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~subject:"Monte-Carlo-Simulation"
~isPartOf:"Discussion paper series / Reserve Bank of New Zealand"
~isPartOf:"International journal of computational economics and econometrics"
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Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit
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Wong, Benjamin
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2015
Persistent link: https://www.econbiz.de/10010528671
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Priors and Bayesian parameter estimation of affine term structure models
Sögner, Leopold
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International journal of computational economics and …
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2014
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3/4
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pp. 288-319
Persistent link: https://www.econbiz.de/10010496421
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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
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2012
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3/4
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pp. 179-196
Persistent link: https://www.econbiz.de/10009756392
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