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~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Amaya, Diego"
~person:"Ergemen, Yunus Emre"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Johansen, Søren"
~person:"Jørgensen, Kasper"
~person:"Klaassen, Franc"
~subject:"EU-Staaten"
~subject:"Exchange rate"
~subject:"Faktorenanalyse"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Amaya, Diego
Ergemen, Yunus Emre
Gil-Alaña, Luis A.
Heckman, James J.
Johansen, Søren
Jørgensen, Kasper
Klaassen, Franc
Andreasen, Martin Møller
6
Haldrup, Niels
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Podolskij, Mark
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3
Nonejad, Nima
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Todorov, Viktor
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Veliyev, Bezirgen
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Bauwens, Luc
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Data revisions and the statistical relation of global mean sea-level and temperature
Hillebrand, Eric
;
Johansen, Søren
;
Schmith, Torben
-
2015
Persistent link: https://www.econbiz.de/10010529452
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2
A necessary moment condition for the fractional functional central limit theorem
Ørregaard Nielsen, Morten
;
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008688581
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3
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
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4
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren
;
Lange, Theis
-
2011
Persistent link: https://www.econbiz.de/10009006830
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5
Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421769
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6
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524093
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7
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
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8
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010418994
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9
Do realized skewness and kurtosis predict the cross-section of equity returns?
Amaya, Diego
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009385117
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10
Explaining asset prices with low risk aversion and low intertemporal substitution
Andreasen, Martin Møller
;
Jørgensen, Kasper
-
2016
Persistent link: https://www.econbiz.de/10011474816
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