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subject:"Time series analysis"
subject:"United States"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~type_genre:"Working Paper"
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Time series analysis
United States
Estimation
66
Schätzung
66
Theorie
43
Theory
43
Schweden
27
Sweden
27
Zeitreihenanalyse
12
Technical efficiency
10
Technische Effizienz
10
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6
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1991
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Working Paper
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15
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15
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15
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English
15
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Löthgren, Mickael
3
Teräsvirta, Timo
3
Hagerud, Gustaf E.
2
Skalin, Joakim
2
Alexius, Annika
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Eklund, Bruno
1
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1
Engsted, Tom
1
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1
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1
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1
Lyhagen, Johan
1
Nydahl, Stefan
1
Raahauge, Peter
1
Sellin, Peter
1
Söderlind, Paul
1
Tanggaard, Carsten
1
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Centre for Analytical Finance <Århus>
Ekonomiska forskningsinstitutet <Stockholm>
Forschungsinstitut zur Zukunft der Arbeit
65
National Bureau of Economic Research
45
Federal Reserve Bank of St. Louis
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Federal Reserve Bank of San Francisco
15
Federal Reserve Bank of Cleveland
13
Johns Hopkins University / Department of Economics
13
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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8
USA / Bureau of Labor Statistics
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University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
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Institut für Weltwirtschaft
7
The Wharton Financial Institutions Center
7
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
Institute of Finance and Accounting <London>
6
Rodney L. White Center for Financial Research
6
Rutgers University / Department of Economics
6
University of Hong Kong / School of Economics and Finance
6
Georgetown University / Economics Department
5
John F. Kennedy School of Government
5
Massachusetts Institute of Technology / Department of Economics
5
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4
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Working paper series in economics and finance
11
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
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ECONIS (ZBW)
15
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1
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
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:
6
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984774
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
Nonlinear error correction and the UK demand for broad money, 1878 - 1993
Teräsvirta, Timo
;
Eliasson, Ann-Charlotte
-
1998
Persistent link: https://www.econbiz.de/10000994464
Saved in:
9
Modelling asymmetries and moving equilibria in unemployment rates
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994465
Saved in:
10
Rational bubbles and fractional alternatives
Eklund, Bruno
;
Nydahl, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000995305
Saved in:
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