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subject:"Germany"
type_genre:"Collection of articles written by one author"
~person:"Nejstgaard, Emil"
~subject:"Cointegration"
~subject:"Nonparametric statistics"
~type_genre:"Graue Literatur"
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Germany
Cointegration
Nonparametric statistics
Bootstrap approach
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Estimation theory
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Kointegration
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Modellierung
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Nichtlineare Regression
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Collection of articles written by one author
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Nejstgaard, Emil
Gao, Jiti
44
Linton, Oliver
44
Härdle, Wolfgang
34
Chen, Xiaohong
28
Newey, Whitney K.
24
Hoderlein, Stefan
22
Otsu, Taisuke
21
Phillips, Peter C. B.
21
Dette, Holger
20
Cai, Zongwu
18
Horowitz, Joel
18
Lechner, Michael
17
Lewbel, Arthur
16
Mammen, Enno
14
Chernozhukov, Victor
13
Feng, Yuanhua
13
Nielsen, Morten Ørregaard
13
Van Keilegom, Ingrid
13
Breunig, Christoph
12
Florens, Jean-Pierre
12
Johansen, Søren
12
Li, Degui
12
Neumeyer, Natalie
12
Sibbertsen, Philipp
12
Simar, Léopold
12
Berg, Gerard J. van den
11
Hu, Yingyao
11
Ichimura, Hidehiko
11
Lee, Sokbae
11
Fang, Ying
10
Huber, Martin
10
Kristensen, Dennis
10
Krivobokova, Tatyana
10
Racine, Jeffrey
10
Rothe, Christoph
10
Wagner, Martin
10
Arai, Yoichi
9
Cattaneo, Matias D.
9
Escanciano, Juan Carlos
9
Reiß, Markus
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Ph.D-afhandling / Økonomisk Institut, Københavns Universitet
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PhD series / Department of Economics, University of Copenhagen
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ECONIS (ZBW)
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Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
-
2014
Persistent link: https://www.econbiz.de/10010412522
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