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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Social Systems Research Institute"
~institution:"Universitetet i Oslo / Økonomisk institutt"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Geldpolitik"
~subject:"Monte Carlo simulation"
~subject:"Zeitreihenanalyse"
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ARCH-Modell
Estimation theory
Geldpolitik
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Zeitreihenanalyse
Theorie
463
Theory
463
Time series analysis
44
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42
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Teräsvirta, Timo
14
He, Changli
8
Löthgren, Mickael
8
Cassel, Claes-M.
7
Lundquist, Peter
5
Adolfson, Malin
4
Hagerud, Gustaf E.
4
Söderlind, Paul
4
Eklund, Bruno
3
Giordani, Paolo
3
Karlsson, Sune
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Lyhagen, Johan
3
Rech, Gianluigi
3
Skalin, Joakim
3
Skoglund, Jimmy
3
Alexius, Annika
2
Andersson, Michael K.
2
Brännström, Tomas
2
Durlauf, Steven N.
2
Granger, C. W. J.
2
Holden, Steinar
2
Larsson, Rolf
2
Lundbergh, Stefan
2
Medeiros, Marcelo C.
2
Sandberg, Rickard
2
Söderström, Ulf
2
Tambour, Magnus
2
Zhang, Tao
2
Björk, Tomas
1
Brinch, Christian
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Brock, William A.
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Driscoll, John C.
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Eitrhem, Øyvind
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1
Ellingsen, Tore
1
Gerdtham, Ulf-G.
1
González, Andrés
1
Gredenhoff, Mikael P.
1
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1
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Ekonomiska forskningsinstitutet <Stockholm>
Social Systems Research Institute
Universitetet i Oslo / Økonomisk institutt
National Bureau of Economic Research
646
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
72
European University Institute / Department of Economics
56
Federal Reserve Bank of San Francisco
26
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24
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23
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18
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17
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12
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9
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9
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9
Université de Genève / Institut de hautes études internationales
9
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Working paper series in economics and finance
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SSE EFI working paper series in economics and finance
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Memorandum / Department of Economics, University of Oslo
7
SSRI working paper
3
Working paper seres in economics and finance
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ECONIS (ZBW)
91
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1
A comparison between bias approximations applied to bivariate VAR models
Brännström, Tomas
-
1994
Persistent link: https://www.econbiz.de/10000893698
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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
New techniques to extract market expectations from financial instruments
Söderlind, Paul
;
Svensson, Lars E. O.
-
1996
Persistent link: https://www.econbiz.de/10000955625
Saved in:
5
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
6
Computationally efficient double bootstrap variance estimation
Karlsson, Sune
;
Löthgren, Mickael
-
1997
Persistent link: https://www.econbiz.de/10000958068
Saved in:
7
Monetary policy and the fisher effect
Söderlind, Paul
-
1997
Persistent link: https://www.econbiz.de/10000958081
Saved in:
8
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
9
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
10
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
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