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~person:"Kim, Jintae"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Schätzung
Einheitswurzeltest
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Nichtlineare Regression
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Nonlinear Panel unit root test
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Nonlinear regression
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Theorie
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Theory
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Time series analysis
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Unit root test
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ESTAR Unit Root Test
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Exponential Smooth Transition Autoregressive (ESTAR) Unit Root Test
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Exponential Smooth Transition Autoregressive (ESTAR)Unit Root Test
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Mean Reversion
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Mean reversion
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Panel Analysis of Nonstationarity in Idiosyncratic and Common Components (PANIC)
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Panel Analysis of Nonstationarity inIdiosyncratic and Common Components (PANIC)
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Kim, Jintae
Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
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Cheung, Yin-Wong
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Smyth, Russell
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Narayan, Paresh Kumar
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Benati, Luca
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Hanck, Christoph
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Kim, Hyeongwoo
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Caner, Mehmet
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Chortareas, Georgios E.
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Arsic, Milojko
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Cornwell, Christopher Mark
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Working paper series / Department of Economics, Auburn University
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ECONIS (ZBW)
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London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo
;
Kim, Jintae
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2017
Persistent link: https://www.econbiz.de/10011703213
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London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo
;
Kim, Jintae
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2014
Persistent link: https://www.econbiz.de/10010512603
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