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~institution:"European University Institute / Department of Economics"
~institution:"Københavns Universitet / Økonomisk Institut"
~person:"Saikkonen, Pentti"
~subject:"Kointegration"
~subject:"Schätztheorie"
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Saikkonen, Pentti
Lütkepohl, Helmut
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Banerjee, Anindya
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Jusélius, Katarina
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Trenkler, Carsten
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Bohn Nielsen, Heino
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Brüggemann, Ralf
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European University Institute / Department of Economics
Københavns Universitet / Økonomisk Institut
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Break date estimation and
cointegration
testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Saved in:
2
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:
3
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:
4
Residual autocorrelation testing for vector error correction models
Brüggermann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001934577
Saved in:
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