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isPartOf:"Discussion paper / School of Economics, The University of New South Wales"
subject:"Indien"
~subject:"Cointegration"
~subject:"Forecast"
~subject:"Time series analysis"
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Discussion paper / School of Economics, The University of New South Wales
Journal of econometrics
339
Econometric theory
172
Economics letters
147
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Discussion paper / Tinbergen Institute
106
Econometric reviews
100
International journal of forecasting
76
Working paper / Department of Econometrics and Business Statistics, Monash University
72
CREATES research paper
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Applied economics letters
59
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59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
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Cowles Foundation discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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NBER Working Paper
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EUI working paper / ECO
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Journal of the American Statistical Association : JASA
35
Journal of applied econometrics
34
Journal of quantitative economics : official journal of the Indian Econometric Society
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The Indian economic journal
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Oxford bulletin of economics and statistics
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Discussion paper / Centre for Economic Forecasting
25
Journal of empirical finance
25
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Discussion paper / Department of Economics, University of California San Diego
24
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Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003798174
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2
A discrete choice model with misclassification and multiple recall periods
Belkar, Rochelle
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003431027
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3
Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian
-
1997
Persistent link: https://www.econbiz.de/10000970017
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4
On identifying permanent and transistory shocks in VAR models
Yang, Minxian
-
1995
Persistent link: https://www.econbiz.de/10000908720
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5
On cointegration test for VAR models with drift
Yang, Minxian
;
Bewley, Ronald A.
-
1995
Persistent link: https://www.econbiz.de/10000917803
Saved in:
6
White noise and other experiments on augmented Dickey-Fuller tests
Fox, Kevin J.
-
1995
Persistent link: https://www.econbiz.de/10000562067
Saved in:
7
Non-parametric estimation of returns to scale
Fox, Kevin J.
;
Grafton, R. Quentin
-
1995
Persistent link: https://www.econbiz.de/10000150726
Saved in:
8
On identifying permanent and transitory shocks in VAR models
Yang, Minxian
-
1995
Persistent link: https://www.econbiz.de/10000151385
Saved in:
9
White noise and other experiments on augmented Dickey-Fuller tests
Fox, Kevin J.
-
1995
Persistent link: https://www.econbiz.de/10000929510
Saved in:
10
Measuring poverty with uncertain poverty threshold
Kakwani, Nanak
-
1993
Persistent link: https://www.econbiz.de/10000867342
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