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subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~person:"Perron, Pierre"
~person:"Saikkonen, Pentti"
~subject:"Schätztheorie"
~subject:"Statistischer Test"
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Time series analysis
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5
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4
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4
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Perron, Pierre
Saikkonen, Pentti
Phillips, Peter C. B.
22
Gouriéroux, Christian
9
Koop, Gary
9
Yu, Jun
9
Lee, Lung-fei
8
Linton, Oliver
8
Swanson, Norman R.
8
Xiao, Zhijie
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Chib, Siddhartha
7
Kohn, Robert
7
Teräsvirta, Timo
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6
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6
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Chen, Xiaohong
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Diebold, Francis X.
5
Ghysels, Eric
5
Gonzalo, Jesús
5
Granger, C. W. J.
5
Horowitz, Joel
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Khalaf, Lynda
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Lütkepohl, Helmut
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McAleer, Michael
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Velasco, Carlos
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Chen, Songnian
4
Donald, Stephen G.
4
Dufour, Jean-Marie
4
Fan, Yanqin
4
Franses, Philip Hans
4
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Journal of econometrics
Econometric theory
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
9
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Economic behaviour and policy choice under price stability : proceedings of a conference held at the Bank of Canada, October 1993
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Economics letters
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International economic review
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
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Krannert working paper series
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1
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
Saved in:
2
Structural breaks with deterministic and stochastic trends
Perron, Pierre
;
Zhu, Xiaokang
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 65-119
Persistent link: https://www.econbiz.de/10003172697
Saved in:
3
Estimation and inference in nearly unbalanced nearly cointegrated systems
Ng, Serena
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10001220088
Saved in:
4
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
5
Testing cointegration in infinite order vector autoregressive processes
Saikkonen, Pentti
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001336800
Saved in:
6
The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
Perron, Pierre
- In:
Journal of econometrics
70
(
1996
)
2
,
pp. 317-350
Persistent link: https://www.econbiz.de/10001192345
Saved in:
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