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person:"Österholm, Pär"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Juselius, Mikael"
~person:"Urbain, Jean-Pierre"
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Search: subject_exact:"Autoregressive DL Model"
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Österholm, Pär
Juselius, Mikael
Urbain, Jean-Pierre
Gil-Alaña, Luis A.
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Research papers / Centre de Recherches Economiques et Démographiques de Liège, Université de Liège au Sart-Tilman
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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Do markup dynamics reflect fundamentals or changes in conduct?
Juselius, Mikael
;
Kim, Moshe
;
Ringbom, Staffan
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 1119-1147
Persistent link: https://www.econbiz.de/10011304133
Saved in:
2
Tests for cointegration rank and the initial condition
Ahlgren, Niklas
;
Juselius, Mikael
- In:
Empirical economics : a journal of the Institute for …
42
(
2012
)
3
,
pp. 667-691
Persistent link: https://www.econbiz.de/10009547172
Saved in:
3
Testing for cointegration using the Johansen methodology when variables are near-integrated : size distortions and partial remedies
Hjalmarsson, Erik
;
Österholm, Pär
- In:
Empirical economics : a journal of the Institute for …
39
(
2010
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10003992868
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