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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~institution:"Nationalekonomiska Institutionen <Lund>"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatility"
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Testing for stationarity in panel data when errors are serially correlated : finite-sample results
Jönsson, Kristian
(
contributor
)
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002595209
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Testing for stationary in panel data models when disturbances are cross-sectionally correlated
Jönsson, Kristian
(
contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002099608
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3
Feasible estimation in cointegrated panels
Westerlund, Joakim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001779631
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