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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Davis, Richard A."
~subject:"Kointegration"
~type_genre:"Aufsatz in Zeitschrift"
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Kointegration
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8
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5
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Davis, Richard A.
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
19
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
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13
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13
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12
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11
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11
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11
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11
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11
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11
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11
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10
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10
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10
Hong, Han
10
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10
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10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
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9
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9
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9
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9
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8
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8
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Journal of forecasting
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
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1
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
2
Goodness-of-fit testing for time series models via distance covariance
Wan, Phyllis
;
Davis, Richard A.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 4-24
Persistent link: https://www.econbiz.de/10013441619
Saved in:
3
Noncausal vector AR processes with application to economic time series
Davis, Richard A.
;
Li, Song
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 246-267
Persistent link: https://www.econbiz.de/10012439692
Saved in:
4
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
5
On consistency of minimum description length model selection for piecewise autoregressions
Davis, Richard A.
;
Hancock, Stacey A.
;
Yao, Yi-Ching
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 360-368
Persistent link: https://www.econbiz.de/10011705206
Saved in:
6
Model indentification for infinite variance autoregressive processes
Andrews, Beth
;
Davis, Richard A.
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 222-234
Persistent link: https://www.econbiz.de/10009706207
Saved in:
7
Towards estimating extremal serial dependence via the bootstrapped extremogram
Davis, Richard A.
;
Mikosch, Thomas
;
Cribben, Ivor
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 142-152
Persistent link: https://www.econbiz.de/10009673126
Saved in:
8
Inference for regression models with errors from a non-invertible MA(1) process
Chen, Mei-ching
;
Davis, Richard A.
;
Song, Li
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 6-30
Persistent link: https://www.econbiz.de/10009233924
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