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subject:"Börsenkurs"
subject:"Estimation theory"
~person:"Granger, C. W. J."
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Börsenkurs
Estimation theory
Theorie
127
Theory
127
Time series analysis
50
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50
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37
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37
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25
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19
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15
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15
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15
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11
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English
28
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Granger, C. W. J.
Härdle, Wolfgang
97
Pesaran, M. Hashem
67
Phillips, Peter C. B.
60
Gouriéroux, Christian
54
Franses, Philip Hans
49
Caporale, Guglielmo Maria
48
Andrews, Donald W. K.
45
Lux, Thomas
45
McAleer, Michael
44
Hautsch, Nikolaus
42
Newey, Whitney K.
42
Swanson, Norman R.
39
Campbell, John Y.
35
Giles, David E. A.
35
Imbens, Guido
35
Engle, Robert F.
33
Dow, James
32
Diebold, Francis X.
31
Heckman, James J.
30
Robinson, Peter M.
30
Bekaert, Geert
29
Bollerslev, Tim
29
Brännäs, Kurt
29
Foucault, Thierry
29
Horowitz, Joel
29
Krämer, Walter
29
Timmermann, Allan
29
Baltagi, Badi H.
28
Gupta, Rangan
28
Lo, Andrew W.
27
Chiarella, Carl
26
Dufour, Jean-Marie
26
King, Maxwell L.
26
Li, Qi
26
Lütkepohl, Helmut
26
Ohtani, Kazuhiro
26
Veronesi, Pietro
26
Bera, Anil K.
25
Gorton, Gary
25
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4
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4
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2
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2
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2
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1
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1
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1
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1
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1
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1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
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1
Handbook of econometrics ; Vol. 2
1
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1
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Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
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ECONIS (ZBW)
29
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1
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
- In:
Annals of economics and finance
14
(
2013
)
2
,
pp. 721-746
Persistent link: https://www.econbiz.de/10010237888
Saved in:
2
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
Saved in:
3
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
Saved in:
4
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
-
1999
Persistent link: https://www.econbiz.de/10001395178
Saved in:
5
A bivariate causality between stock prices and exchange rates : evidence from recent Asia flu
Granger, C. W. J.
;
Huang, Bwo-nung
;
Yang, Chin-wei
-
1998
Persistent link: https://www.econbiz.de/10000988767
Saved in:
6
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
-
1998
Persistent link: https://www.econbiz.de/10000993944
Saved in:
7
Nonlinear stochastic trends
Granger, C. W. J.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10001336801
Saved in:
8
An introduction to stochastic unit-root processes
Granger, C. W. J.
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 35-62
Persistent link: https://www.econbiz.de/10001223464
Saved in:
9
Separation in cointegrated systems and persistent-transitory decompositions
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 449-463
Persistent link: https://www.econbiz.de/10001230926
Saved in:
10
Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
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