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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Economics letters"
~person:"Abeysinghe, Tilak"
~person:"Gonzalo, Jesús"
~person:"Linton, Oliver"
~person:"Lütkepohl, Helmut"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Statistische Methode"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Heteroskedastizität
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Statistische Methode
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locally stationary process
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16
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12
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8
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8
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3
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1970-1998
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Abeysinghe, Tilak
Gonzalo, Jesús
Linton, Oliver
Lütkepohl, Helmut
Newbold, Paul
Robinson, Peter M.
Zaffaroni, Paolo
Franses, Philip Hans
9
Hassler, Uwe
8
Hecq, Alain W. J.
6
Lee, Junsoo
5
Leybourne, Stephen James
5
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5
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5
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5
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3
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3
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3
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3
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3
Kurozumi, Eiji
3
Lee, Hahn-shik
3
Lee, Oesook
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Quah, Danny
3
Ruiz, Esther
3
Shin, Dong-wan
3
Shin, Yongcheol
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Su, Jen-je
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Wang, Shaoping
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Weber, Enzo
3
Wright, Jonathan H.
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Yang, Minxian
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Österholm, Pär
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Ōgaki, Masao
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2
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Bewley, Ronald A.
2
Boswijk, Herman Peter
2
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2
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2
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Discussion paper series / LSE Financial Markets Group
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Journal of econometrics
38
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23
Econometric theory
19
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9
Suntory and Toyota International Centres for Economics and Related Disciplines
9
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8
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7
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The review of economic studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
16
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1
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
2
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
3
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
4
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
5
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Economics letters
75
(
2002
)
1
,
pp. 109-114
Persistent link: https://www.econbiz.de/10001650898
Saved in:
6
Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew
;
Linton, Oliver
;
Nguyen, Thong
-
2001
Persistent link: https://www.econbiz.de/10001599301
Saved in:
7
Computation of the Beveridge-Nelson decomposition for multivariate economic time series
Ariño, Miguel A.
- In:
Economics letters
61
(
1998
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10001250908
Saved in:
8
Specification via model selection in vector error correction models
Gonzalo, Jesús
- In:
Economics letters
60
(
1998
)
3
,
pp. 321-328
Persistent link: https://www.econbiz.de/10001251671
Saved in:
9
Testing for multicointegration
Engsted, Tom
- In:
Economics letters
56
(
1997
)
3
,
pp. 259-266
Persistent link: https://www.econbiz.de/10001229828
Saved in:
10
The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
Agiakloglou, Christos N.
- In:
Economics letters
52
(
1996
)
3
,
pp. 229-234
Persistent link: https://www.econbiz.de/10001212517
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