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~subject:"Autocorrelation"
~subject:"Faktorenanalyse"
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81
Testing for seasonal unit roots in periodic integrated autoregressive processes
Barrio Castro, Tomas del
;
Osborn, Denise R.
- In:
Econometric theory
24
(
2008
)
4
,
pp. 1093-1129
Persistent link: https://www.econbiz.de/10003736867
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82
Near-integrated random coefficient autoregressive time series
Aue, Alexander
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1343-1372
Persistent link: https://www.econbiz.de/10003748796
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83
The integration order of vector autoregressive processes
Franchi, Massimo
- In:
Econometric theory
23
(
2007
)
3
,
pp. 546-553
Persistent link: https://www.econbiz.de/10003541286
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84
The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution
Bao, Yong
- In:
Econometric theory
23
(
2007
)
5
,
pp. 1013-1021
Persistent link: https://www.econbiz.de/10003549687
Saved in:
85
Testing for cointegration in nonlinear smooth transition error correction models
Kapetanios, George
;
Shin, Yongcheol
;
Snell, Andy
- In:
Econometric theory
22
(
2006
)
2
,
pp. 279-303
Persistent link: https://www.econbiz.de/10003301237
Saved in:
86
A Monte Carlo study on the selection of cointegrating rank using information criteria
Wang, Zijun
;
Bessler, David A.
- In:
Econometric theory
21
(
2005
)
3
,
pp. 593-620
Persistent link: https://www.econbiz.de/10002794775
Saved in:
87
Stationarity tests under time-varying second moments
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1112-1129
Persistent link: https://www.econbiz.de/10003193565
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