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Sandler, Todd Hurn, Stan Siklos, Pierre L. Hoover, Gary A. Brooks, Robert Bunzel, Helle Falk, Barry Lapan, Harvey E. Lee, Junsoo Dibooglu, Sel Cline, Brandon N. Arce M., Daniel G. Jones, Paul Olson, Eric Becker, Ralf Granger, C. W. J. Holt, Matthew T. Teterin, Pavel Ma, Jun Cover, James Peery Hueng, C. James Ludlow, Jorge Lee, Bong-soo Strazicich, Mark Li, Jing Liu, Yamei Pecorino, Paul Lang, G. Kuo, Shew-Huei Parise, Gerald F. Roy, Raj Kim, Jin-ock Chumrusphonlert, Kamol Im, KyungSo Becker, Ralf Qin, Ting Freeman, Donald G. Souki, Kaouthar Prodan, Ruxandra Liu, Yu Lee, Beom S. Souto, Anne-Charlotte Wohar, Mark E. Goodwin, Barry K. Napps, Cameron Pascalau, Razvan Gauger, Jean Ann All co-authors zeitreihenanalyse
Composed terms time series analysis structural break
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Walter Enders Prof. Alternative spellings: W. Enders Walte Enders B: 1948 Biblio: Tätig am Dep. of Economics, Finance and Legal Studies, Univ. of Alabama, Tuscaloosa, USA; Tätig an der Iowa State Univ.
Q30071064
Publishing years Series Working paper / Department of Economics, Wilfrid Laurier University (2) Wiley series in probability and statistics (2) Research paper / Quantitative Finance Research Group, University of Technology Sydney (2) The international library of critical writings in economics (1) Edward Elgar E-Book Archive (1) CREATES Research Paper (1) CREATES research paper (1) Working paper / Iowa State University, Department of Economics (1) International financial forecasting (1) Discussion paper / Department of Economics, University of California San Diego (1) Wiley series in probability and mathematical statistics / Probability and mathematical statistics (1)