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~subject:"Least squares method"
~subject:"Theorie"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Stationarität"
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The Holt-Winters filter and the one-sided HP filter : a close correspondence
Alfaro, Rodrigo
;
Drehmann, Mathias
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2022
Persistent link: https://www.econbiz.de/10013327235
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2
International transmission of bubble crashes in a two-country overlapping generations model
Clain-Chamosset-Yvrard, Lise
;
Kamihigashi, Takashi
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2015
Persistent link: https://www.econbiz.de/10011417343
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3
Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana
;
Girdenas, Sarunas
;
Liu, Keqing
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2015
Persistent link: https://www.econbiz.de/10010501947
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4
International transmission of bubble crashes : stationary sunspot equilibria in a two-country overlapping generations model
Claini-Chamosset-Yvrard, Lise
;
Kamihigashi, Takashi
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2015
Persistent link: https://www.econbiz.de/10011309936
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5
Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana
;
Gird˙enas, Šar ¯ unas
;
Liu, Keqing
-
2015
Persistent link: https://www.econbiz.de/10011287183
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6
Prévisions de court terme du PIB : modèles à facteurs dynamiques et non stationnarité
Combes, Stéphanie
;
Doz, Catherine
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2014
Persistent link: https://www.econbiz.de/10010489221
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7
The design of Monte Carlo experiments for VAR models
Dhrymes, Phoebus J.
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1996
Persistent link: https://www.econbiz.de/10000942998
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8
Testing stationary nonnested short memory against long memory processes
Silvapulle, Paramsothy
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1995
Persistent link: https://www.econbiz.de/10000947716
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