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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~person:"Skalin, Joakim"
~person:"Waldenström, Daniel"
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Time series analysis
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Skalin, Joakim
Waldenström, Daniel
Teräsvirta, Timo
25
Löthgren, Mickael
14
Tambour, Magnus
8
Cassel, Claes-M.
7
Eklund, Bruno
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Johannesson, Magnus
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Palme, Mårten
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Ekonomiska forskningsinstitutet <Stockholm>
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Working paper series in economics and finance
5
SSE EFI working paper series in economics and finance
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ECONIS (ZBW)
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1
How government bond prices reflect wartime events : the case of the Stockholm market
Waldenström, Daniel
(
contributor
); …
-
2002
-
[Elektronische Ressource]
- peat the
estimation
of (1) and the break test. This is repeated until each country’s entire price index has been covered …
Persistent link: https://www.econbiz.de/10001638243
Saved in:
2
Does sovereign risk differ for domestic and foreign investors? : historical evidence from Scandinavian bond markets
Waldenström, Daniel
(
contributor
)
-
2005
-
[Elektronische Ressource], Rev. February 18, 2005
and 1947 reflect direct placements of Danish government loans. 3
Estimation
methodology This section develops tests to …
Persistent link: https://www.econbiz.de/10002577962
Saved in:
3
A nonlinear time series model of El Niño
Hall, Anthony D.
;
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994162
Saved in:
4
Modelling asymmetries and moving equilibria in unemployment rates
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994465
Saved in:
5
International financial liberalization and industry growth
Vlachos, Jonas
(
contributor
); …
-
2002
-
[Elektronische Ressource]
)
Estimation
and inference in economet- rics, New York: Oxford University Press. Edison, Hali, J., Michael W. Klein, Luca Ricci …
Persistent link: https://www.econbiz.de/10001711192
Saved in:
6
Modelling macroeconomic time series with smooth transition autoregressions
Skalin, Joakim
-
1999
Persistent link: https://www.econbiz.de/10000997092
Saved in:
7
Testing linearity against smooth transition autoregression using a parametric bootstrap
Skalin, Joakim
-
1998
Persistent link: https://www.econbiz.de/10000995380
Saved in:
8
Testing linearity against smooth transition autoregression using a parametric bootstrap
Skalin, Joakim
-
1998
-
Rev. version
Persistent link: https://www.econbiz.de/10000998500
Saved in:
9
Another look at Swedish business cycles, 1861 - 1988
Skalin, Joakim
;
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953721
Saved in:
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