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1
On Phillips-Perron type tests for seasonal unit roots
Breitung, Jörg
;
Franses, Philip H.
-
1994
Persistent link: https://www.econbiz.de/10000151654
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2
Identifying reduced-form relations with panel data
Vollebergh, Herman R. J.
;
Melenberg, Bertrand
; …
-
2007
Persistent link: https://www.econbiz.de/10003644198
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3
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
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4
MDL mean function selection in semiparametric Kernel regression models
Gooijer, Jan G. de
;
Yuan, Ao
-
2008
Persistent link: https://www.econbiz.de/10003739113
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5
A k-sample homogeneity test based on the quantification of the p-p plot : the harmonic weighted mass index
Hinloopen, Jeroen
;
Wagenvoort, Rien
;
Marrewijk, Charles van
-
2008
Persistent link: https://www.econbiz.de/10003787143
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6
Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003787159
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7
Forecasting aggregate productivity using information from firm-level data
Bartelsman, Eric J.
;
Wolf, Zoltán
-
2009
Persistent link: https://www.econbiz.de/10003851120
Saved in:
8
Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series
Koopman, Siem Jan
;
Wong, Soon Yip
-
2006
Persistent link: https://www.econbiz.de/10003408454
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9
Efficient estimation of an additive quantile regression model
Cheng, Yebin
;
Gooijer, Jan G. de
;
Zerom Godefay, Dawit
-
2009
Persistent link: https://www.econbiz.de/10003913189
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10
Variable selection and functional form uncertainty in cross-country growth regressions
Salimans, Tim
-
2011
Persistent link: https://www.econbiz.de/10008824707
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