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subject:"Einheitswurzeltest"
~isPartOf:"International journal of computational economics and econometrics"
~subject:"Markov-Kette"
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Einheitswurzeltest
Markov-Kette
Monte Carlo simulation
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Cook, Steve
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Fileccia, Gaetano
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Sgarra, Carlo
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Sögner, Leopold
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International journal of computational economics and econometrics
Journal of econometrics
48
Discussion paper / Tinbergen Institute
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Economics letters
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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International journal of forecasting
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European journal of operational research : EJOR
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Applied economics
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Journal of the American Statistical Association : JASA
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Sveriges Riksbank working paper series
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Global COE Hi-Stat discussion paper series
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IMES discussion paper series / Englische Ausgabe
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The econometrics journal
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Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
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Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets
Fileccia, Gaetano
;
Sgarra, Carlo
- In:
International journal of computational economics and …
5
(
2015
)
4
,
pp. 451-479
Persistent link: https://www.econbiz.de/10011440890
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2
Priors and Bayesian parameter estimation of affine term structure models
Sögner, Leopold
- In:
International journal of computational economics and …
4
(
2014
)
3/4
,
pp. 288-319
Persistent link: https://www.econbiz.de/10010496421
Saved in:
3
Linear and non-linear unit root testing in the presence of heavy-tailed GARCH : a finite-sample simulation analysis
Cook, Steve
- In:
International journal of computational economics and …
2
(
2012
)
3/4
,
pp. 179-196
Persistent link: https://www.econbiz.de/10009756392
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