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source:"econis"
~institution:"University of Exeter / Department of Economics"
~language:"eng"
~subject:"Bootstrap-Verfahren"
~subject:"Estimation theory"
~subject:"Seasonal variations"
~subject:"Volatility"
~subject:"Wechselkurs"
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Search: subject_exact:"Time series analysis"
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University of Exeter / Department of Economics
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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
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2000
Persistent link: https://www.econbiz.de/10001542536
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Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher
;
Hadri, Kaddour
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1995
Persistent link: https://www.econbiz.de/10000939685
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Testing for cointegration
Abadir, Karim Maher
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1995
Persistent link: https://www.econbiz.de/10000939904
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4
The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher
;
Larsson, Rolf
-
1994
Persistent link: https://www.econbiz.de/10000895297
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