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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
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Time series analysis
62
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62
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57
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57
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39
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39
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13
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Teräsvirta, Timo
24
Cassel, Claes-M.
7
Eklund, Bruno
7
Löthgren, Mickael
7
He, Changli
6
Skalin, Joakim
6
Lundquist, Peter
5
Gredenhoff, Mikael P.
4
Hagerud, Gustaf E.
4
Karlsson, Sune
4
Brännström, Tomas
3
Jacobson, Tor
3
Medeiros, Marcelo C.
3
Rech, Gianluigi
3
Andersson, Michael K.
2
Dijk, Dick van
2
Eliasson, Ann-Charlotte
2
Granger, C. W. J.
2
Larsson, Rolf
2
Lundbergh, Stefan
2
Lyhagen, Johan
2
Strikholm, Birgit
2
Tambour, Magnus
2
Vredin, Anders
2
Warne, Anders
2
Åsbrink, Stefan E.
2
Alexius, Annika
1
Becker, Torbjörn
1
Björk, Tomas
1
Eitrhem, Øyvind
1
Eklöf, Jan A.
1
Eriksson, Rickard
1
Frey, Bruno S.
1
Gerdtham, Ulf-G.
1
González, Andrés
1
Hall, Anthony D.
1
Henrekson, Magnus
1
Jansen, Eilev S.
1
Johansson, Björn
1
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Ekonomiska forskningsinstitutet <Stockholm>
Deutschland <Bundesrepublik> / Statistisches Bundesamt
1,182
Deutschland / Statistisches Bundesamt
937
National Bureau of Economic Research
636
Bundesstelle für Außenhandelsinformation <Köln>
516
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493
Nordrhein-Westfalen / Landesamt für Datenverarbeitung und Statistik
244
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197
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194
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192
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184
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183
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164
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134
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131
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128
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117
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108
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80
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69
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67
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64
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64
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61
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59
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59
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58
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56
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50
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49
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48
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46
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46
Baden-Württemberg / Statistisches Landesamt
45
Institut national de la statistique et des études économiques <Frankreich>
45
Russland / Komitet po Statistike
45
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Working paper series in economics and finance
55
SSE EFI working paper series in economics and finance
20
Working paper seres in economics and finance
1
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ECONIS (ZBW)
83
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1
Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind
;
Teräsvirta, Timo
-
1995
Persistent link: https://www.econbiz.de/10000910635
Saved in:
2
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
;
Teräsvirta, Timo
;
Åsbrink, Stefan E.
-
1996
Persistent link: https://www.econbiz.de/10000947704
Saved in:
3
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
4
Bartlett corrections in cointegration testing
Jacobson, Tor
;
Larsson, Rolf
-
1996
Persistent link: https://www.econbiz.de/10000953744
Saved in:
5
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
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
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960149
Saved in:
10
Robust testing for fractional integration using the bootstrap
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000978987
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