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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Cointegration"
~type_genre:"Bibliografie enthalten"
~type_genre:"Graue Literatur"
~type_genre:"Hochschulschrift"
~type_genre:"Thesis"
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Search: subject_exact:"VARMA model"
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Saikkonen, Pentti
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers / Department of Economics, University of Copenhagen
30
CREATES research paper
20
Discussion papers of interdisciplinary research project 373
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
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On the small sample properties of weak exogeneity tests in cointegrated VAR models
Brüggemann, Ralf
-
2002
Persistent link: https://www.econbiz.de/10001656715
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2
A parametric approach to the estimation of cointegration vectors in panel data
Breitung, Jörg
-
2002
Persistent link: https://www.econbiz.de/10001656716
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3
Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model
Saikkonen, Pentti
-
2001
Persistent link: https://www.econbiz.de/10001652439
Saved in:
4
Testing for the cointegrating rank of a VAR process with level shift at unknown time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2001
Persistent link: https://www.econbiz.de/10001618757
Saved in:
5
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001543855
Saved in:
6
Comparison of tests for the cointegrative rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001470724
Saved in:
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