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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Perron, Pierre"
~person:"Pesaran, M. Hashem"
~subject:"Multiple equation model"
~subject:"Zeitreihenanalyse"
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Estimation theory
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Perron, Pierre
Pesaran, M. Hashem
Franses, Philip Hans
18
Phillips, Peter C. B.
18
Baltagi, Badi H.
14
Li, Qi
10
Linton, Oliver
10
Taylor, Robert
9
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7
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7
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7
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7
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7
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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4
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4
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Statistical papers
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam
CESifo working papers
11
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1
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Saved in:
2
Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
Hou, Jie
;
Perron, Pierre
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 309-328
Persistent link: https://www.econbiz.de/10010497755
Saved in:
3
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 173-187
Persistent link: https://www.econbiz.de/10009270389
Saved in:
4
Estimation and inference in nearly unbalanced nearly cointegrated systems
Ng, Serena
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10001220088
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5
The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
Perron, Pierre
- In:
Journal of econometrics
70
(
1996
)
2
,
pp. 317-350
Persistent link: https://www.econbiz.de/10001192345
Saved in:
6
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
Saved in:
7
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
Saved in:
8
The HUMP-shaped behavior of macroeconomic fluctuations
Perron, Pierre
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 707-727
Persistent link: https://www.econbiz.de/10001331524
Saved in:
9
A simulation approach to the problem of computing Cox's statistic for testing nonnested models
Pesaran, M. Hashem
- In:
Journal of econometrics
57
(
1993
)
1
,
pp. 377-392
Persistent link: https://www.econbiz.de/10001142516
Saved in:
10
Estimation of a simple class of multivariate rational expectations models : a test of the new classical model at a sectoral level
Pesaran, M. Hashem
- In:
Empirical economics : a journal of the Institute for …
16
(
1991
)
2
,
pp. 211-232
Persistent link: https://www.econbiz.de/10001103898
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