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~isPartOf:"Annual review of financial economics"
~isPartOf:"Identification and inference for econometric models : essays in honor of Thomas Rothenberg"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
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Nonparametric statistics
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Annual review of financial economics
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
Journal of econometrics
183
Economics letters
68
Econometric reviews
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Econometric theory
51
Discussion paper / Tinbergen Institute
40
CEMMAP working papers / Centre for Microdata Methods and Practice
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
The econometrics journal
34
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30
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
26
Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cowles Foundation discussion paper
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Economic modelling
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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CREATES research paper
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Discussion paper / Center for Economic Research, Tilburg University
18
Oxford bulletin of economics and statistics
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SFB 649 discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometrics : open access journal
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Energy economics
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Journal of the American Statistical Association : JASA
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Journal of time series econometrics
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A unified approach to testing for stationarity and unit roots
Harvey, Andrew C.
- In:
Identification and inference for econometric models : …
,
(pp. 403-425)
.
2005
Persistent link: https://www.econbiz.de/10003352588
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2
Nonparametric testing of an exclusion restriction
Bickel, Peter J.
;
Ritov, Ya'acov
;
Stoker, Thomas Martin
- In:
Identification and inference for econometric models : …
,
(pp. 505-519)
.
2005
Persistent link: https://www.econbiz.de/10003352620
Saved in:
3
Estimating and testing continuous-time models in finance : the role of transition densities
Aït-Sahalia, Yacine
- In:
Annual review of financial economics
1
(
2009
),
pp. 341-359
Persistent link: https://www.econbiz.de/10003924504
Saved in:
4
A new look at
panel
testing of stationarity and PPP hypothesis
Bai, Jushan
;
Ng, Serena
- In:
Identification and inference for econometric models : …
,
(pp. 426-450)
.
2005
Persistent link: https://www.econbiz.de/10003352593
Saved in:
5
Recent developments in factor models and applications in econometric learning
Fan, Jianqing
;
Li, Kunpeng
;
Liao, Yuan
- In:
Annual review of financial economics
13
(
2021
),
pp. 401-430
Persistent link: https://www.econbiz.de/10012795259
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