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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Ahmed, Rizwan Raheem"
~person:"Gao, Jiti"
~person:"Perron, Pierre"
~subject:"Business-cycle"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Business-cycle
Estimation theory
74
Schätztheorie
74
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Estimation
13
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12
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9
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9
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8
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5
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4
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Collection of articles written by one author
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Ahmed, Rizwan Raheem
Gao, Jiti
Perron, Pierre
Phillips, Peter C. B.
14
Paruolo, Paolo
9
Ramírez, Miguel D.
8
Wagner, Martin
8
Johansen, Søren
7
Boswijk, Herman Peter
6
Kurita, Takamitsu
6
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Wang, Qiying
5
Cavaliere, Giuseppe
4
Lütkepohl, Helmut
4
Nielsen, Morten Ørregaard
4
Rahbek, Anders
4
Tang, Chor Foon
4
Taylor, Robert
4
Tu, Yundong
4
Anderson, Richard G.
3
Carrion i Silvestre, Josep Lluís
3
Demetrescu, Matei
3
Doornik, Jurgen A.
3
Franchi, Massimo
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Hoffman, Dennis L.
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Hsiao, Cheng
3
Hualde, Javier
3
Kejriwal, Mohitosh
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Lee, Hyejin
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Liang, Zhongwen
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Maki, Daiki
3
Moosa, Imad A.
3
Mosconi, Rocco
3
Neto, David
3
Nielsen, Bent
3
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3
Schweikert, Karsten
3
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Journal of econometrics
4
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2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Economic research
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
2
Estimation of causal relationship between world gold prices and KSE 100 index : evidence from Johansen cointegration technique
Ahmed, Rizwan Raheem
;
Vveinhardt, Jolita
- In:
Acta oeconomica : periodical of the Hungarian Academy …
68
(
2018
)
1
,
pp. 51-77
Persistent link: https://www.econbiz.de/10011895343
Saved in:
3
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
4
Multivariate Granger causality between macro variables and KSE 100 index : evidence from Johansen cointegration and Toda & Yamamoto causality
Ahmed, Rizwan Raheem
;
Vveinhardt, Jolita
; …
- In:
Economic research
30
(
2017
)
1,2
,
pp. 1497-1521
Persistent link: https://www.econbiz.de/10012224832
Saved in:
5
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
Saved in:
6
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
7
Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
Saved in:
8
Testing for multiple structural changes iin cointegrated regression models
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 503-522
Persistent link: https://www.econbiz.de/10008736147
Saved in:
9
The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10003778212
Saved in:
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