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~isPartOf:"Economic time series with random walk and other nonstationary components"
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Search: subject_exact:"Time series analysis"
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Time series analysis
12
Zeitreihenanalyse
12
Theorie
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Theory
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Börsenkurs
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USA
2
United States
2
Cointegration
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Großbritannien
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Aoki, Masanao
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Economic time series with random walk and other nonstationary components
Journal of econometrics
674
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Applied economics
321
Discussion paper / Tinbergen Institute
321
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
220
Econometric reviews
219
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
199
Working paper / Department of Econometrics and Business Statistics, Monash University
193
Working paper
180
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
161
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
134
Computational economics
132
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
110
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Econometrics : open access journal
106
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
100
Finance research letters
96
Physica A: Statistical Mechanics and its Applications
93
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
EUI working paper / ECO
84
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
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1
On alternative state space representations of time series models
Aoki, Masanao
-
1988
Persistent link: https://www.econbiz.de/10001269076
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2
A note on minimum mean squared error estimation of signals with unit roots
Maravall Herrero, Agustín
-
1988
Persistent link: https://www.econbiz.de/10001269077
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3
Interpreting cointegrated models
Campbell, John Y.
-
1988
Persistent link: https://www.econbiz.de/10001269081
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4
Continuous time autoregressive models with common stochastic trends
Harvey, Andrew C.
-
1988
Persistent link: https://www.econbiz.de/10001269088
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5
Common nonstationary components of asset prices
Bossaerts, Peter L.
-
1988
Persistent link: https://www.econbiz.de/10001269089
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6
Cointegration and stock prices : the random walk on Wall Street revisited
Cerchi, Marlene
-
1988
Persistent link: https://www.econbiz.de/10001269090
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7
Trends and random walks in macroeconomic time series : further evidence from a new approach
Perron, Pierre
-
1988
Persistent link: https://www.econbiz.de/10001269091
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8
Multivariate estimates of the permanent components of GNP and stock prices
Cochrane, John H.
-
1988
Persistent link: https://www.econbiz.de/10001269092
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9
Statistical analysis of cointegration vectors
Johansen, Søren
-
1988
Persistent link: https://www.econbiz.de/10001269093
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10
Testing for cointegration using principal components methods
Phillips, Peter C. B.
-
1988
Persistent link: https://www.econbiz.de/10001269094
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