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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of time series econometrics"
~person:"Kurozumi, Eiji"
~person:"Morana, Claudio"
~subject:"Nichtparametrisches Verfahren"
~subject:"Zeitreihenanalyse"
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Panel
Stochastic process
Nichtparametrisches Verfahren
Zeitreihenanalyse
Estimation theory
4
Schätztheorie
4
Time series analysis
4
Cointegration
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Kointegration
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Statistical test
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Kurozumi, Eiji
Morana, Claudio
Agiakloglou, Christos N.
3
Aoki, Takaaki
3
Cook, Steven
3
Yamada, Hiroshi
3
Agiropoulos, Charalampos
2
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2
Asai, Manabu
2
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2
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2
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2
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1
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1
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1
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1
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1
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Applied economics letters
Journal of time series econometrics
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
2
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1
Discussion papers / Graduate School of Economics, Hitotsubashi University
1
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Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
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In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
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2
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
Saved in:
3
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio
- In:
Applied economics letters
11
(
2004
)
13
,
pp. 837-842
Persistent link: https://www.econbiz.de/10002354224
Saved in:
4
Some frequency domain properties of fractionally cointegrated processes
Morana, Claudio
- In:
Applied economics letters
11
(
2004
)
14
,
pp. 891-894
Persistent link: https://www.econbiz.de/10002437968
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