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isPartOf:"Working paper series in economics and finance"
subject:"Time series analysis"
~type_genre:"Working Paper"
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Time series analysis
Theorie
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Teräsvirta, Timo
5
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3
Hagerud, Gustaf E.
3
Löthgren, Mickael
3
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2
Lyhagen, Johan
2
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2
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1
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1
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Working paper series in economics and finance
Discussion paper / Tinbergen Institute
168
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100
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ECONIS (ZBW)
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On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10000981126
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2
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
-
1998
Persistent link: https://www.econbiz.de/10000984648
Saved in:
3
On stationarity and cointegration of international health expenditure and GDP
Gerdtham, Ulf-G.
;
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984764
Saved in:
4
Do long-memory models have long memory?
Eklund, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000984772
Saved in:
5
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984774
Saved in:
6
A simple nonlinear time series model with misleading linear properties
Granger, C. W. J.
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000987484
Saved in:
7
A nonlinear time series model of El Niño
Hall, Anthony D.
;
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994162
Saved in:
8
Testing linearity against smooth transition autoregression using a parametric bootstrap
Skalin, Joakim
-
1998
Persistent link: https://www.econbiz.de/10000995380
Saved in:
9
Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf
;
Lyhagen, Johan
;
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000991637
Saved in:
10
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
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