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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The American journal of economics and sociology"
~language:"eng"
~person:"Chen, Xiaohong"
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Capital income"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Time series analysis"
~subject:"USA"
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Capital income
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USA
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119
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Chen, Xiaohong
Dalla, Violetta
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
Harvey, Andrew C.
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6
Yu, Jun
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Wang, Qiying
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Jin, Sainan
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Kapetanios, George
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Li, Degui
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Liao, Zhipeng
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Nelson, Charles R.
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Taylor, Robert
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Wang, Chen
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Dark, Jonathan
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ECONIS (ZBW)
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71
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461553
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72
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun
-
2005
Persistent link: https://www.econbiz.de/10003468425
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73
Limit theory for moderate deviations from a unit root under weak dependence
Phillips, Peter C. B.
;
Magdalinos, Tassos
-
2005
Persistent link: https://www.econbiz.de/10002969709
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74
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
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75
HAC estimation by automative regression
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148138
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76
Challenges of trending time series econometrics
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148139
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77
Limit theory for moderate deviations from a unit root
Phillips, Peter C. B.
;
Magdalinos, Tassos
-
2004
Persistent link: https://www.econbiz.de/10002148141
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78
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
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79
How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
Saved in:
80
Incidental trends and the power of panel unit root tests
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
-
2003
Persistent link: https://www.econbiz.de/10001798680
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