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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Econometric theory"
~language:"afr"
~language:"eng"
~person:"Christiano, Lawrence J."
~person:"Escobar, Marcos"
~person:"Gupta, Rangan"
~person:"Post, Thierry"
~person:"Taylor, Robert"
~subject:"Experiment"
~subject:"Konjunktur"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
United States
Experiment
Konjunktur
Time series analysis
Theorie
11
Theory
11
Einheitswurzeltest
6
Unit root test
6
Bootstrap approach
3
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3
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3
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2
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Aufsatz in Zeitschrift
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Christiano, Lawrence J.
Escobar, Marcos
Gupta, Rangan
Post, Thierry
Taylor, Robert
Phillips, Peter C. B.
11
Hong, Yongmiao
6
Saikkonen, Pentti
6
Bierens, Herman J.
5
Lütkepohl, Helmut
5
Park, Joon Y.
5
Chambers, Marcus J.
4
Johansen, Søren
4
Linton, Oliver
4
Robinson, Peter M.
4
Wang, Qiying
4
Chen, Bin
3
Choi, In
3
Gao, Jiti
3
Grégoir, Stéphane
3
Harris, David
3
Horváth, Lajos
3
Jong, Robert M. de
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Perron, Pierre
3
Vogelsang, Timothy J.
3
Xiao, Zhijie
3
Abadir, Karim Maher
2
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Breitung, Jörg
2
Cai, Zongwu
2
Cavaliere, Giuseppe
2
Chong, Terence Tai-Leung
2
Florens, Jean-Pierre
2
Francq, Christian
2
Hassler, Uwe
2
Hidalgo, Javier
2
Jansson, Michael
2
Jeganathan, P.
2
Larsson, Rolf
2
Li, Qi
2
Lieberman, Offer
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Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Applied economics
5
Econometric reviews
5
Journal of banking & finance
5
Journal of econometrics
5
Quantitative finance
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Federal Reserve Bank of Minneapolis quarterly review
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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
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Finance research letters
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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International journal of forecasting
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ECONIS (ZBW)
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1
The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724
Saved in:
2
Special issue of "Economic theory" on bootstrap and numerical methods in time series : guest editors' introduction
Taylor, Robert
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 929-932
Persistent link: https://www.econbiz.de/10009379769
Saved in:
3
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
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