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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~subject:"Markov-Kette"
~subject:"Monetary targeting"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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ECONIS (ZBW)
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
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2
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
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2012
Persistent link: https://www.econbiz.de/10010204938
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3
Cointegration and regime switching dynamics in macroeconomic applications
Elvstrøm Ekner, Line
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2014
Persistent link: https://www.econbiz.de/10010375999
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4
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
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2014
Persistent link: https://www.econbiz.de/10010412522
Saved in:
5
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
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2004
Persistent link: https://www.econbiz.de/10002479501
Saved in:
6
Essays on asset allocation with derivatives and model estimation
Breuer, Beate
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2009
Persistent link: https://www.econbiz.de/10003823672
Saved in:
7
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen
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2008
Persistent link: https://www.econbiz.de/10003773152
Saved in:
8
Structural change in cointegrated systems : theory and applications
Kejriwal, Mohitosh
-
2007
Persistent link: https://www.econbiz.de/10009707948
Saved in:
9
Essays in international economics and finance
Reidel, Demian Axel
-
2006
Persistent link: https://www.econbiz.de/10003965691
Saved in:
10
Modern econometric analysis : theory and applications
Okimoto, Tatsuyoshi
-
2005
Persistent link: https://www.econbiz.de/10003905688
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