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Testing models of low-frequency variability
Ulrich K. Müller
,
Mark W. Watson
Economics
Bendheim Center for Finance
Center for Statistics & Machine Learning
Princeton School of Public and International Affairs
Research output
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Contribution to journal
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Article
›
peer-review
52
Scopus citations
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Business & Economics
Business Cycles
16%
Financial Time Series
21%
Macroeconomics
14%
Model Testing
100%
Time Series Models
41%
United States of America
7%