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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
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Theorie
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Teräsvirta, Timo
29
Löthgren, Mickael
17
Ellingsen, Tore
13
Johansson, Per-Olov
12
He, Changli
11
Spagnolo, Giancarlo
11
Friberg, Richard
8
Tambour, Magnus
8
Becker, Torbjörn
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Cassel, Claes-M.
7
Eklund, Bruno
7
Gerdtham, Ulf-G.
7
Karlsson, Sune
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Wärneryd, Karl Erik
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Björk, Tomas
6
Giordani, Paolo
6
Johannesson, Magnus
6
Skalin, Joakim
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Söderlind, Paul
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Asplund, Marcus
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Hagerud, Gustaf E.
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Lundquist, Peter
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Lyhagen, Johan
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Voorneveld, Mark
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Zethraeus, Niklas
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Adolfson, Malin
4
Alexius, Annika
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Gredenhoff, Mikael P.
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Horn af Rantzien, Mia
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Jacobson, Tor
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3
Brännström, Tomas
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Eliasson, Ann-Charlotte
3
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
7,880
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472
OECD
383
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381
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81
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80
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79
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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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ECONIS (ZBW)
311
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1
Bootstrap testing for fractional integration
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1997
Persistent link: https://www.econbiz.de/10000971372
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
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
6
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
7
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
8
On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
Saved in:
9
Statistical properties of GARCH processes
He, Changli
-
1997
Persistent link: https://www.econbiz.de/10000975043
Saved in:
10
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000984101
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