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~institution:"Birkbeck College / Department of Economics"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Foerder Institute for Economic Research <Tēl-Āvîv>"
~subject:"Time series analysis"
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Time series analysis
Theorie
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58
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45
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35
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Teräsvirta, Timo
11
Cassel, Claes-M.
6
Lundquist, Peter
5
Hagerud, Gustaf E.
4
He, Changli
4
Eklund, Bruno
3
Löthgren, Mickael
3
Skalin, Joakim
3
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2
Granger, C. W. J.
2
Larsson, Rolf
2
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Lyhagen, Johan
2
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1
Eitrhem, Øyvind
1
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1
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Gredenhoff, Mikael P.
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1
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Patton, Andrew J.
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1
Resende, Mauricio G. C.
1
Sandberg, Rickard
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Satchell, Stephen
1
Sellin, Peter
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Sola, Martin
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Birkbeck College / Department of Economics
Ekonomiska forskningsinstitutet <Stockholm>
Foerder Institute for Economic Research <Tēl-Āvîv>
National Bureau of Economic Research
65
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
European University Institute / Department of Economics
31
Umeå universitet
11
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8
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5
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5
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5
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3
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3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
2
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Working paper series in economics and finance
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SSE EFI working paper series in economics and finance
9
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2
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1
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ECONIS (ZBW)
45
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1
On the optimality of adaptive expectations: muth revisited and Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000891418
Saved in:
2
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
3
Bartlett corrections in cointegration testing
Jacobson, Tor
;
Larsson, Rolf
-
1996
Persistent link: https://www.econbiz.de/10000953744
Saved in:
4
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
5
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
6
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
7
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
8
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
9
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959364
Saved in:
10
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
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