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~language:"eng"
~language:"slv"
~person:"Vogelsang, Timothy J."
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Statistical theory
6
Statistische Methodenlehre
6
Theorie
6
Theory
6
Time series analysis
6
Zeitreihenanalyse
6
1892-1988
1
Finland
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Vogelsang, Timothy J.
Hu, Yingyao
25
Lewbel, Arthur
12
White, Halbert
12
Baltagi, Badi H.
11
Härdle, Wolfgang
11
Schennach, Susanne M.
11
Andrews, Donald W. K.
10
King, Maxwell L.
10
Bollinger, Christopher R.
9
Pesaran, M. Hashem
9
Spanos, Aris
9
Chesher, Andrew
8
Godfrey, L. G.
8
Manski, Charles F.
8
Perron, Pierre
8
Wansbeek, Tom
8
Croushore, Dean Darrell
7
Gibson, John K.
7
Hall, Stephen G.
7
Hansen, Bruce E.
7
Hendry, David F.
7
Hsiao, Cheng
7
Li, Qi
7
Otsu, Taisuke
7
Phillips, Peter C. B.
7
Stark, Tom
7
Abay, Kibrom A.
6
Dufour, Jean-Marie
6
Geweke, John
6
Ghysels, Eric
6
Hong, Yongmiao
6
Koop, Gary
6
Magnus, Jan R.
6
Shiu, Ji-Liang
6
Song, Suyong
6
Stock, James H.
6
Bera, Anil K.
5
Bierens, Herman J.
5
Brock, William A.
5
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Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Revista de econometria
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ECONIS (ZBW)
6
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1
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J.
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10001252783
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2
Additional tests for a unit root allowing for a break in the trend function at an unknown time
Vogelsang, Timothy J.
- In:
International economic review
39
(
1998
)
4
,
pp. 1073-1100
Persistent link: https://www.econbiz.de/10001338799
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3
Trend function hypothesis testing in the presence of serial correlation
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10001233467
Saved in:
4
Wald-type tests for detecting breaks in the trend function of a dynamic time series
Vogelsang, Timothy J.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 818-849
Persistent link: https://www.econbiz.de/10001236162
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5
A note on the asymptotic distributions of unit root tests in the additive outlier model with breaks
Perron, Pierre
- In:
Revista de econometria
13
(
1993
)
2
,
pp. 181-201
Persistent link: https://www.econbiz.de/10001163783
Saved in:
6
Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 301-320
Persistent link: https://www.econbiz.de/10001126535
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