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~isPartOf:"Applied economics letters"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Celebrating Irving Fisher : the legacy of a great economist"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Dalla, Violetta"
~person:"Gao, Jiti"
~person:"Head, Allen Charles"
~person:"Peel, David"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Fisher effect"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Nonparametric statistics"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Börsenkurs
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Dalla, Violetta
Gao, Jiti
Head, Allen Charles
Peel, David
Pesaran, M. Hashem
Phillips, Peter C. B.
Gil-Alaña, Luis A.
12
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7
Cook, Steven
7
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6
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Applied economics letters
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Celebrating Irving Fisher : the legacy of a great economist
Cowles Foundation discussion paper
International economic review
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38
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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National Institute economic review
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Oxford bulletin of economics and statistics
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Practical issues in cointegration analysis
1
Special issue on new developments in time series econometrics
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
1
The journal of real estate finance and economics
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ECONIS (ZBW)
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1
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
2
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
- In:
International economic review
47
(
2006
)
3
,
pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
Saved in:
3
Econometric analysis of Fisher's equation
Phillips, Peter C. B.
- In:
The American journal of economics and sociology
64
(
2005
)
1
,
pp. 125-168
Persistent link: https://www.econbiz.de/10002918885
Saved in:
4
Comments on "Econometric analysis of Fisher's equation"
Rust, John
- In:
The American journal of economics and sociology
64
(
2005
)
1
,
pp. 169-184
Persistent link: https://www.econbiz.de/10002918902
Saved in:
5
Another example of a non-linear time series with misleading linear properties
Byers, J. David
;
Peel, David
- In:
Applied economics letters
10
(
2003
)
1
,
pp. 47-51
Persistent link: https://www.econbiz.de/10001725693
Saved in:
6
Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.
;
Peel, David
;
Sarno, Lucio
- In:
International economic review
42
(
2001
)
4
,
pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
Saved in:
7
Measuring world business cycles
Gregory, Allan W.
- In:
International economic review
38
(
1997
)
3
,
pp. 677-701
Persistent link: https://www.econbiz.de/10001225741
Saved in:
8
The German hyperinflation and the demand for money : revisited
Michael, Panos
- In:
International economic review
35
(
1994
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001160454
Saved in:
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