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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Demetrescu, Matei"
~person:"Liang, Zhongwen"
~subject:"Einheitswurzeltest"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Einheitswurzeltest
Estimation theory
22
Schätztheorie
22
Time series analysis
11
Zeitreihenanalyse
11
Estimation
8
Regression analysis
8
Regressionsanalyse
8
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8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
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6
Kointegration
6
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4
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2
IVX estimation
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Collection of articles written by one author
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Demetrescu, Matei
Liang, Zhongwen
Phillips, Peter C. B.
23
Taylor, Robert
13
Paruolo, Paolo
9
Wagner, Martin
9
Westerlund, Joakim
9
Omay, Tolga
8
Ramírez, Miguel D.
8
Boswijk, Herman Peter
7
Cavaliere, Giuseppe
7
Johansen, Søren
7
Leybourne, Stephen James
7
Bohn Nielsen, Heino
6
Chambers, Marcus J.
6
Cook, Steven
6
Harvey, David I.
6
Kurita, Takamitsu
6
Tu, Yundong
6
Wang, Qiying
6
Kejriwal, Mohitosh
5
Nielsen, Morten Ørregaard
5
Perron, Pierre
5
Rahbek, Anders
5
Carrion i Silvestre, Josep Lluís
4
Chang, Tsangyao
4
Hsiao, Cheng
4
Lee, Junsoo
4
Lütkepohl, Helmut
4
Tang, Chor Foon
4
Vougas, Dimitrios V.
4
Xiao, Zhijie
4
Anderson, Richard G.
3
Choi, In
3
Dong, Chaohua
3
Doornik, Jurgen A.
3
Duffy, James A.
3
Elliott, Graham
3
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3
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Econometric reviews
2
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2
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1
Economic modelling
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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1
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
2
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
3
Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng
;
Li, Degui
;
Liang, Zhongwen
;
Hsiao, Cheng
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
Saved in:
4
Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
Saved in:
5
Instrumental variable and variable addition based inference in predictive regressions
Breitung, Jörg
;
Demetrescu, Matei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 358-375
Persistent link: https://www.econbiz.de/10011499478
Saved in:
6
Recursive adjustment for general deterministic components and improved cointegration rank tests
Born, Benjamin
;
Demetrescu, Matei
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
Saved in:
7
Local constant kernel estimation of a partially linear varying coeefficient cointegration model
Wang, Luya
;
Liang, Zhongwen
;
Lin, Juan
;
Li, Qi
- In:
Annals of economics and finance
16
(
2015
)
2
,
pp. 353-369
Persistent link: https://www.econbiz.de/10011428164
Saved in:
8
Testing cointegration relationship in a semiparametric varying coefficient model
Gu, Jingping
;
Liang, Zhongwen
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
Saved in:
9
Unit root testing in heteroscedastic panels using the Cauchy estimator
Demetrescu, Matei
;
Hanck, Christoph
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 256-264
Persistent link: https://www.econbiz.de/10009657345
Saved in:
10
Spurious persistence and unit roots due to seasonal differencing : the case of inflation rates
Hassler, Uwe
;
Demetrescu, Matei
- In:
Jahrbücher für Nationalökonomie und Statistik
225
(
2005
)
4
,
pp. 413-426
Persistent link: https://www.econbiz.de/10002998762
Saved in:
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