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subject:"Volatility"
~institution:"Nationalekonomiska Institutionen <Lund>"
~language:"eng"
~subject:"Heteroscedasticity"
~subject:"Market microstructure noise"
~subject:"Ranking method"
~subject:"Sampling"
~subject:"Schätzung"
~subject:"Statistical test"
~subject:"United States"
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Volatility
Heteroscedasticity
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Ranking method
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Jönsson, Kristian
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Testing for stationarity in panel data when errors are serially correlated : finite-sample results
Jönsson, Kristian
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contributor
)
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002595209
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Testing for stationary in panel data models when disturbances are cross-sectionally correlated
Jönsson, Kristian
(
contributor
)
-
2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002099608
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