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Search: subject_exact:"Autokorrelation"
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Autoregressive approximation in nonstandard situations : the non-invertible and fractionally integrated cases
Poskitt, Donald Stephen
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2005
Persistent link: https://www.econbiz.de/10003042639
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Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian
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Krämer, Walter
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2004
Persistent link: https://www.econbiz.de/10001982685
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3
A note on the Bickel-Rosenblatt test in autoregressive time series
Bachmann, Dirk
;
Dette, Holger
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2004
Persistent link: https://www.econbiz.de/10001982715
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4
Random walk smooth transition autoregressive models
Anderson, Heather M.
;
Low, Chin Nam
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2004
Persistent link: https://www.econbiz.de/10002474788
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5
Prediction error learning and rational expectations in autoregressive models with forecast feedback
Zenner, Markus
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1994
Persistent link: https://www.econbiz.de/10011512224
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