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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial economics"
~person:"Gao, Jiti"
~person:"Haldrup, Niels"
~subject:"Anlageverhalten"
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Capital income
Zeitreihenanalyse
Anlageverhalten
Theorie
8
Theory
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Time series analysis
7
Cointegration
2
Estimation theory
2
Kointegration
2
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Gao, Jiti
Haldrup, Niels
Franses, Philip Hans
13
Phillips, Peter C. B.
12
Lütkepohl, Helmut
8
Chambers, Marcus J.
7
Hassler, Uwe
7
Choi, In
6
Hecq, Alain W. J.
6
Hong, Yongmiao
6
Saikkonen, Pentti
6
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5
Peel, David
5
Pesaran, M. Hashem
5
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5
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4
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4
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4
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4
Shin, Yongcheol
4
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4
Ōgaki, Masao
4
Abadir, Karim Maher
3
Bandi, Federico M.
3
Barrio Castro, Tomás del
3
Bierens, Herman J.
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Breitung, Jörg
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Chen, Bin
3
Chen, Zhanshou
3
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3
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3
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3
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Econometric theory
Economics letters
Journal of applied econometrics
Journal of financial economics
Working paper / Department of Econometrics and Business Statistics, Monash University
11
CREATES research paper
4
School of Economics working papers / The University of Adelaide, School of Economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Memo / Økonomisk Institut, Aarhus Universitet
3
Working paper / Department of Economics, University of Aarhus
3
Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus
3
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2
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Applied economics letters
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Discussion paper / Department of Economics, University of California San Diego
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Oxford bulletin of economics and statistics
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PhD thesis / Department of Economics, University of Aarhus
1
Practical issues in cointegration analysis
1
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The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
7
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1
Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric theory
34
(
2018
)
4
,
pp. 754-789
Persistent link: https://www.econbiz.de/10011951426
Saved in:
2
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
3
Specification testing in nonlinear time series with long-range dependence
Gao, Jiti
;
Wang, Qiying
;
Yin, Jiying
- In:
Econometric theory
27
(
2011
)
2
,
pp. 260-284
Persistent link: https://www.econbiz.de/10009310805
Saved in:
4
Regression theory for nearly cointegrated time series
Jansson, Michael
;
Haldrup, Niels
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1309-1335
Persistent link: https://www.econbiz.de/10001716904
Saved in:
5
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 155-170
Persistent link: https://www.econbiz.de/10001387387
Saved in:
6
Testing for multicointegration
Engsted, Tom
- In:
Economics letters
56
(
1997
)
3
,
pp. 259-266
Persistent link: https://www.econbiz.de/10001229828
Saved in:
7
A note on the distribution of the least squares estimator of a random walk with drift : some analytical evidence
Haldrup, Niels
- In:
Economics letters
48
(
1995
)
3
,
pp. 221-228
Persistent link: https://www.econbiz.de/10001184874
Saved in:
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