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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Economics letters"
~person:"Chambers, Marcus J."
~person:"Lütkepohl, Helmut"
~person:"Phillips, Peter C. B."
~person:"Wright, Jonathan H."
~subject:"Einheitswurzeltest"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Theorie
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Theory
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Time series analysis
8
VAR model
4
VAR-Modell
4
Estimation theory
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Chambers, Marcus J.
Lütkepohl, Helmut
Phillips, Peter C. B.
Wright, Jonathan H.
Franses, Philip Hans
9
Hecq, Alain W. J.
6
Lee, Junsoo
6
Schmidt, Peter
6
Hassler, Uwe
5
Lee, Oesook
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Newbold, Paul
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Peel, David
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Sibbertsen, Philipp
4
Carrion i Silvestre, Josep Lluís
3
Chen, Zhanshou
3
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3
Costantini, Mauro
3
Gonzalo, Jesús
3
Lee, Hahn-shik
3
Montañés, Antonio
3
Otero, Jesús G.
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Shin, Dong-wan
3
Shin, Yongcheol
3
Smith, Jeremy
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Yang, Minxian
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Ōgaki, Masao
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Abeysinghe, Tilak
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Dezhbakhsh, Hashem
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2
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2
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Economics letters
Cowles Foundation discussion paper
58
Journal of econometrics
24
Econometric theory
20
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
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
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7
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Oxford bulletin of economics and statistics
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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DIW Berlin Discussion Paper
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Economic research paper / Loughborough University, Department of Economics
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Economic time series with random walk and other nonstationary components
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ECONIS (ZBW)
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1
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
2
The purchasing power parity puzzle, temporal aggregation, and half-life estimation
Chambers, Marcus J.
- In:
Economics letters
86
(
2005
)
2
,
pp. 193-198
Persistent link: https://www.econbiz.de/10002582919
Saved in:
3
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Economics letters
75
(
2002
)
1
,
pp. 109-114
Persistent link: https://www.econbiz.de/10001650898
Saved in:
4
The KPSS test with seasonal dummies
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Economics letters
77
(
2002
)
2
,
pp. 239-243
Persistent link: https://www.econbiz.de/10001705611
Saved in:
5
Frequency domain inference for univariate impule responses
Wright, Jonathan H.
- In:
Economics letters
63
(
1999
)
3
,
pp. 269-277
Persistent link: https://www.econbiz.de/10001398929
Saved in:
6
A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H.
- In:
Economics letters
63
(
1999
)
3
,
pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
Saved in:
7
Fractional integration, trend stationarity and difference stationarity : evidence from some UK macroeconomic time series
Chambers, Marcus J.
- In:
Economics letters
50
(
1996
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10001194178
Saved in:
8
The CUSUM test based on least squares residuals in regressions with integrated variables
Wright, Jonathan H.
- In:
Economics letters
41
(
1993
)
4
,
pp. 353-358
Persistent link: https://www.econbiz.de/10001144907
Saved in:
9
Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut
- In:
Economics letters
40
(
1992
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
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