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Bu, Ruijun
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Hadri, Kaddour
2
Mccabe, Brendan
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Rao, Yao
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ECONIS (ZBW)
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TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION
Rao, Yao
;
Hadri, Kaddour
;
Bu, Ruijun
- In:
Bulletin of economic research
62
(
2010
)
3
,
pp. 209-226
Persistent link: https://www.econbiz.de/10008427514
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2
Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach
Bu, Ruijun
;
Mccabe, Brendan
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10007911035
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3
Estimating option implied risk-neutral densities using spline and hypergeometric functions
Bu, Ruijun
;
Hadri, Kaddour
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 216-244
Persistent link: https://www.econbiz.de/10007743558
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