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~subject:"Cointegration"
~subject:"Estimation"
~subject:"Regression analysis"
~subject:"Theorie"
~subject:"Time series analysis"
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Cointegration
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294
model selection
134
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105
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83
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83
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Petropoulos, Fotios
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1
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International journal of forecasting
20
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17
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Forecast selection and representativeness
Petropoulos, Fotios
;
Siemsen, Enno
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2672-2690
Persistent link: https://www.econbiz.de/10014305430
Saved in:
2
Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors
Raïssi, Hamdi
- In:
TEST: An Official Journal of the Spanish Society of …
19
(
2010
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10008674088
Saved in:
3
Oligopolistic market structure in the Japanese pistachio import market
Asgari, Mahdi
;
Saghaian, Sayed H.
- In:
Journal of agricultural & food industrial organization
11
(
2013
)
1
,
pp. 87-99
Persistent link: https://www.econbiz.de/10010228530
Saved in:
4
Information criteria for nonlinear time series models
Rinke, Saskia
;
Sibbertsen, Philipp
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 325-341
Persistent link: https://www.econbiz.de/10011507539
Saved in:
5
A mixed-integer fractional optimization approach to best subset selection
Gómez, Andrés
;
Prokopyev, Oleg
- In:
INFORMS journal on computing : JOC
33
(
2021
)
2
,
pp. 551-565
Persistent link: https://www.econbiz.de/10012546110
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6
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
7
Threshold estimation via group orthogonal greedy algorithm
Chan, Ngai Hang
;
Ing, Ching-Kang
;
Li, Yuanbo
;
Yau, Chun Yip
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 334-345
Persistent link: https://www.econbiz.de/10011704208
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8
Determining the number of factors after stationary univariate transformations
Corona, Francisco
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
1
,
pp. 351-372
Persistent link: https://www.econbiz.de/10011941375
Saved in:
9
Lag length selection and p-hacking in Granger causality testing : prevalence and performance of meta-regression models
Bruns, Stephan B.
;
Stern, David I.
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 797-830
Persistent link: https://www.econbiz.de/10012041668
Saved in:
10
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
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