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person:"Timmermann, Allan"
subject:"Time series analysis"
~isPartOf:"Economic modelling"
~person:"Gil-Alaña, Luis A."
~person:"Saikkonen, Pentti"
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Time series analysis
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Timmermann, Allan
Gil-Alaña, Luis A.
Saikkonen, Pentti
Kim, Jong-Min
3
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Hall, Stephen G.
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Economic modelling
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
2
Testing fractional integration with monthly data
Gil-Alaña, Luis A.
- In:
Economic modelling
16
(
1999
)
4
,
pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
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