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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Huang, Xiao"
~person:"Lee, Hyejin"
~subject:"Kointegration"
~subject:"Statistische Verteilung"
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Großbritannien
Wechselkurs
Kointegration
Statistische Verteilung
Estimation theory
2
Schätztheorie
2
Cointegration
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
RALS
1
Statistical distribution
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Statistical test
1
Statistischer Test
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cointegration
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non-normal errors
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nonlinear processes
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Huang, Xiao
Lee, Hyejin
Schweikert, Karsten
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Banerjee, Anurag Narayan
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Bekiros, Stelios
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Candelon, Bertrand
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Carnero, M. Angeles
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Chan, Jennifer So Kuen
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Dark, Jonathan Graeme
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De Angelis, Luca
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Jong, Robert M. de
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Kok Haur Ng
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La Spada, Gabriele
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Lee, Junsoo
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Lee, Kyungsub
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Lieb, Lenard
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Lillo, Fabrizio
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Lu, Renjie
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Noriega-Muro, Antonio E.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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ECONIS (ZBW)
2
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More powerful cointegration tests with non-normal errors
Lee, Hyejin
;
Lee, Junsoo
;
Im, KyungSo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 397-413
Persistent link: https://www.econbiz.de/10011339425
Saved in:
2
Quasi-maximum likelihood estimation of multivariate diffusions
Huang, Xiao
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10009739597
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