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subject:"Zeitreihenanalyse"
~isPartOf:"Modelling macroeconomic time series with smooth transition autoregressions"
~type_genre:"Book section"
~type_genre:"Sammelwerk"
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Modelling macroeconomic time series with smooth transition autoregressions
Bootstrap inference in time series econometrics
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Applying Kernel and nonparametric estimation to economic topics
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Cointegration for the applied economist
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Commerce, complexity, and evolution : topics in economics, finance, marketing, and management ; proceedings of the Twelfth International Symposium in Economic Theory and Econometrics
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Monday February 12th, 1996. - 1996. - [Ca. 150] S. in getr. Zählung : graph. Darst. - Enth. 16 Beitr.
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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Testing linearity against smooth transition autoregression using a parametric bootstrap
Skalin, Joakim
- In:
Modelling macroeconomic time series with smooth …
,
(pp. 149-157)
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1999
Persistent link: https://www.econbiz.de/10001471924
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