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~person:"Poskitt, Donald Stephen"
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Search: subject_exact:"Time series analysis"
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Zeitreihenanalyse
30
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28
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Poskitt, Donald Stephen
Gil-Alaña, Luis A.
333
Caporale, Guglielmo Maria
258
Phillips, Peter C. B.
237
Franses, Philip Hans
215
Koopman, Siem Jan
215
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139
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133
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127
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122
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112
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111
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106
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102
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102
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100
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93
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88
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88
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87
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84
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83
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82
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82
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80
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79
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77
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77
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73
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73
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73
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71
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71
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70
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67
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67
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67
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67
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63
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17
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2
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21
Autoregressive approximation in nonstandard situations : the non-invertible and fractionally integrated cases
Poskitt, Donald Stephen
-
2005
Persistent link: https://www.econbiz.de/10003042639
Saved in:
22
Determination of cointegrating rank in partially non-stationary processes vis a generalised von-Neumann criterion
Harris, David
;
Poskitt, Donald Stephen
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 191-217
Persistent link: https://www.econbiz.de/10002122071
Saved in:
23
Strongly consistent determination of cointegrating rank via canonical correlations
Poskitt, Donald Stephen
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 77-90
Persistent link: https://www.econbiz.de/10001441609
Saved in:
24
Consistent estimation of the number of cointegration relations in a vector autoregressive model
Lütkepohl, Helmut
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 87-100)
.
1998
Persistent link: https://www.econbiz.de/10001301453
Saved in:
25
Testing for causation using infinite order vector autoregressive processes
Lütkepohl, Helmut
- In:
Econometric theory
12
(
1996
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10001201817
Saved in:
26
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
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27
Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut
- In:
Econometric theory
7
(
1991
)
4
,
pp. 487-496
Persistent link: https://www.econbiz.de/10001117737
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28
The selection and use of linear and bilinear time series models
Poskitt, Donald Stephen
- In:
International journal of forecasting
2
(
1986
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10001033750
Saved in:
29
Stationary processes in time series analysis: the mathematical foundations
Lambert, Peter J.
;
Lambert, Peter James
;
Poskitt, …
-
1983
Persistent link: https://www.econbiz.de/10000072480
Saved in:
30
Stationary processes in time series analysis : the mathematical foundations
Lambert, Peter J.
;
Poskitt, Donald Stephen
-
1983
Persistent link: https://www.econbiz.de/10004617863
Saved in:
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