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~subject:"Estimation theory"
~type_genre:"Collection of articles written by one author"
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Estimation theory
Cointegration
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Collection of articles written by one author
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Callot, Laurent
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Elvstrøm Ekner, Line
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Gaul, Jürgen
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Kejriwal, Mohitosh
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Mercereau, Benoît
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Nejstgaard, Emil
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Radchenko, Stanislav
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Ph.D-afhandling / Økonomisk Institut, Københavns Universitet
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ECONIS (ZBW)
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
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2018
Persistent link: https://www.econbiz.de/10012197752
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2
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
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2012
Persistent link: https://www.econbiz.de/10010204938
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3
Cointegration and regime switching dynamics in macroeconomic applications
Elvstrøm Ekner, Line
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2014
Persistent link: https://www.econbiz.de/10010375999
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4
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
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2014
Persistent link: https://www.econbiz.de/10010412522
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5
Stock markets, current account dynamics, and exchange rate determination
Mercereau, Benoît
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2002
Persistent link: https://www.econbiz.de/10003780033
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6
Essays on Bayesian econometrics
Radchenko, Stanislav
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2002
Persistent link: https://www.econbiz.de/10003780474
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7
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen
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2008
Persistent link: https://www.econbiz.de/10003773152
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8
Structural change in cointegrated systems : theory and applications
Kejriwal, Mohitosh
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2007
Persistent link: https://www.econbiz.de/10009707948
Saved in:
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