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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~institution:"Centre for Quantitative Economics & Computing"
~source:"econis"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Duration dependence and time-varying variables in discrete time duration models
D'Addio, Anna Cristina
(
contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702135
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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218
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3
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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4
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
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