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~person:"Hauser, Michael A."
~person:"Mignon, Valérie"
~subject:"Theory"
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Search: subject_exact:"Autoregressive+integrated+moving+average"
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Hauser, Michael A.
Mignon, Valérie
Beran, Jan
15
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10
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10
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9
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Paradoxe de Deaton et habitudes de consommation : une analyse en termes de mémoire longue
Lardic, Sandrine
;
Mignon, Valérie
- In:
Revue d'économie politique
115
(
2005
)
1
,
pp. 129-160
Persistent link: https://www.econbiz.de/10002623975
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2
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
- In:
Economics bulletin : EB
(
2004
)
Persistent link: https://www.econbiz.de/10003072868
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3
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
Saved in:
4
Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760407
Saved in:
5
Measuring persistence in aggregate output : ARMA models, fractionally integrated ARMA models and nonparametric procedures
Hauser, Michael A.
;
Pötscher, Benedikt M.
; …
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
2
,
pp. 243-269
Persistent link: https://www.econbiz.de/10001388897
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