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subject:"Capital income"
subject:"Zeitreihenanalyse"
~institution:"Centre for Economic Policy Research"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Federal Reserve Bank of New York"
~institution:"Rodney L. White Center for Financial Research"
~person:"Hagerud, Gustaf E."
~person:"Larsson, Rolf"
~type:"book"
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Zeitreihenanalyse
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Hagerud, Gustaf E.
Larsson, Rolf
Teräsvirta, Timo
11
Cassel, Claes-M.
6
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5
Diebold, Francis X.
4
He, Changli
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Löthgren, Mickael
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Skalin, Joakim
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Andersson, Michael K.
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Granger, C. W. J.
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Rech, Gianluigi
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Anderson, Torben G.
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Bollerslev, Tim
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Christoffersen, Peter F.
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Forni, Mario
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Gerdtham, Ulf-G.
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Hall, Anthony D.
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Kang, Qiang
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Centre for Economic Policy Research
Ekonomiska forskningsinstitutet <Stockholm>
Federal Reserve Bank of New York
Rodney L. White Center for Financial Research
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Working paper series in economics and finance
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ECONIS (ZBW)
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Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf
;
Lyhagen, Johan
;
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000991637
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2
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
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3
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959364
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4
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
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5
Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959372
Saved in:
6
Bartlett corrections in cointegration testing
Jacobson, Tor
;
Larsson, Rolf
-
1996
Persistent link: https://www.econbiz.de/10000953744
Saved in:
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