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Burke, Simon P.
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Centre for Quantitative Economics & Computing
National Bureau of Economic Research
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
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1994
Persistent link: https://www.econbiz.de/10000897123
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Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
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1994
Persistent link: https://www.econbiz.de/10000897124
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3
Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D.
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1994
Persistent link: https://www.econbiz.de/10000897126
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4
Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P.
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1993
Persistent link: https://www.econbiz.de/10000868853
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5
An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P.
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1993
Persistent link: https://www.econbiz.de/10000877388
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6
The impact of moving average behaviour on the Johansen trace test for cointegration
Burke, S. P.
;
Hunter, J.
-
1998
Persistent link: https://www.econbiz.de/10001351113
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7
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
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1997
Persistent link: https://www.econbiz.de/10000978781
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8
Analysing cointegrated systems using the MP inverse
Burke, Simon P.
-
1995
Persistent link: https://www.econbiz.de/10000921052
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9
A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P.
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1995
Persistent link: https://www.econbiz.de/10000931962
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10
Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
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1996
Persistent link: https://www.econbiz.de/10000944147
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