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~institution:"Centre for Quantitative Economics & Computing"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
~subject:"Automotive market"
~subject:"Theory"
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Automotive market
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Time series analysis
20
Zeitreihenanalyse
20
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10
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6
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Burke, Simon P.
4
Reiter, Michael
2
Tschernig, Rolf
2
Brooks, Chris
1
Greenblatt, Seth A.
1
Heintel, Markus
1
Hillinger, Claude
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Centre for Quantitative Economics & Computing
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
National Bureau of Economic Research
64
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Analytical Finance <Århus>
6
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6
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6
Christian-Albrechts-Universität zu Kiel
5
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5
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University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
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3
Australian National University / Faculty of Economics and Commerce
3
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3
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3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
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3
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2
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2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
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2
Eric Cuvillier <Firma>
2
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Discussion papers in quantitative economics and computing / E
5
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
5
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ECONIS (ZBW)
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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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2
A graphical analysis of a wavelet-based outlier test
Greenblatt, Seth A.
-
1995
Persistent link: https://www.econbiz.de/10000903018
Saved in:
3
Confirmatory data analysis : the joint application of stationarity and unit root tests
Burke, Simon P.
-
1994
Persistent link: https://www.econbiz.de/10000891381
Saved in:
4
A Bayesian way to identify the order of autoregressive process
Heintel, Markus
-
1994
Persistent link: https://www.econbiz.de/10013427980
Saved in:
5
Identification of fractional ARIMA models in the presence of long memory
Schmidt, Christoph M.
;
Tschernig, Rolf
-
1993
Persistent link: https://www.econbiz.de/10000345713
Saved in:
6
A taxonomy of certain unit root tests
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000868756
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7
Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000869171
Saved in:
8
Tackling and understanding the small sample bias in ARFIMA models
Tschernig, Rolf
-
1993
Persistent link: https://www.econbiz.de/10013427962
Saved in:
9
Evaluation of discrete and continuous time dynamic models by spectral methods with an application to automobile demand
Reiter, Michael
-
1993
Persistent link: https://www.econbiz.de/10013427977
Saved in:
10
Model-independent detrending for determining the cyclical properties of macroeconomic time series
Hillinger, Claude
-
1992
Persistent link: https://www.econbiz.de/10013427948
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