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person:"Giles, David E. A."
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Chernozhukov, Victor"
~person:"Granger, C. W. J."
~person:"Levin, Andrew T."
~person:"Phillips, Peter C. B."
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Search: subject_exact:"Estimation theory"
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Estimation theory
15
Schätztheorie
15
Time series analysis
5
Zeitreihenanalyse
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Cointegration
3
Kointegration
3
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3
Theory
3
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Giles, David E. A.
Chernozhukov, Victor
Granger, C. W. J.
Levin, Andrew T.
Phillips, Peter C. B.
White, Halbert
21
Engle, Robert F.
11
Elliott, Graham
5
Chen, Xiaohong
4
Den Haan, Wouter J.
4
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2
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2
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1
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1
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Discussion paper / Department of Economics, University of California San Diego
Cowles Foundation discussion paper
105
Cowles Foundation Discussion Paper
46
CEMMAP working papers / Centre for Microdata Methods and Practice
45
Journal of econometrics
41
Econometric theory
23
Discussion paper / Department of Economics, University of Canterbury
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Economics letters
12
Massachusetts Institute of Technology Department of Economics working paper series : working paper
12
Oxford bulletin of economics and statistics
9
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8
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7
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7
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7
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6
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5
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4
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
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4
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Cahier / Département de Sciences Économiques, Université de Montréal
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1
Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001753309
Saved in:
2
Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J.
;
Levin, Andrew T.
-
2000
Persistent link: https://www.econbiz.de/10001500668
Saved in:
3
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
-
1999
Persistent link: https://www.econbiz.de/10001395178
Saved in:
4
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
-
1998
Persistent link: https://www.econbiz.de/10000993944
Saved in:
5
Evaluation of panal data models : some suggestions from time series
Granger, C. W. J.
;
Huang, Ling-ling
-
1997
Persistent link: https://www.econbiz.de/10010364336
Saved in:
6
A practitioner's guide to robust covariance matrix estimation
Den Haan, Wouter J.
;
Levin, Andrew T.
-
1996
Persistent link: https://www.econbiz.de/10000938631
Saved in:
7
A linearity test for near-unit root time series
Aparicio Acosta, Felipe M.
;
Granger, C. W. J.
-
1995
Persistent link: https://www.econbiz.de/10000914253
Saved in:
8
Nonlinear cointegration and some new tests for comovements
Aparicio Acosta, Felipe M.
;
Granger, C. W. J.
-
1995
Persistent link: https://www.econbiz.de/10000914264
Saved in:
9
Separation in cointegrated systems, long memory components and common stochastic trends
Granger, C. W. J.
;
Haldrup, Niels
-
1995
Persistent link: https://www.econbiz.de/10000930724
Saved in:
10
Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.
;
Levin, Andrew T.
-
1994
Persistent link: https://www.econbiz.de/10000904215
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