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Time series analysis
138
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Watson, Mark W.
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Stock, James H.
10
Engle, Robert F.
7
Müller, Ulrich K.
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Schorfheide, Frank
5
Campbell, John Y.
4
Eichenbaum, Martin S.
4
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3
Christiano, Lawrence J.
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Harvey, Campbell R.
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Pástor, Ľuboš
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395
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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156
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147
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ECONIS (ZBW)
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1
Nonparametric tests for common values at first-price sealed bid auctions
Haile, Philip A.
;
Hong, Han
;
Shum, Matthew
-
2003
Persistent link: https://www.econbiz.de/10001833591
Saved in:
2
The rise of cloud computing : minding your p's, q's and k's
Byrne, David
;
Corrado, Carol
;
Sichel, Daniel E.
-
2018
Persistent link: https://www.econbiz.de/10011948586
Saved in:
3
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
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4
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
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5
Measuring business cycles : approximate band-pass filters for economic time series
Baxter, Marianne
-
1995
Persistent link: https://www.econbiz.de/10000909035
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6
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
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7
Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong
-
1997
Persistent link: https://www.econbiz.de/10000967507
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8
Interpreting cointegrated models
Campbell, John Y.
;
Shiller, Robert J.
-
1988
Persistent link: https://www.econbiz.de/10000753535
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9
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
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10
Co-integration, aggregate consumption, and the demand for imports : a structural econometric investigation
Clarida, Richard H.
-
1991
Persistent link: https://www.econbiz.de/10000820998
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