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~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
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Search: subject:"Kointegration"
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Cointegration
7
Kointegration
7
Theorie
5
Theory
5
Time series analysis
3
Zeitreihenanalyse
3
Estimation
2
Kaufkraftparität
2
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1
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Nonlinear cointegration
1
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1
Pfund Sterling
1
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Mignon, Valérie
4
Sibbertsen, Philipp
3
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2
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2
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1
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1
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1
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1
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1
Hübler, Olaf
1
Mathieu, Laurent
1
Prokopczuk, Marcel
1
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1
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Gottfried Wilhelm Leibniz Universität Hannover
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
European University Institute / Department of Economics
27
National Bureau of Economic Research
18
International Monetary Fund
12
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8
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8
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7
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6
Centre for Analytical Finance <Århus>
6
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6
European University Institute / Department of Law
5
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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3
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3
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2
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Essays on testing for nonlinearity in time series : issues in nonlinear cointegration, structural breaks and changes in persistence
Grote, Claudia
-
2020
Persistent link: https://www.econbiz.de/10012244029
Saved in:
2
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
Saved in:
3
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
4
Modelling the misalignments of the Dollar/Sterling real exchange rate : a nonlinear cointegration perspective
Chaouachi, Slim
(
contributor
);
Dufrénot, Gilles
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760388
Saved in:
5
The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel
(
contributor
);
Lardic, Sandrine
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
Saved in:
6
Fractional cointegration and term structure of interest rates
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
Saved in:
7
Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration
Dufrénot, Gilles
;
Mathieu, Laurent
;
Mignon, Valérie
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724164
Saved in:
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