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institution:"Centre for Quantitative Economics & Computing"
subject:"Exchange rate"
~subject:"Kointegration"
~subject:"Nichtlineare Regression"
~subject:"Unit root test"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Kointegration
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Estimation theory
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Burke, Simon P.
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Brooks, Chris
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Centre for Quantitative Economics & Computing
National Bureau of Economic Research
20
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12
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
2
Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
-
1996
Persistent link: https://www.econbiz.de/10000944147
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3
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
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4
Analysing cointegrated systems using the MP inverse
Burke, Simon P.
-
1995
Persistent link: https://www.econbiz.de/10000921052
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5
An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000877388
Saved in:
6
Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000868853
Saved in:
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