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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Economic time series with random walk and other nonstationary components"
~person:"Phillips, Peter C. B."
~subject:"Bootstrap-Verfahren"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Statistical distribution"
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Phillips, Peter C. B.
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Economic time series with random walk and other nonstationary components
Cowles Foundation discussion paper
74
Journal of econometrics
25
Cowles Foundation Discussion Paper
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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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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