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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Economic time series with random walk and other nonstationary components"
~person:"Kilian, Lutz"
~person:"Phillips, Peter C. B."
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Statistical distribution"
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Economic time series with random walk and other nonstationary components
Cowles Foundation discussion paper
62
Cowles Foundation Discussion Paper
21
Journal of econometrics
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
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Working papers / University of Michigan, Department of Economics
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Oxford bulletin of economics and statistics
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Applying Kernel and nonparametric estimation to economic topics
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Bundesbank Series 1 Discussion Paper
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Econometrics : open access journal
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Essays in honor of Joon Y. Park : econometric theory
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Testing for cointegration using principal components methods
Phillips, Peter C. B.
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1988
Persistent link: https://www.econbiz.de/10001269094
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