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~institution:"Centre for Quantitative Economics & Computing"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
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Time series analysis
20
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20
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10
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Burke, Simon P.
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3
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Centre for Quantitative Economics & Computing
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
National Bureau of Economic Research
195
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64
Ekonomiska forskningsinstitutet <Stockholm>
62
European University Institute / Department of Economics
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Econometrisch Instituut <Rotterdam>
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Discussion papers in quantitative economics and computing / E
13
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
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ECONIS (ZBW)
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
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2
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
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3
Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
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1996
Persistent link: https://www.econbiz.de/10000944147
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4
A graphical analysis of a wavelet-based outlier test
Greenblatt, Seth A.
-
1995
Persistent link: https://www.econbiz.de/10000903018
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5
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
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6
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
-
1994
Persistent link: https://www.econbiz.de/10000897123
Saved in:
7
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
-
1994
Persistent link: https://www.econbiz.de/10000897124
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8
Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000897126
Saved in:
9
Confirmatory data analysis : the joint application of stationarity and unit root tests
Burke, Simon P.
-
1994
Persistent link: https://www.econbiz.de/10000891381
Saved in:
10
A Bayesian way to identify the order of autoregressive process
Heintel, Markus
-
1994
Persistent link: https://www.econbiz.de/10013427980
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