Agent-based modeling
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Agentenbasierte Modellierung
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Continuous-time
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DSGE model
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DSGE models
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Dynamisches Gleichgewicht
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Kullback-Leibler divergence
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Schock
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Shock
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Zustandsraummodell
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aliasing
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continuous time
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exact discrete-time representation
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maximum likelihood
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stock and flow variables
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structural shocks
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Christensen, Bent Jesper
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Neri, Luca
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Parra-Alvarez, Juan Carlos
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CREATES research paper
European journal of operational research : EJOR
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Journal of econometrics
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International journal of theoretical and applied finance
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CESifo Working Paper
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Journal of empirical finance
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics of operations research
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Asia-Pacific financial markets
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Astin bulletin : the journal of the International Actuarial Association
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Energy economics
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European journal of industrial engineering : EJIE
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Finance and stochastics
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Financial markets and portfolio management
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Han gug gae bal yeon gu
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Handbook of economic forecasting ; 1
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Estimation of
continuous-time
linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
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