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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"State University of New York at Albany / Department of Economics"
~subject:"Cointegration"
~subject:"Regression analysis"
~subject:"Statistical test"
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Stochastischer Prozess
Volatility
Cointegration
Regression analysis
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Aggregation
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Kim, Chae-yŏng
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State University of New York at Albany / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
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Testing and identifying structural change in a cointegration regression
Kim, Chae-yŏng
-
1996
Persistent link: https://www.econbiz.de/10000946541
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Risk comparisons among restricted least squares, pre-test and OLS estimators under model mis-specification : omission of stochastic regressors
Lahiri, Kajal
;
Paul, Manimoy
-
1994
Persistent link: https://www.econbiz.de/10000911324
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