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~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"European University Institute / Department of Economics"
~institution:"School of Finance and Business Economics <Perth, Western Australia>"
~type_genre:"Graue Literatur"
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Search: subject_exact:"ARDL approach"
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Cointegration
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Lütkepohl, Helmut
12
Banerjee, Anindya
6
Saikkonen, Pentti
4
Trenkler, Carsten
4
Brüggemann, Ralf
3
Masih, Abdul Mansur M.
3
Masih, Rumi
3
Russell, Bill
3
Dijk, Herman K. van
2
Mizen, Paul
2
Paap, Richard
2
Vostroknutova, Ekaterina
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Bauer, Dietmar
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Demetrescu, Matei
1
Hodgson, Allan
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Kleibergen, Frank
1
Lanne, Markku
1
Marcellino, Massimiliano
1
Paesani, Paolo
1
Pedersen, Michael
1
Proietti, Tommaso
1
Strachan, Rodney W.
1
Wagner, Martin
1
Wolf, Nikolaus
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Econometrisch Instituut <Rotterdam>
European University Institute / Department of Economics
School of Finance and Business Economics <Perth, Western Australia>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
Københavns Universitet / Økonomisk Institut
8
Nationalekonomiska Institutionen <Lund>
7
William Davidson Institute <Ann Arbor, Mich.>
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Centre for International Macroeconomics
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Centre for Analytical Finance <Århus>
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European University Institute / Department of Law
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Svenska Handelshögskolan <Helsinki>
5
Konjunkturinstitutet <Stockholm>
4
Loughborough University / Department of Economics
4
Queen Mary College / Department of Economics
4
School of Economics and Political Science <Sydney>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Centre for Microdata Methods and Practice <London>
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Ekonomiska forskningsinstitutet <Stockholm>
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Gottfried Wilhelm Leibniz Universität Hannover
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Johns Hopkins University / Department of Economics
3
National Institute of Economic and Social Research
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Centre for International Economic Studies
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Economic Research Forum for the Arab Countries, Iran and Turkey
2
Institut for Miljø- og Erhvervsøkonomi <Esbjerg>
2
Institut für Weltwirtschaft
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2
Nationalekonomiska Institutionen <Göteborg>
2
Nuffield College
2
Philippine Institute for Development Studies <Makati>
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Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
2
Rutgers University / Department of Economics
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The Wharton Financial Institutions Center
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Türkiye Cumhuriyet Merkez Bankası
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EUI working paper / ECO
26
School of Accounting, Finance and Economics & FEMARC working paper series
4
Econometric Institute research papers
3
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ECONIS (ZBW)
33
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1
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724350
Saved in:
2
Factor-augmented error correction models
Banerjee, Anindya
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651962
Saved in:
3
Cointegration in panel date with breaks and cross-section dependence
Banerjee, Anindya
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003280708
Saved in:
4
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
5
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
6
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
7
Valuing structure, model uncertainty and model averaging in vector autoregressive processes
Strachan, Rodney W.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056106
Saved in:
8
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
(
contributor
);
Paap, Richard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783481
Saved in:
9
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
Saved in:
10
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
Saved in:
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