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subject:"Stochastischer Prozess"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~isPartOf:"Reihe Ökonomie"
~person:"Nelson, Charles R."
~subject:"Cointegration"
~subject:"Theorie"
~type_genre:"Non-commercial literature"
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Reihe Ökonomie
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Valid inference for a class of models where standard inference performs poorly : including nonlinear regression, ARMA, GARCH, and unobserved components
Ma, Jun
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Nelson, Charles R.
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2010
Persistent link: https://www.econbiz.de/10008661119
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