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isPartOf:"Journal of empirical finance"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~person:"Perron, Pierre"
~source:"econis"
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Zeitreihenanalyse
Estimation theory
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Perron, Pierre
Phillips, Peter C. B.
7
Leybourne, Stephen James
5
Chambers, Marcus J.
4
Chan, Ngai Hang
4
Johansen, Søren
4
Nielsen, Morten Ørregaard
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Taylor, Robert
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Gao, Jiti
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Grégoir, Stéphane
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Peng, Liang
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Politis, Dimitris N.
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Saikkonen, Pentti
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Seo, Won-Ki
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Chen, Xiaohong
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Hong, Yongmiao
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Jong, Robert M. de
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McCabe, Brendan Peter Martin
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Journal of empirical finance
Econometric theory
Econometric Research Program research memorandum
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Journal of econometrics
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Cahier / Département de Sciences Économiques, Université de Montréal
2
The econometrics journal
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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Econometrics : open access journal
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of risk and financial management : JRFM
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NBER technical working paper series
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Special issue on new developments in time series econometrics
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Memory parameter estimation in the presence of level shifts and deterministic trends
McCloskey, Adam
;
Perron, Pierre
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1196-1237
Persistent link: https://www.econbiz.de/10010343727
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2
An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre
;
Ng, Serena
- In:
Econometric theory
14
(
1998
)
5
,
pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
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