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subject:"Time series analysis"
~isPartOf:"The econometrics journal"
~person:"Perron, Pierre"
~person:"Saikkonen, Pentti"
~subject:"Schätztheorie"
~subject:"Statistischer Test"
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Time series analysis
Schätztheorie
Statistischer Test
Theorie
8
Theory
8
Zeitreihenanalyse
4
Cointegration
3
Kointegration
3
Estimation
2
Estimation theory
2
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Perron, Pierre
Saikkonen, Pentti
Taylor, Robert
3
Clements, Michael P.
2
Hausman, Jerry A.
2
Koopman, Siem Jan
2
Larsson, Rolf
2
Leybourne, Stephen James
2
Nielsen, Bent
2
Orme, Chris D.
2
Whang, Yoon-jae
2
Windmeijer, Frank
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Breitung, Jörg
1
Breslaw, Jon A.
1
Brown, Bryan W.
1
Burgess, Simon M.
1
Casoli, Chiara
1
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1
Choi, In
1
Cipollini, Fabrizio
1
Dahl, Christian M.
1
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1
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1
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The econometrics journal
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
Journal of econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Bank of Finland research discussion papers
3
Econometric Research Program research memorandum
3
Econometric reviews
3
International journal of forecasting
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion papers / Helsinki Center of Economic Research : discussion paper
2
EUI working paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Koç University - TÜSİAD Economic Research Forum working paper series
2
Nonparametric dynamic modelling
2
Special issue on new developments in time series econometrics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Applied economics
1
CREATES research paper
1
Cahiers de recherche / Département de Science Economique, Faculté des Sciences Sociales, Université d'Ottawa
1
DIW Berlin Discussion Paper
1
Department of Economics discussion paper series / University of Oxford
1
Discussion papers / Graduate School of Economics, Hitotsubashi University
1
Economic behaviour and policy choice under price stability : proceedings of a conference held at the Bank of Canada, October 1993
1
Economic time series with random walk and other nonstationary components
1
Economics letters
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Global COE Hi-Stat discussion paper series
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HEER (Helsinki Center of Economic Research) Discussion Paper
1
IMES discussion paper series
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International economic review
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Krannert working paper series
1
Macroeconomic dynamics
1
NBER macroeconomics annual
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1
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices
Qu, Zhongjun
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 309-339
Persistent link: https://www.econbiz.de/10010253639
Saved in:
2
A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend
Deng, Ai
;
Perron, Pierre
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 423-447
Persistent link: https://www.econbiz.de/10003390163
Saved in:
3
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
Saved in:
4
Testing linearity in cointegrating transition regressions
Choi, In
;
Saikkonen, Pentti
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 341-365
Persistent link: https://www.econbiz.de/10002463466
Saved in:
5
Critical values for multiple structural change tests
Bai, Jushan
;
Perron, Pierre
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 72-78
Persistent link: https://www.econbiz.de/10001781042
Saved in:
6
Asymptotic approximations in the near-integrated model with a non-zero initial condition
Perron, Pierre
;
Vodounou, Cosmé
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 143-169
Persistent link: https://www.econbiz.de/10001612310
Saved in:
7
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 287-310
Persistent link: https://www.econbiz.de/10001651359
Saved in:
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