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~person:"Robinson, Peter M."
~person:"Saikkonen, Pentti"
~subject:"Econometric model"
~subject:"Theory"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
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Econometric model
Theory
Theorie
33
Cointegration
28
Kointegration
28
VAR model
16
VAR-Modell
16
Time series analysis
10
Zeitreihenanalyse
10
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8
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8
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7
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7
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6
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3
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Indonesia
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Indonesien
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Regressionsanalyse
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South Korea
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Stochastischer Prozess
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32
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33
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33
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32
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English
33
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Robinson, Peter M.
Saikkonen, Pentti
Lütkepohl, Helmut
39
Gil-Alaña, Luis A.
25
Nielsen, Morten Ørregaard
19
Banerjee, Anindya
18
Johansen, Søren
18
Heckman, James J.
17
Breitung, Jörg
16
Caporale, Guglielmo Maria
16
Huber, Martin
15
Trenkler, Carsten
15
Pesaran, M. Hashem
14
Wagner, Martin
14
Frölich, Markus
12
Hassler, Uwe
12
Imbens, Guido
11
Marcellino, Massimiliano
11
Sibbertsen, Philipp
11
Berg, Gerard J. van den
10
Dijk, Herman K. van
9
Hecq, Alain W. J.
9
Jusélius, Katarina
9
Phillips, Peter C. B.
9
Sentana, Enrique
9
Strachan, Rodney W.
9
Westerlund, Joakim
9
Lechner, Michael
8
Urbain, Jean-Pierre
8
Abbring, Jaap H.
7
Dittmann, Ingolf
7
Fiorentini, Gabriele
7
Haldrup, Niels
7
Hall, Stephen G.
7
Almuzara, Martín
6
Chernozhukov, Victor
6
Engsted, Tom
6
Hildebrandt, Lutz
6
Jansson, Michael
6
Kapetanios, George
6
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
European University Institute / Department of Economics
5
Centre for Microdata Methods and Practice <London>
1
London School of Economics and Political Science
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
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Discussion papers of interdisciplinary research project 373
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
EUI working paper / ECO
5
Econometrics papers
4
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3
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1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
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1
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ECONIS (ZBW)
33
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1
Modeling expectations with noncausal autoregressions
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724325
Saved in:
2
Modeling expectations with noncausal autoregressions
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003693570
Saved in:
3
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
-
2009
Persistent link: https://www.econbiz.de/10003867806
Saved in:
4
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724350
Saved in:
5
Fractional cointegration in stochastic volatility models
Silva, Afonso Gonçalves da
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003492513
Saved in:
6
Diagnostic testing for cointegration
Robinson, Peter M.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003535630
Saved in:
7
Multiple local whittle estimation in stationary systems
Robinson, Peter M.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003563503
Saved in:
8
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
9
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002814654
Saved in:
10
Cointegration in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
-
2004
Persistent link: https://www.econbiz.de/10002093996
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