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Phillips, Peter C. B.
177
Franses, Philip Hans
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Koopman, Siem Jan
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Bauwens, Luc
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Dijk, Herman K. van
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Perron, Pierre
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Kapetanios, George
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Hallin, Marc
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Johansen, Søren
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Lux, Thomas
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Stock, James H.
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Breitung, Jörg
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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International journal of forecasting
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Econometric reviews
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Oxford bulletin of economics and statistics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
134
Economic modelling
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Discussion paper / Center for Economic Research, Tilburg University
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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99
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ECONIS (ZBW)
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Second order expansion of t-statistic in autoregressive models
Mikusheva, Anna
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003605137
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2
Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto
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2009
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Uniform inferences in econometrics
Mikusheva, Anna
-
2007
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4
Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
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Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
- In:
Count data autoregression modelling
,
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.
1999
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Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
5
,
pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
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Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
- In:
Econometric reviews
20
(
2001
)
4
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pp. 425-443
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Numerical issues in threshold autoregressive modeling of time series
Coakley, Jerry
;
Fuertes, Ana María
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Pérez, María-Teresa
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
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pp. 2219-2242
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Cross- and
auto-correlation
effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G.
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 287-294
Persistent link: https://www.econbiz.de/10001748451
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The moments of Log-ACD models
Bauwens, Luc
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Galli, Fausto
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Giot, Pierre
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2003
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