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Zeitreihenanalyse
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CREATES research paper
Journal of econometrics
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Discussion paper / Tinbergen Institute
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On spectral distribution of high dimensional covariation matrices
Heinrich, Claudio
;
Podolskij, Mark
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2014
Persistent link: https://www.econbiz.de/10010442408
Saved in:
2
A simple test for spurious regressions
Noriega-Muro, Antonio E.
;
Ventosa-Santaulària, Daniel
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2011
Persistent link: https://www.econbiz.de/10009006821
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3
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
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2011
Persistent link: https://www.econbiz.de/10008810484
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