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type_genre:"Arbeitspapier"
type_genre:"Collection of articles written by one author"
~institution:"Brown University / Department of Economics"
~institution:"Robert Schuman Centre for Advanced Studies"
~person:"Hansen, Peter Reinhard"
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Hansen, Peter Reinhard
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Consistent preordering with an estimated criterion function, with an application to the evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752573
Saved in:
2
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752590
Saved in:
3
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
Saved in:
4
Generalized reduced rank regression
Hansen, Peter Reinhard
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657844
Saved in:
5
On the estimation of reduced rank regressions
Hansen, Peter Reinhard
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658017
Saved in:
6
An unbiased and powerful test for superior predictive ability
Hansen, Peter Reinhard
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576446
Saved in:
7
The Johansen-Granger representation theorem : a closed-form expression for I(1) processes
Hansen, Peter Reinhard
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528512
Saved in:
8
Structural changes in the cointegrated vector autoregressive model
Hansen, Peter Reinhard
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528994
Saved in:
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