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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Applied economics letters"
~person:"Gupta, Rangan"
~person:"Kose, Nezir"
~person:"Morana, Claudio"
~subject:"Zeitreihenanalyse"
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Stochastic process
Zeitreihenanalyse
Estimation theory
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Gupta, Rangan
Kose, Nezir
Morana, Claudio
Agiakloglou, Christos N.
3
Cook, Steven
3
Yamada, Hiroshi
3
Agiropoulos, Charalampos
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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Applied economics letters
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Nota di lavoro / Fondazione ENI Enrico Mattei / Fondazione ENI Enrico Mattei
1
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The US real GNP is trend-stationary after all
Omay, Tolga
;
Gupta, Rangan
;
Bonaccolto, Giovanni
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 510-514
Persistent link: https://www.econbiz.de/10011712414
Saved in:
2
The Kalman filter method for break point estimation in unit root tests
Emirmahmutoglu, Furkan
;
Kose, Nezir
;
Yalcin, Yeliz
- In:
Applied economics letters
15
(
2008
)
1/3
,
pp. 193-198
Persistent link: https://www.econbiz.de/10003725184
Saved in:
3
Effect of cross correlations in error terms on the model selection criteria for the stationary VAR process
Kose, Nezir
;
Ucar, Nuri
- In:
Applied economics letters
13
(
2006
)
4
,
pp. 223-228
Persistent link: https://www.econbiz.de/10003382400
Saved in:
4
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:
5
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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