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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Einheitswurzeltest"
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Einheitswurzeltest
Statistical test
8
Statistischer Test
8
Theorie
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7
Unit root test
2
Yield curve
2
Zinsstruktur
2
1987-1997
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Calendar effect
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Cointegration
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English
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Taulbjerg, Jes
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
OECD
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Centre for Economic Policy Research
1
Johns Hopkins University / Department of Economics
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National Bureau of Economic Research
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Organisation for Economic Co-operation and Development
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Rutgers University / Department of Economics
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Südafrikanische Union / Department of Agriculture
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
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contributor
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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