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person:"Breusch, Trevor S."
subject:"Statistical theory"
~subject:"Time series analysis"
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Statistical theory
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Estimation theory
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Breusch, Trevor S.
Phillips, Peter C. B.
102
Gao, Jiti
75
Koopman, Siem Jan
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Lütkepohl, Helmut
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Nielsen, Morten Ørregaard
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Sibbertsen, Philipp
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Stock, James H.
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Gouriéroux, Christian
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Perron, Pierre
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Taylor, Robert
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Watson, Mark W.
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Li, Degui
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Maravall Herrero, Agustín
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Nielsen, Bent
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Brännäs, Kurt
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Chambers, Marcus J.
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Diebold, Francis X.
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Leybourne, Stephen James
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Dong, Chaohua
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1
Modelling common linear dynamics : a critical review
Breusch, Trevor S.
-
1994
Persistent link: https://www.econbiz.de/10000895692
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2
Inference in multivariate student t models with serial correlation and dynamic heteroskedasticity
Breusch, Trevor S.
-
1993
Persistent link: https://www.econbiz.de/10000877369
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3
The multivariate student t model in robust inference and data analysis
Breusch, Trevor S.
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1993
Persistent link: https://www.econbiz.de/10000883825
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