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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Econometric reviews"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Boswijk, Herman Peter"
~subject:"Kapitaleinkommen"
~subject:"Monte-Carlo-Simulation"
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Zeitreihenanalyse
Kapitaleinkommen
Monte-Carlo-Simulation
Estimation theory
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Schätztheorie
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Time series analysis
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Cointegration
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Heteroscedasticity
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Kointegration
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Statistical theory
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VAR model
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adaptive estimation
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autoregressive lag length
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Boswijk, Herman Peter
Granger, C. W. J.
9
Engle, Robert F.
7
Teräsvirta, Timo
6
White, Halbert
6
Baltagi, Badi H.
3
Hendry, David F.
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Blasques, Francisco
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Cappuccio, Nunzio
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Dagum, Estela Bee
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Darvas, Zsolt M.
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Dong, Chaohua
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Dufour, Jean-Marie
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Franses, Philip Hans
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Gao, Jiti
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Haldrup, Niels
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Juodis, Artūras
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Medeiros, Marcelo C.
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Applied economics
Discussion paper / Department of Economics, University of California San Diego
Econometric reviews
Oxford bulletin of economics and statistics
Discussion paper / Tinbergen Institute
6
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Econometrics : open access journal
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ECONIS (ZBW)
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Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
;
Franses, Philip Hans
;
Haldrup, Niels
-
1995
Persistent link: https://www.econbiz.de/10000930725
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