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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~person:"Arndt, Christian"
~person:"Dolado, Juan J."
~subject:"Statistische Methodenlehre"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Theorie
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Estimation theory
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Schätztheorie
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Arndt, Christian
Dolado, Juan J.
Phillips, Peter C. B.
31
Andrews, Donald W. K.
30
Newey, Whitney K.
27
Li, Qi
25
Baltagi, Badi H.
23
Ohtani, Kazuhiro
22
Pesaran, M. Hashem
21
Gouriéroux, Christian
20
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19
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19
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18
Krämer, Walter
18
King, Maxwell L.
17
Lee, Lung-fei
17
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17
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17
Granger, C. W. J.
16
Hahn, Jinyong
16
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16
Wooldridge, Jeffrey M.
16
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15
Hendry, David F.
14
Imbens, Guido
14
Kelejian, Harry H.
14
White, Halbert
14
Bai, Jushan
13
Bera, Anil K.
13
Godfrey, L. G.
13
Linton, Oliver
13
Lütkepohl, Helmut
13
Perron, Pierre
13
Rilstone, Paul
13
Smith, Richard J.
13
Franses, Philip Hans
12
Ghysels, Eric
12
Hill, Rufus Carter
12
Simar, Léopold
12
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11
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1
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1
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Paneluntersuchungen als Instrument zur Analyse der Bestimmungsfaktoren des Strukturwandels
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Möglichkeiten und Grenzen von Panelanalysen und methodische Grundideen der Panelanalyse
Arndt, Christian
- In:
Paneluntersuchungen als Instrument zur Analyse der …
,
(pp. 7-45)
.
2004
Persistent link: https://www.econbiz.de/10002436192
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2
On the properties of the Dickey-Pantula test against fractional alternatives
Dolado, Juan J.
- In:
Economics letters
57
(
1997
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10001229602
Saved in:
3
Making wald tests work for cointegrated VAR systems
Dolado, Juan J.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001210400
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4
Asymptotic distribution theory for econometric estimation with integrated processes : a guide
Dolado, Juan J.
- In:
Revista española de economía
10
(
1993
)
2
,
pp. 201-223
Persistent link: https://www.econbiz.de/10001159083
Saved in:
5
The power of cointegration tests
Kremers, Jeroen J. M.
- In:
Oxford bulletin of economics and statistics
54
(
1992
)
3
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001330271
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6
A note on weak exogeneity in VAR cointegrated models
Dolado, Juan J.
- In:
Economics letters
38
(
1992
)
2
,
pp. 139-143
Persistent link: https://www.econbiz.de/10001122961
Saved in:
7
Asymptotic distribution theory for econometric estimation with integrated processes : a guide
Dolado, Juan J.
-
1991
Persistent link: https://www.econbiz.de/10000839214
Saved in:
8
Estimating intertemporal quadratic adjustment cost models with integrated series
Dolado, Juan J.
- In:
International economic review
32
(
1991
)
4
,
pp. 919-936
Persistent link: https://www.econbiz.de/10001114733
Saved in:
9
Cointegration and unit roots
Dolado, Juan J.
- In:
Journal of economic surveys
4
(
1990
)
3
,
pp. 249-273
Persistent link: https://www.econbiz.de/10001117994
Saved in:
10
Rejections of orthogonality in rational expectations models : further Monte Carlo results for an extended set of regressors
Galbraith, John W.
- In:
Economics letters
3
(
1987
),
pp. 243-247
Persistent link: https://www.econbiz.de/10001038836
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