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subject:"Monte Carlo simulation"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~subject:"Cointegration"
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Monte Carlo simulation
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Rosholm, Michael
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Aarhus Universitet / Afdeling for Nationaløkonomi
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Duration dependence and time-varying variables in discrete time duration models
D'Addio, Anna Cristina
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702135
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Optimal residual based tests for fractional cointegration and exchange rate dynamics
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664223
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3
Local whittle analysis of stationary fractional cointegration
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664225
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