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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Umeå universitet"
~isPartOf:"Umeå economic studies"
~person:"Johansson, Per-Olov"
~subject:"Cointegration"
~subject:"Statistical distribution"
~subject:"Theory"
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Stochastischer Prozess
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Johansson, Per-Olov
Brännäs, Kurt
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DeLuna, Xavier
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Bergkvist, Erik
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Gooijer, Jan G. de
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Karlsson, Niklas
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Bask, Mikael
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Weighted derivative estimation of quantal response models : simulations and applications to choice of truck freigt carrier
Bergkvist, Erik
;
Johansson, Per-Olov
-
1997
Persistent link: https://www.econbiz.de/10000972401
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2
Tests for serial correlation and overdispersion in a count data regression model
Johansson, Per-Olov
-
1994
Persistent link: https://www.econbiz.de/10000901899
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3
Count data models : estimator performance and applications
Johansson, Per-Olov
-
1993
Persistent link: https://www.econbiz.de/10000871988
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4
Truncation effect on a pseudo maximum likelihood covariance matrix estimator
Johansson, Per-Olov
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1993
Persistent link: https://www.econbiz.de/10000872957
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