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Applied economics letters
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A simple IID test for autoregressive conditional duration models
Yang, Wei
;
Chen, Fei
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 1026-1028
Persistent link: https://www.econbiz.de/10011629494
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2
The 'effective' measure of unemployment benefit duration : data on spells or individuals?
Arranz, José María
;
García Serrano, Carlos
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1328-1332
Persistent link: https://www.econbiz.de/10010202914
Saved in:
3
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
4
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
-
2001
Persistent link: https://www.econbiz.de/10001640351
Saved in:
5
Hétérogéneité non observée dans les modèles de durée
Horny, Guillaume
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003596555
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6
Modelling financial high frequency data using point processes
Bauwens, Luc
(
contributor
);
Hautsch, Nikolaus
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003392659
Saved in:
7
Duration models
Florens, Jean-Pierre
-
1995
Persistent link: https://www.econbiz.de/10000908395
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