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~language:"eng"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~person:"Su, Liangjun"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Time series analysis
Theorie
309
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147
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143
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91
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91
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Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Su, Liangjun
Gil-Alaña, Luis A.
172
Gupta, Rangan
78
Franses, Philip Hans
75
Caporale, Guglielmo Maria
60
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Perron, Pierre
46
Teräsvirta, Timo
43
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42
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42
Chang, Tsangyao
41
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37
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35
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34
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Hong, Yongmiao
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Bahmani-Oskooee, Mohsen
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Robinson, Peter M.
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Herwartz, Helmut
24
Marcellino, Massimiliano
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McElroy, Tucker
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Peel, David
24
Swanson, Norman R.
24
Gao, Jiti
23
Hyndman, Rob J.
23
Johansen, Søren
23
Lucas, André
23
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Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Economic time series with random walk and other nonstationary components
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Eurasian economic review : a journal in applied macroeconomics and finance
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Hitotsubashi journal of economics
1
International Journal of Financial Studies : open access journal
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International economic journal
1
International economic review
1
International journal of economic research
1
International review of economics & finance : IREF
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Journal of economic behavior & organization : JEBO
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Journal of international economic studies
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Journal of international financial markets, institutions & money
1
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1
Journal of post-Keynesian economics : JPKE
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ECONIS (ZBW)
143
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91
Empirical limits for time series econometric models
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 627-673
Persistent link: https://www.econbiz.de/10001750434
Saved in:
92
Band spectral regression with trending data
Corbae, Dean
;
Ouliaris, Sam
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1067-1109
Persistent link: https://www.econbiz.de/10001688017
Saved in:
93
Higher order approximations for Wald statistics in time series regressions with integrated processes
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 157-198
Persistent link: https://www.econbiz.de/10001656608
Saved in:
94
Modelling the trend and seasonals within an AIDS model of the demand for alcoholic beverages in the United Kingdom
Moosa, Imad A.
;
Baxter, J. L.
- In:
Journal of applied econometrics
17
(
2002
)
2
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001667478
Saved in:
95
Price discovery and risk transfer in the crude oil futures market : some structural time series evidence
Moosa, Imad A.
- In:
Economic notes : economic review of Banca Monte dei …
31
(
2002
)
1
,
pp. 155-165
Persistent link: https://www.econbiz.de/10001669458
Saved in:
96
A test of the Post Keynesian hypothesis on expectation formation in the foreign exchange market
Moosa, Imad A.
- In:
Journal of post-Keynesian economics : JPKE
24
(
2002
)
3
,
pp. 443-457
Persistent link: https://www.econbiz.de/10001667858
Saved in:
97
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Saved in:
98
Forecasting the real exchange rate as a defined variable
Moosa, Imad A.
;
Kim, Jae H.
- In:
Journal of economic research
6
(
2001
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001614884
Saved in:
99
A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun
;
Phillips, Peter C. B.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
Saved in:
100
How to estimate autoregressive roots near unity
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
;
Xiao, Zhijie
- In:
Econometric theory
17
(
2001
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10001556057
Saved in:
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