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isPartOf:"Discussion papers in economics and econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Darolles, Serge"
~person:"Phillips, Peter C. B."
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Search: subject_exact:"Autoregressive model"
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Darolles, Serge
Phillips, Peter C. B.
Pitarakis, Jean-Yves
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Gouriéroux, Christian
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Bec, Frédérique
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Kyriacou, Maria
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Discussion papers in economics and econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Cowles Foundation discussion paper
22
Cowles Foundation Discussion Paper
9
Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometric theory
2
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
2
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers / Department of Economics, University of California San Diego
1
Econometric reviews
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Economics letters
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International economic review
1
Oxford bulletin of economics and statistics
1
The econometrics journal
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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Working paper
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Indirect inference in spatial autoregression
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2014
Persistent link: https://www.econbiz.de/10010515591
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2
Survival of hedge funds : frailty vs contagion
Darolles, Serge
;
Gagliardini, Patrick
;
Gouriéroux, …
-
2012
Persistent link: https://www.econbiz.de/10010188790
Saved in:
3
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
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