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~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~subject:"Statistical inference"
~type_genre:"Thesis"
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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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2
Nonparametric inference procedures for multi-state Markovian models with applications to incomplete life science data
Dobler, Dennis
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2016
Persistent link: https://www.econbiz.de/10011532679
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3
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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4
Uniform inferences in econometrics
Mikusheva, Anna
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2007
Persistent link: https://www.econbiz.de/10009689094
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5
Essays on partial identification in econometrics and finance
Galichon, Alfred
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2007
Persistent link: https://www.econbiz.de/10009691355
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6
Essays in corporate finance
Suárez, Gustavo A.
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2005
Persistent link: https://www.econbiz.de/10003384629
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7
Asymptotic and bootstrap tests for unit root and threshold cointegration
Seo, Myung Hwan
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2004
Persistent link: https://www.econbiz.de/10003550223
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8
Bootstrapping and simulation tests of long-term patterns in stock market behavior
Goetzmann, William N.
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1990
Persistent link: https://www.econbiz.de/10011454189
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