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subject:"Forecasting model"
subject:"Theorie"
~isPartOf:"Econometric theory"
~person:"Li, Qi"
~person:"Nabeya, Seiji"
~subject:"Kointegration"
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Forecasting model
Theorie
Kointegration
Estimation theory
12
Schätztheorie
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Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Theory
6
Induktive Statistik
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Statistical inference
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Saisonale Schwankungen
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Li, Qi
Nabeya, Seiji
Phillips, Peter C. B.
11
Saikkonen, Pentti
8
Lee, Lung-fei
7
Linton, Oliver
7
Chambers, Marcus J.
5
Jong, Robert M. de
5
Lütkepohl, Helmut
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Andrews, Donald W. K.
4
Chen, Xiaohong
4
Davidson, James E. H.
4
Fan, Yanqin
4
Knight, John L.
4
Newey, Whitney K.
4
Park, Joon Y.
4
Pötscher, Benedikt M.
4
Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Chen, Songnian
3
Donald, Stephen G.
3
Grégoir, Stéphane
3
Hidalgo, Javier
3
Johansen, Søren
3
Kuan, Chung-ming
3
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3
Paruolo, Paolo
3
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Shin, Dong-wan
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Zheng, John Xu
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2
Arcones, Miguel A.
2
Bai, Jushan
2
Baltagi, Badi H.
2
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2
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2
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Econometric theory
Journal of econometrics
7
Economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annales d'économie et de statistique
1
Annals of economics and finance
1
Discussion paper series / University of Guelph, Department of Economics
1
Econometric reviews
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Journal of quantitative economics : official journal of the Indian Econometric Society
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The econometrics journal
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ECONIS (ZBW)
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Semiparametric estimation of partially linear models for dependent data with generated regressors
Li, Qi
;
Wooldridge, Jeffrey M.
- In:
Econometric theory
18
(
2002
)
3
,
pp. 625-645
Persistent link: https://www.econbiz.de/10001673440
Saved in:
2
Consistent model specification tests : Kernel-based tests versus Bierens' ICM tests
Fan, Yanqin
;
Li, Qi
- In:
Econometric theory
16
(
2000
)
6
,
pp. 1016-1041
Persistent link: https://www.econbiz.de/10001548359
Saved in:
3
Asymptotic distributions for unit root test statistics in nearly integrated seasonal autoregressive models
Nabeya, Seiji
- In:
Econometric theory
16
(
2000
)
2
,
pp. 200-230
Persistent link: https://www.econbiz.de/10001483367
Saved in:
4
Asymptotic moments of some unit root test statistics in the null case
Nabeya, Seiji
- In:
Econometric theory
15
(
1999
)
1
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001381826
Saved in:
5
Estimating error component models with general MA(q) disturbances
Baltagi, Badi H.
- In:
Econometric theory
10
(
1994
)
2
,
pp. 396-408
Persistent link: https://www.econbiz.de/10001164898
Saved in:
6
Asymptotic distributions of the least-squares estimators and test statistics in the near unit root model with non-zero initial value and local drift and trend
Nabeya, Seiji
- In:
Econometric theory
10
(
1994
)
5
,
pp. 937-966
Persistent link: https://www.econbiz.de/10001175048
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