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~institution:"European University Institute / Department of Economics"
~institution:"Nuffield College"
~subject:"Cointegration"
~subject:"Stochastic process"
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Search: subject:"Einheitswurzeltest"
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Cointegration
Stochastic process
Einheitswurzeltest
8
Unit root test
8
Theorie
4
Theory
4
Kleinste-Quadrate-Methode
2
Kointegration
2
Least squares method
2
Panel
2
Panel study
2
Autocorrelation
1
Autokorrelation
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EU countries
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EU-Staaten
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Estimation
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Estimation theory
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Interest rate parity
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Saisonale Schwankungen
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Sampling
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Schätztheorie
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Seasonal variations
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Stichprobenerhebung
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Stochastischer Prozess
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Time series analysis
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USA
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United States
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Yield curve
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Zeitreihenanalyse
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Zinsparität
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Zinsstruktur
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Wagner, Martin
2
Bauer, Dietmar
1
Brüggemann, Ralf
1
Hlouskova, Jaroslava
1
Lütkepohl, Helmut
1
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European University Institute / Department of Economics
Nuffield College
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Johns Hopkins University / Department of Economics
2
University of Canterbury / Dept. of Economics and Finance
2
Centre for Economic Policy Research
1
Centre for International Macroeconomics
1
Loughborough University / Department of Economics
1
National Bureau of Economic Research
1
Queen Mary College / Department of Economics
1
Rutgers University / Department of Economics
1
Svenska Handelshögskolan <Helsinki>
1
Türkiye Cumhuriyet Merkez Bankası
1
University of Exeter / Department of Economics
1
University of Melbourne / Department of Economics
1
William Davidson Institute <Ann Arbor, Mich.>
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Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Brüggemann, Ralf
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974410
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2
Autoregressive approximations of multiple frequency I (1) processes
Bauer, Dietmar
(
contributor
);
Wagner, Martin
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974449
Saved in:
3
The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876980
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