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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~institution:"Robert Schuman Centre for Advanced Studies"
~subject:"Kointegration"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Kointegration
Statistical distribution
Estimation theory
7
Schätztheorie
7
Theorie
4
Theory
4
Cointegration
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
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Einheitswurzeltest
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Großbritannien
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United Kingdom
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Demetrescu, Matei
1
Mora, Juan
1
Pérez-Alonso, Alicia
1
Rosholm, Michael
1
Ørregaard Nielsen, Morten
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Aarhus Universitet / Afdeling for Nationaløkonomi
Robert Schuman Centre for Advanced Studies
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
National Bureau of Economic Research
18
European University Institute / Department of Economics
5
Birkbeck College / Department of Economics
4
Center for Economic Research <Tilburg>
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State University of New York at Albany / Department of Economics
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University of California, San Diego / Department of Economics
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University of Exeter / Department of Economics
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Australasian Economic Modelling Conference <1992, Cairns>
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Australian National University / Faculty of Economics
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Australian National University / Faculty of Economics and Commerce
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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National Institute of Economic and Social Research
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Nationalekonomiska Institutionen <Lund>
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1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Umeå Universitet / Institutionen för Nationalekonomi
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Fractional integration and cointegration testing using the sample mean
Demetrescu, Matei
-
2008
Persistent link: https://www.econbiz.de/10003963300
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2
Specification tests for the distribution of errors in nonparametric regression : a martingale approach
Mora, Juan
;
Pérez-Alonso, Alicia
-
2007
Persistent link: https://www.econbiz.de/10003963718
Saved in:
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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