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~person:"Hualde, Javier"
~source:"econis"
~subject:"Kointegration"
~subject:"Statistical test"
~type_genre:"Article in journal"
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Kointegration
Statistical test
Estimation theory
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Cointegration
3
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1
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1
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Large-m and fixed-m asymptotic theory
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Hualde, Javier
Phillips, Peter C. B.
20
Bera, Anil K.
11
Shi, Xiaoxia
11
Sun, Yixiao
11
Baltagi, Badi H.
10
Cai, Zongwu
9
Chen, Yi-ting
8
Dufour, Jean-Marie
8
Hsiao, Cheng
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Paruolo, Paolo
8
Perron, Pierre
8
Ramírez, Miguel D.
8
Su, Liangjun
8
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8
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7
Demetrescu, Matei
7
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7
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7
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7
Khalaf, Lynda
7
Kleibergen, Frank
7
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7
White, Halbert
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Boswijk, Herman Peter
6
Canay, Ivan A.
6
Doğan, Osman
6
Escanciano, Juan Carlos
6
Hsu, Yu-Chin
6
Kao, Chihwa
6
Kurita, Takamitsu
6
Leybourne, Stephen James
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Li, Qi
6
Robinson, Peter M.
6
Taṣpınar, Süleyman
6
Tu, Yundong
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Andrews, Isaiah
5
Bohn Nielsen, Heino
5
Bugni, Federico A.
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Journal of econometrics
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ECONIS (ZBW)
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A residual-based ADF test for stationary cointegration in I (2) settings
Gomez-Biscarri, Javier
;
Hualde, Javier
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 280-294
Persistent link: https://www.econbiz.de/10011339328
Saved in:
2
Regression-based analysis of cointegration systems
Gómez Biscarri, Javier
;
Hualde, Javier
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10011348903
Saved in:
3
Estimation of long-run parameters in unbalanced cointegration
Hualde, Javier
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 761-778
Persistent link: https://www.econbiz.de/10010257663
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