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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
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Theorie
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Teräsvirta, Timo
22
Löthgren, Mickael
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13
Johansson, Per-Olov
12
He, Changli
11
Spagnolo, Giancarlo
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Friberg, Richard
8
Tambour, Magnus
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Becker, Torbjörn
7
Cassel, Claes-M.
7
Gerdtham, Ulf-G.
7
Wärneryd, Karl Erik
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Björk, Tomas
6
Eklund, Bruno
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Giordani, Paolo
6
Johannesson, Magnus
6
Karlsson, Sune
6
Söderlind, Paul
6
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5
Hagerud, Gustaf E.
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Lundquist, Peter
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Lyhagen, Johan
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Zethraeus, Niklas
5
Adolfson, Malin
4
Alexius, Annika
4
Gredenhoff, Mikael P.
4
Horn af Rantzien, Mia
4
Jacobson, Tor
4
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Skalin, Joakim
4
Skoglund, Jimmy
4
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4
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4
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3
Brännström, Tomas
3
Flodén, Martin
3
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3
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3
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
7,656
Edward Elgar Publishing
408
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
376
OECD
316
Center for Economic Research <Tilburg>
280
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261
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199
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77
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77
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76
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76
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75
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74
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74
Instituto Valenciano de Investigaciones Económicas
73
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Working paper series in economics and finance
175
SSE EFI working paper series in economics and finance
70
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Working paper seres in economics and finance
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ECONIS (ZBW)
297
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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
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
Computationally efficient double bootstrap variance estimation
Karlsson, Sune
;
Löthgren, Mickael
-
1997
Persistent link: https://www.econbiz.de/10000958068
Saved in:
6
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
7
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
8
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
9
Testing and correcting for sample selection bias in discrete choice contingent valuation studies
Eklöf, Jan A.
;
Karlsson, Sune
-
1997
Persistent link: https://www.econbiz.de/10000961922
Saved in:
10
On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
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