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subject:"Exchange rate"
subject:"Rationale Erwartung"
~isPartOf:"CREATES research paper"
~type:"book"
~type_genre:"Graue Literatur"
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Exchange rate
Rationale Erwartung
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
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Nonparametric statistics
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Estimation
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Stochastischer Prozess
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Maximum likelihood estimation
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VAR model
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VAR-Modell
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Johansen, Søren
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Nielsen, Frank
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CREATES research paper
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Barcelona GSE working paper series : working paper
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Department of Economics seminar paper / Monash University
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
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Local whittle estimation of multivariate fractionally integrated processes
Nielsen, Frank
-
2009
Persistent link: https://www.econbiz.de/10003875666
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