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~language:"eng"
~subject:"Kointegration"
~subject:"Scientific modelling"
~type_genre:"Collection of articles of several authors"
~type_genre:"Non-commercial literature"
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Kointegration
Scientific modelling
ARMA model
312
ARMA-Modell
312
Theorie
153
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153
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148
Time series analysis
147
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72
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72
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49
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46
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46
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40
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30
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21
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Beran, Jan
4
Feng, Yuanhua
4
Lütkepohl, Helmut
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Poskitt, Donald Stephen
4
McAleer, Michael
3
Athanasopoulos, George
2
Atkinson, Anthony C.
2
Johansen, Søren
2
Kascha, Christian
2
Monfort, Alain
2
Oxley, Les
2
Pegoraro, Fulvio
2
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2
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2
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2
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1
Asai, Manabu
1
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1
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1
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1
Guo, Guang
1
Haulde, Javier
1
Hecq, Alain W. J.
1
Markov, Nikolay
1
Meitz, Mika
1
Neuhoff, Daniel Ferdinand
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1
Nitschka, Thomas
1
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1
Palm, Franz C.
1
Peiris, Shelton
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Preve, Daniel
1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
3
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2
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ECONIS (ZBW)
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1
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
2
A mixture autoregressive model based on Student's t-distribution
Meitz, Mika
;
Preve, Daniel
;
Saikkonen, Pentti
-
2018
Persistent link: https://www.econbiz.de/10011866239
Saved in:
3
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
4
Residual-based diagnostic tests for noninvertible ARMA models
Nyholm, Juho
-
2017
Persistent link: https://www.econbiz.de/10011721434
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5
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
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6
Reversible Jump Markov Chain Monte Carlo : some applications to macroeconometrics
Neuhoff, Daniel Ferdinand
-
2016
Persistent link: https://www.econbiz.de/10011569179
Saved in:
7
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
8
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
9
Estimating Taylor rules for Switzerland : evidence from 2000 to 2012
Markov, Nikolay
;
Nitschka, Thomas
-
2013
Persistent link: https://www.econbiz.de/10010208704
Saved in:
10
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
-
2013
Persistent link: https://www.econbiz.de/10009750019
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