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~isPartOf:"Applied financial economics letters"
~isPartOf:"Journal of econometrics"
~person:"Berg, Gerard J. van den"
~person:"Gil-Alaña, Luis A."
~type:"article"
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Estimation
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Berg, Gerard J. van den
Gil-Alaña, Luis A.
Todorov, Viktor
14
Tauchen, George Eugene
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Bollerslev, Tim
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Linton, Oliver
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Phillips, Peter C. B.
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Applied financial economics letters
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ECONIS (ZBW)
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A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den
;
Janys, Lena
;
Mammen, Enno
; …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
Saved in:
2
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
3
Combining micro and macro unemployment duration data
Berg, Gerard J. van den
;
Klaauw, Bas van der
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 271-309
Persistent link: https://www.econbiz.de/10001580622
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