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1
The fully modified OLS estimator as a system estimator : a Monte-Carlo analysis
Kostial, Kristina
-
1995
Persistent link: https://www.econbiz.de/10013420233
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2
Finding evidence of stock market integration applying a
CAPM
or testing for common stochastic trends : is there a connection?
Pedersen, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725628
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3
Factor-MIDAS for now- and forecasting with ragged-edge data : a model comparison for German GDP
Marcellino, Massimiliano
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contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651975
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4
Semiparametric methods for the measurement of latent attitudes and the estimation of their behavioural consequences
Spady, Richard H.
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contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003559939
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5
How to attain minimax risk with applications to distribution-free nonparametric estimation and testing
Schlag, Karl H.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003455986
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6
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
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contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
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7
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
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8
A simple message for autocorrelation correctors: Don't
Mizon, Grayham E.
-
1993
Persistent link: https://www.econbiz.de/10000889040
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9
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
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10
The role of the signal-noise ratio in cointegrated systems
Kostial, Kristina
-
1994
Persistent link: https://www.econbiz.de/10000898368
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