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subject:"Zeitreihenanalyse"
~isPartOf:"Economics letters"
~person:"Yang, Minxian"
~subject:"Börsenkurs"
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Zeitreihenanalyse
Börsenkurs
Theorie
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Theory
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Time series analysis
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Estimation theory
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Schätztheorie
2
1986-1992
1
Markov chain
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Markov-Kette
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Yang, Minxian
Franses, Philip Hans
9
Hecq, Alain W. J.
6
Hassler, Uwe
5
Schmidt, Peter
5
Lee, Junsoo
4
Peel, David
4
Sibbertsen, Philipp
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Chen, Zhanshou
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Choi, In
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Gonzalo, Jesús
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Lee, Hahn-shik
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Lee, Oesook
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Lütkepohl, Helmut
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Newbold, Paul
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Shin, Yongcheol
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Wright, Jonathan H.
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Ōgaki, Masao
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Abeysinghe, Tilak
2
Amsler, Christine Elaine
2
Bewley, Ronald A.
2
Butler, John S.
2
Camacho, Maximo
2
Caraiani, Petre
2
Chambers, Marcus J.
2
Crato, Nuno
2
Dezhbakhsh, Hashem
2
Eroğlu, Burak Alparslan
2
Gençay, Ramazan
2
Giles, David E. A.
2
Haldrup, Niels
2
Hall, Alastair R.
2
Han, Chirok
2
Herwartz, Helmut
2
Hylleberg, Svend
2
Kruse, Robinson
2
Kuan, Chung-ming
2
Kurozumi, Eiji
2
Lee, Hyejin
2
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Economics letters
Discussion paper / School of Economics, The University of New South Wales
4
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial markets
1
The review of economics and statistics
1
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ECONIS (ZBW)
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On identifying permanent and transitory shocks in VAR models
Yang, Minxian
- In:
Economics letters
58
(
1998
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10001235587
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2
On cointegration tests for VAR models with drift
Yang, Minxian
- In:
Economics letters
51
(
1996
)
1
,
pp. 45-50
Persistent link: https://www.econbiz.de/10001199684
Saved in:
3
Moving average conditional heteroskedastic processes
Yang, Minxian
- In:
Economics letters
49
(
1995
)
4
,
pp. 367-372
Persistent link: https://www.econbiz.de/10001190460
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