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subject:"Share price"
~person:"Runde, Ralf"
~person:"Watson, Mark W."
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Instrumental variables"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Share price
Cointegration
Deutschland
Instrumental variables
Estimation theory
18
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18
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7
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7
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7
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7
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3
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Runde, Ralf
Watson, Mark W.
Phillips, Peter C. B.
16
Lütkepohl, Helmut
11
Florens, Jean-Pierre
9
Maheswaran, S.
9
Paruolo, Paolo
9
Tauchen, George Eugene
9
Chao, John C.
8
Li, Jia
8
Newey, Whitney K.
8
Ramírez, Miguel D.
8
Swanson, Norman R.
8
Wagner, Martin
8
Horowitz, Joel
7
Johansen, Søren
7
Todorov, Viktor
7
Boswijk, Herman Peter
6
Hansen, Christian Bailey
6
Hausman, Jerry A.
6
Kim, Donggyu
6
Kurita, Takamitsu
6
Andrews, Isaiah
5
Bauwens, Luc
5
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Demetrescu, Matei
5
Faff, Robert W.
5
Gao, Jiti
5
Kumar, Dilip
5
Lechner, Michael
5
Poskitt, Donald Stephen
5
Rodrigues, Paulo M. M.
5
Taylor, Robert
5
Teräsvirta, Timo
5
Tu, Yundong
5
Wang, Qiying
5
Wang, Yazhen
5
Winkelmann, Rainer
5
Wolters, Jürgen
5
Woutersen, Tiemen
5
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4
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Journal of econometrics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
7
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1
Inference in structural Vector Autoregressions identified with an external instrument
Olea, José Luis Montiel
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10013279009
Saved in:
2
Identification and estimation of dynamic causal effects in macroeconomics using external instruments
Stock, James H.
;
Watson, Mark W.
- In:
The economic journal : the journal of the Royal …
128
(
2018
)
610
,
pp. 917-948
Persistent link: https://www.econbiz.de/10011951117
Saved in:
3
Low-frequency robust cointegration testing
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 66-81
Persistent link: https://www.econbiz.de/10009751249
Saved in:
4
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
5
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
6
Stochastic properties of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
2
,
pp. 281-306
Persistent link: https://www.econbiz.de/10001199242
Saved in:
7
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
Saved in:
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