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isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
subject:"Wage structure"
~subject:"Stochastic process"
~subject:"United Kingdom"
~type:"book"
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Gil-Alaña, Luis A.
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper series / IZA
638
IZA Discussion Paper
198
Discussion paper / Centre for Economic Policy Research
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On the wages of temporary help service workers in Germany
Kvasnicka, Michael
;
Werwatz, Axel
-
2002
Persistent link: https://www.econbiz.de/10001730288
Saved in:
2
Fixed-term contracts in East and West Germany : low wages, poor prospects?
McGinnity, Frances
;
Mertens, Antje
-
2002
Persistent link: https://www.econbiz.de/10001730315
Saved in:
3
Does future PC use determine our wages today? : Evidence from German panel data
Anger, Silke
;
Schwarze, Johannes
-
2002
Persistent link: https://www.econbiz.de/10001669944
Saved in:
4
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
5
Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
2002
Persistent link: https://www.econbiz.de/10001684716
Saved in:
6
Testing the diffusion coefficient
Kleinow, Torsten
-
2002
Persistent link: https://www.econbiz.de/10001684924
Saved in:
7
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
8
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
9
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
10
Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein
-
2000
Persistent link: https://www.econbiz.de/10001582162
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