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1
Frequency domain inference for univariate impule responses
Wright, Jonathan H.
- In:
Economics letters
63
(
1999
)
3
,
pp. 269-277
Persistent link: https://www.econbiz.de/10001398929
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2
A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H.
- In:
Economics letters
63
(
1999
)
3
,
pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
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3
Time series properties of aggregated AR(1) processes with uniformly distributed coefficients
Lindén, Mikael
- In:
Economics letters
64
(
1999
)
1
,
pp. 31-36
Persistent link: https://www.econbiz.de/10001399164
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4
A simple nonlinear filter for economic time series analysis
Wen, Yi
;
Zeng, Bing
- In:
Economics letters
64
(
1999
)
2
,
pp. 151-160
Persistent link: https://www.econbiz.de/10001399218
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5
Estimation of GARCH process in the presence of structural change
Simonato, Jean-Guy
- In:
Economics letters
40
(
1992
)
2
,
pp. 155-158
Persistent link: https://www.econbiz.de/10001138446
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6
Asymptotic normality of the instrumental variable estimates for ARIMA (p, m, q) processes
Choi, In
- In:
Economics letters
40
(
1992
)
2
,
pp. 147-153
Persistent link: https://www.econbiz.de/10001138447
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7
Inflationary expectations and rationality
Paquet, Alain
- In:
Economics letters
40
(
1992
)
3
,
pp. 303-308
Persistent link: https://www.econbiz.de/10001140209
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8
Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut
- In:
Economics letters
40
(
1992
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
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9
A method to select between periodic cointegration and seasonal cointegration
Franses, Philip Hans
- In:
Economics letters
41
(
1993
)
1
,
pp. 7-10
Persistent link: https://www.econbiz.de/10001144018
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10
Some results on testing for stationarity using data detrended in differences
Schmidt, Peter
- In:
Economics letters
41
(
1993
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10001144028
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