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~language:"eng"
~person:"Chang, Tsangyao"
~person:"Kapetanios, George"
~person:"Narayan, Paresh Kumar"
~person:"Nijkamp, Peter"
~person:"Phillips, Peter C. B."
~person:"Saikkonen, Pentti"
~subject:"Kointegration"
~subject:"Panel study"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Kointegration
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343
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288
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Chang, Tsangyao
Kapetanios, George
Narayan, Paresh Kumar
Nijkamp, Peter
Phillips, Peter C. B.
Saikkonen, Pentti
Caporale, Guglielmo Maria
140
Gil-Alaña, Luis A.
135
Pesaran, M. Hashem
131
Westerlund, Joakim
110
Baltagi, Badi H.
107
Bahmani-Oskooee, Mohsen
97
Gao, Jiti
82
Gupta, Rangan
79
Shahbaz, Muhammad
74
Lütkepohl, Helmut
73
Belke, Ansgar
71
Apergēs, Nikolaos
67
Johansen, Søren
64
Afonso, António
62
Rault, Christophe
61
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56
Dreger, Christian
55
Wagner, Martin
55
Panagiōtidēs, Theodōros
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Schupp, Jürgen
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Nielsen, Morten Ørregaard
52
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52
Lee, Chien-chiang
51
Wagner, Gert G.
49
Herzer, Dierk
46
Banerjee, Anindya
43
Odhiambo, Nicholas M.
42
Hook, Law Siong
41
Moon, Hyungsik Roger
41
Smyth, Russell
41
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40
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38
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37
Urbain, Jean-Pierre
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Cowles Foundation discussion paper
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3
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3
The journal of international trade & economic development
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
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2
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2
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
374
Showing
1
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10
of
374
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date (oldest first)
1
Revisiting the twin deficits hypothesis in the United States : further evidence based on system-equation ADL test for threshold cointegration
Chang, Tsangyao
;
Sethi, Dinabandhu
;
Tiwari, Aviral Kumar
; …
- In:
Journal of international trade & economic development : …
33
(
2024
)
4
,
pp. 723-737
Persistent link: https://www.econbiz.de/10014632758
Saved in:
2
Deep neural network estimation in panel data models
Chronopoulos, Ilias
;
Chrysikou, Katerina
;
Kapetanios, George
-
2023
Persistent link: https://www.econbiz.de/10014340051
Saved in:
3
Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach
Chang, Hao Wen
;
Chang, Tsangyao
;
Ling, Yuan Hung
;
Yang, …
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472716
Saved in:
4
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
5
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
6
Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors
Bai, Yu
;
Marcellino, Massimiliano
;
Kapetanios, George
-
2023
Persistent link: https://www.econbiz.de/10014452530
Saved in:
7
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
8
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
9
A panel clustering approach to analyzing bubble behavior
Liu, Yanbo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
International economic review
64
(
2023
)
4
,
pp. 1347-1395
Persistent link: https://www.econbiz.de/10014436838
Saved in:
10
Panel data models with time-varying latent group structures
Wang, Yiren
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2023
Persistent link: https://www.econbiz.de/10014317580
Saved in:
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