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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Granger, C. W. J."
~subject:"Statistical test"
~subject:"Structural break"
~subject:"Theory"
~type:"article"
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Stochastischer Prozess
Volatility
Statistical test
Structural break
Theory
Estimation theory
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2
Theorie
2
Time series analysis
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Granger, C. W. J.
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Ahn, Sung K.
2
Banerjee, Anindya
2
Boswijk, Herman Peter
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Cho, Sinsup
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Brodin, Per A.
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Brüggemann, Ralf
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Oxford bulletin of economics and statistics
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annals of economics and finance
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Handbook of econometrics ; Vol. 2
1
Información comercial española / Cuadernos económicos
1
International journal of forecasting
1
Journal of empirical finance
1
Nonparametric dynamic modelling
1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
Special issue on topics in applied econometrics
1
Special section on small-sample properties of generalized method of moments (GMM)
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Separation in cointegrated systems and persistent-transitory decompositions
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 449-463
Persistent link: https://www.econbiz.de/10001230926
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2
Long memory series with attractors
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
53
(
1991
)
1
,
pp. 11-26
Persistent link: https://www.econbiz.de/10001102945
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