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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Uppsala universitet / Nationalekonomiska institutionen"
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Search: subject_exact:"Engle-Granger+test"
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Cointegration
9
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9
Theorie
5
Theory
5
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2
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2
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2
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Österholm, Pär
3
Ørregaard Nielsen, Morten
2
Bec, Frédérique
1
Christensen, Bent Jesper
1
Engsted, Tom
1
Nielsen, Morten Ørregaard
1
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Centre for Analytical Finance <Århus>
Uppsala universitet / Nationalekonomiska institutionen
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41
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27
National Bureau of Economic Research
18
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12
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8
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3
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3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Working papers / Department of Economics, Uppsala University
3
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ECONIS (ZBW)
9
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Estimating the relationship between age structure and GPD in the OECD using panel cointegration methods
Österholm, Pär
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002199663
Saved in:
2
Vector equilibrium correction models with non-linear discountinuous adjustments
Bec, Frédérique
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728534
Saved in:
3
Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838618
Saved in:
4
The Taylor rule : a spurious regression?
Österholm, Pär
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790878
Saved in:
5
Testing for cointegration in misspecified systems : a Monte Carlo study of size distortions
Österholm, Pär
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790880
Saved in:
6
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
7
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
8
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
9
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
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