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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Discussion papers / Department of Economics, University of California San Diego"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Barany, I."
~person:"Herwartz, Helmut"
~person:"Koop, Gary"
~person:"Phillips, Peter C. B."
~subject:"Einheitswurzeltest"
~subject:"USA"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
USA
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11
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11
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6
Exchange rate
4
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4
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Barany, I.
Herwartz, Helmut
Koop, Gary
Phillips, Peter C. B.
Bauwens, Luc
8
Giot, Pierre
8
Hafner, Christian M.
3
Härdle, Wolfgang
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Sercu, Piet
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CORE discussion paper : DP
Discussion papers / Department of Economics, University of California San Diego
Journal of international money and finance
Cowles Foundation discussion paper
60
Journal of econometrics
33
Cowles Foundation Discussion Paper
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometric theory
11
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10
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7
Discussion paper / Tinbergen Institute
6
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5
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5
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4
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4
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4
The econometrics journal
4
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3
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3
Oxford bulletin of economics and statistics
3
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3
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Cege discussion paper
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003761924
Saved in:
2
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
(
contributor
);
Sun, Yixiao
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003761525
Saved in:
3
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001640371
Saved in:
4
Volatility impulse responses for multivariate GARCH models : an exchange rate illustration
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 719-740
Persistent link: https://www.econbiz.de/10003404968
Saved in:
5
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10001363211
Saved in:
6
Forward exchange market unbiasedness : the case of the Australian dollar since 1984
Phillips, Peter C. B.
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 885-907
Persistent link: https://www.econbiz.de/10001337356
Saved in:
7
Bayesian analysis of long memory and persistence using ARFIMA models
Koop, Gary
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10000918205
Saved in:
8
Packing and covering a tree by subtrees
Barany, I.
;
Edmonds, J.
;
Wolsey, Laurence A.
-
1984
Persistent link: https://www.econbiz.de/10012027972
Saved in:
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