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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion papers / National Institute of Economic and Social Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~subject:"Estimation theory"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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24
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10
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10
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48
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Schmidt, Peter
Phillips, Peter C. B.
23
Steel, Mark F. J.
21
Franses, Philip Hans
20
Werker, Bas J. M.
16
Li, Qi
15
Chan, Joshua
14
Lütkepohl, Helmut
14
Taylor, Robert
14
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13
Drost, Feike C.
12
Nijman, Theodore E.
12
Wooldridge, Jeffrey M.
12
Linton, Oliver
11
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10
Ghysels, Eric
10
Hassler, Uwe
10
Leybourne, Stephen James
10
Perron, Pierre
10
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9
Jong, Robert M. de
9
Koopman, Siem Jan
9
Lee, Lung-fei
9
Osiewalski, Jacek
9
Park, Joon Y.
9
Verbeek, Marno
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8
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8
Hahn, Jinyong
8
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8
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8
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8
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Discussion paper / Center for Economic Research, Tilburg University
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Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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11
Information criteria, model selection uncertainty and the determination of cointegration rank
Kapetanios, George
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560104
Saved in:
12
A test of m structural breaks under the unit root hypothesis
Kapetanios, George
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558145
Saved in:
13
Cointegrating smooth transition regressions
Saikkonen, Pentti
;
Choi, In
- In:
Econometric theory
20
(
2004
)
2
,
pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Saved in:
14
Structural changes and seemingly unidentified structural equations
Choi, In
- In:
Econometric theory
18
(
2002
)
3
,
pp. 744-775
Persistent link: https://www.econbiz.de/10001673460
Saved in:
15
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
Han, Chirok
;
Schmidt, Peter
- In:
Economics letters
74
(
2001
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10001635465
Saved in:
16
Tests for forecast encompassing
Harvey, David I.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
Saved in:
17
Computation of the Beveridge-Nelson decomposition for multivariate economic time series
Ariño, Miguel A.
- In:
Economics letters
61
(
1998
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10001250908
Saved in:
18
The asymptotic equivalence between the iterated improved 2SLS estimator and the 3SLS estimator
Qian, Hailong
- In:
Econometric reviews
16
(
1997
)
4
,
pp. 441-457
Persistent link: https://www.econbiz.de/10001230023
Saved in:
19
Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
Choi, In
- In:
Econometric theory
13
(
1997
)
6
,
pp. 850-876
Persistent link: https://www.econbiz.de/10001236161
Saved in:
20
The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
Agiakloglou, Christos N.
- In:
Economics letters
52
(
1996
)
3
,
pp. 229-234
Persistent link: https://www.econbiz.de/10001212517
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