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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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39
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39
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Teräsvirta, Timo
23
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
Rodríguez Longarela, Iñaki
2
Strikholm, Birgit
2
Tambour, Magnus
2
Vredin, Anders
2
Waldenström, Daniel
2
Warne, Anders
2
Åsbrink, Stefan E.
2
Alexius, Annika
1
Becker, Torbjörn
1
Björk, Tomas
1
Calvet, Laurent E.
1
Eitrhem, Øyvind
1
Eklöf, Jan A.
1
Ekvall, Niklas
1
Engström, Stefan
1
Ericsson, Johan
1
Frey, Bruno S.
1
Gerdtham, Ulf-G.
1
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
951
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
182
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
128
C.E.P.R. Discussion Papers
69
European University Institute / Department of Economics
51
EconWPA
50
International Monetary Fund (IMF)
50
Federal Reserve Bank of St. Louis
37
Society for Computational Economics - SCE
34
Umeå universitet
30
Bank of Canada
29
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29
Econometrisch Instituut <Rotterdam>
29
Federal Reserve Bank of New York
27
Center for Economic Research <Tilburg>
24
Federal Reserve Board (Board of Governors of the Federal Reserve System)
23
OECD
23
University of New England / Department of Econometrics
23
London School of Economics and Political Science
22
Centre for Quantitative Economics & Computing
21
Deutsche Forschungsgemeinschaft
21
Escola de Pós-Graduação em Economia <Rio de Janeiro>
21
Université Paris-Dauphine (Paris IX)
20
Centre for Microdata Methods and Practice <London>
18
Federal Reserve Bank of San Francisco
18
University of Exeter / Department of Economics
18
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
17
Society for Economic Dynamics - SED
17
HAL
16
Federal Reserve System / Division of Research and Statistics
15
Institut für Weltwirtschaft
15
Philippine Institute for Development Studies (PIDS), Government of the Philippines
15
Umeå Universitet / Institutionen för Nationalekonomi
15
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
14
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
14
Europäische Kommission / Statistisches Amt
14
Federal Reserve Bank of Cleveland
14
Organisation for Economic Co-operation and Development
14
University of Cambridge / Department of Applied Economics
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Working paper series in economics and finance
53
SSE EFI working paper series in economics and finance
25
Working paper seres in economics and finance
1
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ECONIS (ZBW)
88
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1
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
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
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
7
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:
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
Robust testing for fractional integration using the bootstrap
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000978987
Saved in:
10
An investigation of Ricardian equivalence in a common trends model
Becker, Torbjörn
-
1995
Persistent link: https://www.econbiz.de/10000920343
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