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institution:"Foerder Institute for Economic Research <Tēl-Āvîv>"
subject:"Estimation theory"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~isPartOf:"Working paper series in economics and finance"
~subject:"Lag-Modell"
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Estimation theory
Lag-Modell
Schätztheorie
30
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17
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15
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15
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3
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3
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Teräsvirta, Timo
8
Löthgren, Mickael
4
Brännström, Tomas
3
Eklund, Bruno
3
Gredenhoff, Mikael P.
3
Jacobson, Tor
3
Karlsson, Sune
3
He, Changli
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2
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1
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1
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1
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Rydén, Tobias
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Skalin, Joakim
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Foerder Institute for Economic Research <Tēl-Āvîv>
Ekonomiska forskningsinstitutet <Stockholm>
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Working paper series in economics and finance
SSE EFI working paper series in economics and finance
4
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Working paper / the Eitan Berglas School of Economics, Tel Aviv University / the Eitan Berglas School of Economics, Tel Aviv University
2
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ECONIS (ZBW)
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Robust testing for fractional integration using the bootstrap
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000978987
Saved in:
2
How to bootstrap DEA estimators : a Monte Carlo comparison
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000981183
Saved in:
3
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
-
1998
Persistent link: https://www.econbiz.de/10000984648
Saved in:
4
Do long-memory models have long memory?
Eklund, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000984772
Saved in:
5
Testing linearity against smooth transition autoregression using a parametric bootstrap
Skalin, Joakim
-
1998
-
Rev. version
Persistent link: https://www.econbiz.de/10000998500
Saved in:
6
Computationally efficient double bootstrap variance estimation
Karlsson, Sune
;
Löthgren, Mickael
-
1997
Persistent link: https://www.econbiz.de/10000958068
Saved in:
7
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
8
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960149
Saved in:
9
Testing and correcting for sample selection bias in discrete choice contingent valuation studies
Eklöf, Jan A.
;
Karlsson, Sune
-
1997
Persistent link: https://www.econbiz.de/10000961922
Saved in:
10
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
;
Karlsson, Sune
-
1997
Persistent link: https://www.econbiz.de/10000968575
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