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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:"Koop, Gary"
~subject:"Anlageverhalten"
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Capital income
Zeitreihenanalyse
Anlageverhalten
Theorie
11
Theory
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Time series analysis
7
Bayes-Statistik
3
Bayesian inference
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Estimation theory
2
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Gao, Jiti
Koop, Gary
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
Schmidt, Peter
5
Sibbertsen, Philipp
5
Fama, Eugene F.
4
Haldrup, Niels
4
Hong, Harrison G.
4
Johansen, Søren
4
Kuan, Chung-ming
4
Lee, Junsoo
4
Linton, Oliver
4
Newbold, Paul
4
Pedersen, Lasse Heje
4
Robinson, Peter M.
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Shin, Yongcheol
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Wang, Qiying
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Ōgaki, Masao
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Bandi, Federico M.
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Barrio Castro, Tomás del
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Chen, Bin
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Chen, Zhanshou
3
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3
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3
Engsted, Tom
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
Journal of econometrics
9
Strathclyde discussion papers in economics
8
Discussion paper / Tinbergen Institute
6
Federal Reserve Bank of Cleveland working paper series
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
School of Economics working papers / The University of Adelaide, School of Economics
4
CAMA working paper series
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International journal of forecasting
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1
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1
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1
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1
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JRC working papers in economics and finance
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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Working papers / Brandeis University, Department of Economics and International Business School
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ECONIS (ZBW)
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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
Forecasting with medium and large Bayesian VARs
Koop, Gary
- In:
Journal of applied econometrics
28
(
2013
)
2
,
pp. 177-203
Persistent link: https://www.econbiz.de/10009733340
Saved in:
4
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:
5
On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans
- In:
Economics letters
59
(
1998
)
1
,
pp. 7-15
Persistent link: https://www.econbiz.de/10001239107
Saved in:
6
Aggregate shocks and macroeconomic fluctuations : a Bayesian approach
Koop, Gary
- In:
Journal of applied econometrics
7
(
1992
)
4
,
pp. 395-411
Persistent link: https://www.econbiz.de/10001131893
Saved in:
7
"Objective" Bayesian unit root tests
Koop, Gary
- In:
Journal of applied econometrics
7
(
1992
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10001119751
Saved in:
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