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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"ERIM report series research in management"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Induktive Statistik"
~subject:"Nonlinear regression"
~subject:"Theory"
~subject:"USA"
~type:"article"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
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Nonlinear regression
Theory
USA
Time series analysis
283
Zeitreihenanalyse
283
Theorie
160
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120
Estimation
49
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49
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35
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Phillips, Peter C. B.
7
Taylor, Robert
7
Teräsvirta, Timo
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Spanos, Aris
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Kilian, Lutz
5
Maasoumi, Esfandiar
5
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Hsiao, Cheng
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Kapetanios, George
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Lucas, André
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Paparoditis, Efstathios
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2
Blasques, Francisco
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Bohn Nielsen, Heino
2
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2
Chan, Joshua
2
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Discussion papers / CEPR
ERIM report series research in management
Econometric reviews
Journal of the American Statistical Association : JASA
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601
International journal of forecasting
432
Economics letters
381
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
365
Econometric theory
296
Journal of forecasting
272
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194
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173
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
170
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84
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80
Oxford bulletin of economics and statistics
76
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72
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67
Finance research letters
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Journal of risk and financial management : JRFM
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International review of financial analysis
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial econometrics
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
277
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
4
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
5
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
6
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
7
Locally time-varying parameter regression
He, Zhongfang
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 269-300
Persistent link: https://www.econbiz.de/10014551522
Saved in:
8
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
9
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
10
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
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