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Statistical inference in calibrated models
Canova, Fabio
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1993
Persistent link: https://www.econbiz.de/10000877153
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Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S.
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contributor
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2007
Persistent link: https://www.econbiz.de/10003651568
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A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
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2006
Persistent link: https://www.econbiz.de/10003280702
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4
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
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5
ELEVEN: tests needed for a recommendation
Schlag, Karl H.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003266648
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6
Designing non-parametric estimates and tests for means
Schlag, Karl H.
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contributor
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2006
Persistent link: https://www.econbiz.de/10003365687
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