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person:"Kapetanios, George"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"ERIM report series research in management"
~isPartOf:"Econometric reviews"
~person:"Amengual, Dante"
~person:"Franses, Philip Hans"
~person:"Harvey, David I."
~person:"Kilian, Lutz"
~person:"McElroy, Tucker"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Frühindikator"
~subject:"Induktive Statistik"
~subject:"Theory"
~subject:"USA"
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Kapetanios, George
Amengual, Dante
Franses, Philip Hans
Harvey, David I.
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McElroy, Tucker
Marcellino, Massimiliano
7
Phillips, Peter C. B.
7
Spanos, Aris
6
Taylor, Robert
6
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5
Dagum, Estela Bee
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4
Maasoumi, Esfandiar
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Teräsvirta, Timo
4
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3
Huber, Florian
3
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3
McAleer, Michael
3
Petrella, Ivan
3
Politis, Dimitris N.
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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ECONIS (ZBW)
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1
GDP solera : the ideal vintage mix
Almuzara, Martin
;
Amengual, Dante
;
Fiorentini, Gabriele
; …
-
2022
Persistent link: https://www.econbiz.de/10013183952
Saved in:
2
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
3
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
4
Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty : formulations and empirical evaluation
Blakely, Chris
;
McElroy, Tucker
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10011795242
Saved in:
5
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
6
A review of some modern approaches to the problem of trend extraction
Alexandrov, Theodore
;
Bianconcini, Silvia
;
Dagum, Estela Bee
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 593-624
Persistent link: https://www.econbiz.de/10009539678
Saved in:
7
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
8
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 514-547
Persistent link: https://www.econbiz.de/10009130228
Saved in:
9
On the discretization of continuous-time filters for nonstationary stock and flow time series
McElroy, Tucker
;
Trimbur, Thomas M.
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 475-513
Persistent link: https://www.econbiz.de/10009130230
Saved in:
10
An equilibrium-correction model for dynamic network data
Dekker, David
;
Franses, Philip Hans
;
Krackhardt, David
-
2001
Persistent link: https://www.econbiz.de/10001600647
Saved in:
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