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~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"Virginia Polytechnic Institute and State University / Department of Economics"
~source:"econis"
~subject:"Theorie"
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A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.
;
Issler, João Victor
-
2011
Persistent link: https://www.econbiz.de/10009532945
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2
Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002092071
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3
Evaluating the effectiveness of nonlinear time series models : a new approach
Ashley, Richard A.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631177
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4
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955246
Saved in:
5
Statistically significant forecasting improvements : how much out-of-sample data is likely necessary?
Ashley, Rick
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566143
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