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~isPartOf:"Journal of applied econometrics"
~person:"Kreiß, Jens-Peter"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Neumann, Michael H."
~person:"Peel, David"
~person:"Pesaran, M. Hashem"
~subject:"Anleihe"
~subject:"Cointegration"
~subject:"Effizienzmarkthypothese"
~subject:"Heteroskedastizität"
~subject:"Regressionsanalyse"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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Kreiß, Jens-Peter
Li, Qi
Linton, Oliver
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Peel, David
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Journal of applied econometrics
Journal of econometrics
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1
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
2
Temporal aggregation of an estar process : some implications for purchasing power parity adjustment
Payá, Ivan
;
Peel, David
- In:
Journal of applied econometrics
21
(
2006
)
5
,
pp. 655-668
Persistent link: https://www.econbiz.de/10003360464
Saved in:
3
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
Saved in:
4
Nonlinear dynamics and econometrics : special issue
Pesaran, M. Hashem
(
contributor
)
- In:
Journal of applied econometrics
7
(
1992
),
pp. 1-195
Persistent link: https://www.econbiz.de/10001135773
Saved in:
5
Classical and Bayesian methods of testing for unit roots
Pesaran, M. Hashem
(
contributor
)
- In:
Journal of applied econometrics
6
(
1991
)
4
,
pp. 333-473
Persistent link: https://www.econbiz.de/10001114637
Saved in:
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