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subject:"Zeitreihenanalyse"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Working paper"
~person:"Engsted, Tom"
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Zeitreihenanalyse
Theorie
14
Theory
14
Estimation
5
Schätzung
5
Time series analysis
5
Rational expectations
4
Rationale Erwartung
4
Bubbles
3
Cointegration
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Denmark
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Dänemark
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Großbritannien
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Kointegration
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Spekulationsblase
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United Kingdom
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Börsenkurs
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Dividend
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Dividende
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Geldnachfrage
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Hyperinflation
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Money demand
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1919-1997
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1950-1988
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English
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Engsted, Tom
Härdle, Wolfgang
18
McAleer, Michael
10
Hautsch, Nikolaus
7
Okhrin, Ostap
7
Chen, Ying
4
Blazsek, Szabolcs
3
Escribano, Álvaro
3
Honoré, Peter
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Kapetanios, George
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Lütkepohl, Helmut
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Mikkelsen, Hans Ole Æ.
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Psaradakis, Zacharias G.
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Reiß, Markus
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Spokojnyj, Vladimir G.
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Bailey, Natalia
2
Baillie, Richard
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Bibinger, Markus
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Blaskowitz, Oliver
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Bollerslev, Tim
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Christiansen, Charlotte
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Dueker, Michael
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Giraitis, Liudas
2
Licht, Adrian
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Lund, Jesper
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Malec, Peter
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Manera, Matteo
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Mungo, Julius
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Neely, Christopher J.
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Netšunajev, Aleksei
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Okhrin, Yarema
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Pollock, David Stephen G.
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Roengchai Tansuchat
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Song, Song
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Yu, Jun
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Österholm, Pär
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SFB 649 discussion paper
Working paper
Working paper / Department of Economics, University of Aarhus
2
Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus
2
Applied financial economics
1
CREATES research paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Economica
1
Economics letters
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Journal of applied econometrics
1
Journal of banking & finance
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
OPEC review : energy economics and related issues
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Oxford bulletin of economics and statistics
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The econometrics journal
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Working paper / Department of Economics, Faculty of Business Administration, Aarhus School of Business
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ECONIS (ZBW)
5
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Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
-
1998
Persistent link: https://www.econbiz.de/10000986316
Saved in:
2
Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom
-
1997
Persistent link: https://www.econbiz.de/10000959730
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3
Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000959732
Saved in:
4
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
;
Lund, Jesper
-
1994
Persistent link: https://www.econbiz.de/10000894175
Saved in:
5
Present value models and non-stationary time-series : an introduction, and a summary of the thesis
Engsted, Tom
-
1993
Persistent link: https://www.econbiz.de/10000859623
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