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~person:"Lanne, Markku"
~person:"Psaradakis, Zacharias G."
~subject:"Autocorrelation"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliography included"
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13
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9
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3
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3
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Aufsatz in Zeitschrift
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Lanne, Markku
Psaradakis, Zacharias G.
Lee, Lung-fei
42
Phillips, Peter C. B.
15
Jin, Fei
14
Sun, Yixiao
14
Teräsvirta, Timo
14
Baltagi, Badi H.
12
Franses, Philip Hans
11
Lesage, James P.
11
Griffith, Daniel A.
10
Yu, Jihai
9
Cavaliere, Giuseppe
8
Doğan, Osman
8
Kim, Jae H.
8
Le Gallo, Julie
8
Dijk, Dick van
7
Leybourne, Stephen James
7
Li, Dong
7
Prucha, Ingmar R.
7
Rahbek, Anders
7
Robinson, Peter M.
7
Saikkonen, Pentti
7
Taylor, Robert
7
Vogelsang, Timothy J.
7
Wang, Hansheng
7
Bao, Yong
6
Chang, Tsangyao
6
Chong, Terence Tai-Leung
6
Clements, Michael P.
6
Gupta, Rangan
6
Kato, Takafumi
6
Kelejian, Harry H.
6
Ling, Shiqing
6
Medeiros, Marcelo C.
6
Prajapati, D. R.
6
Rossi, Francesca
6
Singh, Sukhraj
6
Sola, Martin
6
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6
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Econometric reviews
1
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1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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ECONIS (ZBW)
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Maximum likelihood estimation in Markov regime-switching models with covariate-dependent transition probabilities
Pouzo, Demian
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
4
,
pp. 1681-1710
Persistent link: https://www.econbiz.de/10013382399
Saved in:
3
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
4
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
5
Noncausality and inflation persistence
Lanne, Markku
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 469-481
Persistent link: https://www.econbiz.de/10011339417
Saved in:
6
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
- In:
Econometric theory
29
(
2013
)
3
,
pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
Saved in:
7
State-dependent threshold smooth transition autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10010240900
Saved in:
8
Optimal forecasting of noncausal autoregressive time series
Lanne, Markku
;
Luoto, Jani
;
Saikkonen, Pentti
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 623-631
Persistent link: https://www.econbiz.de/10009659890
Saved in:
9
Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku
;
Luoma, Arto
;
Luoto, Jani
- In:
Journal of applied econometrics
27
(
2012
)
5
,
pp. 812-830
Persistent link: https://www.econbiz.de/10010219731
Saved in:
10
Noncausal autoregressions for economic time series
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of time series econometrics
3
(
2011
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009623566
Saved in:
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