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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Applied economics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Banerjee, Anurag Narayan"
~person:"Davidson, James E. H."
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Banerjee, Anurag Narayan
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Discussion paper / Center for Economic Research, Tilburg University
American journal of agricultural economics
Applied economics
Oxford bulletin of economics and statistics
Econometric theory
4
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3
Economics letters
2
Journal of forecasting
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan
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1997
Persistent link: https://www.econbiz.de/10000972600
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2
Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices
Jong, Robert M. de
;
Davidson, James E. H.
-
1996
Persistent link: https://www.econbiz.de/10000936005
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3
Testing the sensitivity of ols when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan
;
Magnus, Jan R.
-
1996
Persistent link: https://www.econbiz.de/10000936013
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Identifying cointegrating regressions by the rank condition
Davidson, James E. H.
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
1
,
pp. 105-110
Persistent link: https://www.econbiz.de/10001154033
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