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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Proietti, Tommaso"
~subject:"Statistical test"
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Zeitreihenanalyse
Statistical test
Theorie
16
Theory
16
Time series analysis
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9
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9
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8
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Newbold, Paul
Gil-Alaña, Luis A.
Proietti, Tommaso
Härdle, Wolfgang
12
Lütkepohl, Helmut
11
Saikkonen, Pentti
10
Breitung, Jörg
6
Spokojnyj, Vladimir G.
6
Lanne, Markku
5
Candelon, Bertrand
4
Kleinow, Torsten
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Tschernig, Rolf
4
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Chen, Song Xi
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Horowitz, Joel
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Läuter, Henning
2
Nakano, Junji
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Polzehl, Jörg
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Salau, M. O.
2
Tjostheim, Dag
2
Trenkler, Carsten
2
Yamamoto, Yoshikazu
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Bartels, Knut
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Beine, Michel
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Boztuğ, Yasemin
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Brüggemann, Ralf
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Franke, Jürgen
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
CESifo working papers
17
Economics and finance working paper series
15
Applied economics
10
Discussion papers of interdisciplinary research project 373
10
CEIS Working Paper
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Applied economics letters
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Oxford bulletin of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirica : journal of european economics
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Finance research letters
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Research memorandum / METEOR
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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An Elgar reference collection
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1
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
2
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001612100
Saved in:
3
A joint test of fractional cyclic integration and a linear time trend
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597001
Saved in:
4
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
5
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
6
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
7
A generalized fractional time series model
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550564
Saved in:
8
Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550570
Saved in:
9
Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550571
Saved in:
10
Leave-k-out diagnostics in state space models
Proietti, Tommaso
-
2000
Persistent link: https://www.econbiz.de/10001528143
Saved in:
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