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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Research memorandum / METEOR"
~language:"eng"
~person:"Banerjee, Anindya"
~person:"Basturk, Nalan"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Statistische Verteilung"
~subject:"Stochastic process"
~subject:"USA"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~subject:"Zustandsraummodell"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Banerjee, Anindya
Basturk, Nalan
Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Maravall Herrero, Agustín
14
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3
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2
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ECONIS (ZBW)
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1
Competition, the Lisbon strategy and the EURO
Banerjee, Anindya
(
contributor
);
Russell, Bill
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002530530
Saved in:
2
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994027
Saved in:
3
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994030
Saved in:
4
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994031
Saved in:
5
An I(2) analysis of inflation and the markup
Banerjee, Anindya
;
Cockerell, Lynne
;
Russell, Bill
-
1998
Persistent link: https://www.econbiz.de/10001353920
Saved in:
6
Sequential methods for detecting structural breaks in cointegrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001353935
Saved in:
7
Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya
;
Lazarova, Stepana
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001354292
Saved in:
8
A re-interpretation of the linear-quadratic model when inventories and sales are polynomially cointegrated
Banerjee, Anindya
(
contributor
);
Mizen, Paul
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001753803
Saved in:
9
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001590381
Saved in:
10
Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan
;
Lai, Hung-neng
-
1999
Persistent link: https://www.econbiz.de/10001415847
Saved in:
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