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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Kilian, Lutz"
~person:"Scaillet, Olivier"
~person:"Teräsvirta, Timo"
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Kilian, Lutz
Scaillet, Olivier
Teräsvirta, Timo
Li, Qi
9
Koop, Gary
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Su, Liangjun
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Research paper series / Swiss Finance Institute
19
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18
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SSE EFI working paper series in economics and finance
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ECONIS (ZBW)
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1
Testing for stochastic dominance efficiency
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 169-180
Persistent link: https://www.econbiz.de/10003992828
Saved in:
2
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
3
Indirect inference, nuisance parameter, and threshold moving average models
Guay, Alain
;
Scaillet, Olivier
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 122-132
Persistent link: https://www.econbiz.de/10001728845
Saved in:
4
Time-varying smooth transition autoregressive models
Lundbergh, Stefan
;
Teräsvirta, Timo
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 104-121
Persistent link: https://www.econbiz.de/10001728841
Saved in:
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