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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~language:"eng"
~person:"Buckwar, Evelyn"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Imkeller, Peter"
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~person:"Nautz, Dieter"
~subject:"EU-Staaten"
~subject:"Einheitswurzeltest"
~subject:"Forecasting model"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"Stochastic process"
~subject:"USA"
~subject:"United States"
~type:"book"
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Buckwar, Evelyn
Gil-Alaña, Luis A.
Heckman, James J.
Imkeller, Peter
Klaassen, Franc
Koopman, Siem Jan
Nautz, Dieter
Härdle, Wolfgang
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
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Working paper / National Bureau of Economic Research, Inc.
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1
The repo auctions of the European Central Bank and the vanishing quota puzzle
Nautz, Dieter
;
Oechssler, Joerg
-
1999
Persistent link: https://www.econbiz.de/10001425106
Saved in:
2
A joint test of fractional cyclic integration and a linear time trend
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597001
Saved in:
3
Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter
-
2002
Persistent link: https://www.econbiz.de/10001666561
Saved in:
4
Weak approximation of stochastic differential delay equations
Shardlow, Tony
;
Buckwar, Evelyn
-
2001
Persistent link: https://www.econbiz.de/10001639694
Saved in:
5
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001612100
Saved in:
6
Random times at which insiders can have free lunches
Imkeller, Peter
-
2001
Persistent link: https://www.econbiz.de/10001618705
Saved in:
7
The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001618711
Saved in:
8
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
9
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
10
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
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