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subject:"Theory"
subject:"Welt"
~isPartOf:"Econometric theory"
~person:"Jong, Robert M. de"
~person:"Nabeya, Seiji"
~person:"Pesaran, M. Hashem"
~subject:"Economic growth"
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Theory
Welt
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Theorie
16
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9
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5
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5
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Jong, Robert M. de
Nabeya, Seiji
Pesaran, M. Hashem
Phillips, Peter C. B.
30
Saikkonen, Pentti
16
Linton, Oliver
13
Taylor, Robert
11
Xiao, Zhijie
11
Andrews, Donald W. K.
10
Lee, Lung-fei
10
Florens, Jean-Pierre
9
Hong, Yongmiao
9
Lütkepohl, Helmut
9
Wang, Qiying
9
Abadir, Karim Maher
8
Lieberman, Offer
8
Perron, Pierre
8
Robinson, Peter M.
8
Horváth, Lajos
7
Park, Joon Y.
7
Pötscher, Benedikt M.
7
Tanaka, Katsuto
7
White, Halbert
7
Anatolyev, Stanislav
6
Bierens, Herman J.
6
Chambers, Marcus J.
6
Davidson, James E. H.
6
Härdle, Wolfgang
6
Leybourne, Stephen James
6
Whang, Yoon-jae
6
Wooldridge, Jeffrey M.
6
Zakoïan, Jean-Michel
6
Choi, In
5
Fan, Yanqin
5
Gouriéroux, Christian
5
Hahn, Jinyong
5
Harris, David
5
Hidalgo, Javier
5
Johansen, Søren
5
Knight, John L.
5
Li, Qi
5
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Econometric theory
DAE working paper
51
CESifo working papers
50
Cambridge working papers in economics
34
Journal of econometrics
21
Discussion paper series / IZA
20
CESifo Working Paper Series
17
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
11
IZA Discussion Paper
10
Journal of applied econometrics
9
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8
Econometric reviews
8
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8
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8
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3
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
2
Annales d'économie et de statistique
2
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2
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2
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2
Keynes' economics : methodological issues
2
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
2
The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
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1
Sums of exponentials of random walks with drift
Qu, Xi
;
Jong, Robert M. de
- In:
Econometric theory
28
(
2012
)
4
,
pp. 915-924
Persistent link: https://www.econbiz.de/10009669724
Saved in:
2
Further results on the asymptotics for nonlinear transformations of integrated time series
Jong, Robert M. de
;
Wang, Chien-ho
- In:
Econometric theory
21
(
2005
)
2
,
pp. 413-430
Persistent link: https://www.econbiz.de/10002740750
Saved in:
3
Real-time econometrics
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Econometric theory
21
(
2005
)
1
,
pp. 212-231
Persistent link: https://www.econbiz.de/10002674695
Saved in:
4
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael
;
Hsiao, Cheng
;
Pesaran, M. Hashem
- In:
Econometric theory
21
(
2005
)
4
,
pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
Saved in:
5
Addendum to asymptotics for nonlinear transformations of integrated time series
Jong, Robert M. de
- In:
Econometric theory
20
(
2004
)
3
,
pp. 627-635
Persistent link: https://www.econbiz.de/10002068302
Saved in:
6
The properties of Lp-GMM estimators
Jong, Robert M. de
;
Han, Chirok
- In:
Econometric theory
18
(
2002
)
2
,
pp. 491-504
Persistent link: https://www.econbiz.de/10001661310
Saved in:
7
Approximation to the limiting distribution of t- and d-statistics in testing for seasonal unit roots
Nabeya, Seiji
- In:
Econometric theory
17
(
2001
)
4
,
pp. 711-737
Persistent link: https://www.econbiz.de/10001606775
Saved in:
8
Unit root seasonal autoregressive models with a polynomial trend of higher degree
Nabeya, Seiji
- In:
Econometric theory
17
(
2001
)
2
,
pp. 357-385
Persistent link: https://www.econbiz.de/10001568401
Saved in:
9
Asymptotic distributions for unit root test statistics in nearly integrated seasonal autoregressive models
Nabeya, Seiji
- In:
Econometric theory
16
(
2000
)
2
,
pp. 200-230
Persistent link: https://www.econbiz.de/10001483367
Saved in:
10
A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
2
,
pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
Saved in:
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