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~institution:"Columbia University / Department of Economics"
~institution:"European University Institute / Department of Economics"
~institution:"Georgetown University / Economics Department"
~subject:"Statistical test"
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Columbia economics discussion paper series / Department of Economics, Columbia University
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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:
2
Nonparametric specification analysis of dynamic parametric models
Henry, Marc
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001655535
Saved in:
3
Testing for autocorrelation in systems of equations
Dhrymes, Phoebus J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868864
Saved in:
4
Tests for endogeneity and instrument suitability
Dhrymes, Phoebus J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868908
Saved in:
5
A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749477
Saved in:
6
Testing for autocorrelation in systems of equations
Dhrymes, Phoebus J.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675365
Saved in:
7
The factor content of trade
Davis, Donald R.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001653868
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