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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Kurita, Takamitsu"
~person:"Li, Degui"
~person:"Lucas, André"
~subject:"Kointegration"
~subject:"Stochastischer Prozess"
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Großbritannien
Wechselkurs
Kointegration
Stochastischer Prozess
Estimation theory
107
Schätztheorie
107
Time series analysis
55
Zeitreihenanalyse
55
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Cointegration
18
Regression analysis
18
Regressionsanalyse
18
Theorie
18
Theory
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Estimation
14
Schätzung
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Correlation
13
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13
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13
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12
VAR-Modell
12
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11
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English
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Kurita, Takamitsu
Li, Degui
Lucas, André
Phillips, Peter C. B.
61
Gao, Jiti
26
Johansen, Søren
22
Wagner, Martin
20
Nielsen, Morten Ørregaard
17
Koopman, Siem Jan
15
Kristensen, Dennis
15
Rahbek, Anders
15
Diebold, Francis X.
14
Wang, Qiying
14
Brandt, Michael W.
13
Caporale, Guglielmo Maria
13
Park, Joon Y.
13
Pesaran, M. Hashem
13
Watson, Mark W.
13
Härdle, Wolfgang
12
Tauchen, George Eugene
12
Todorov, Viktor
12
McAleer, Michael
11
Pittis, Nikitas
11
Chambers, Marcus J.
10
Dong, Chaohua
10
Bekaert, Geert
9
Boswijk, Herman Peter
9
Christopeit, Norbert
9
Miller, J. Isaac
9
Sentana, Enrique
9
Strachan, Rodney W.
9
Alizadeh, Sassan
8
Burkhauser, Richard V.
8
Chang, Yoosoon
8
Franses, Philip Hans
8
Ghysels, Eric
8
Hall, Stephen G.
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Hlouskova, Jaroslava
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Jenkins, Stephen
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Discussion paper / Tinbergen Institute
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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The econometrics journal
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ECONIS (ZBW)
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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
32
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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