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Cook, Steven
6
Vougas, Dimitrios V.
5
Agiakloglou, Christos N.
4
Turner, Paul
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3
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Applied economics letters
Journal of econometrics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Long lags or seasonal mis-specification? : a note on co-integration testing and the consumption function
Albertson, Kevin
;
Aylen, Jonathan
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 267-271
Persistent link: https://www.econbiz.de/10003823010
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2
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
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3
The lag in effect of inflation targeting and policy evaluation
Fang, Wen-shwo
;
Miller, Stephen M.
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1371-1375
Persistent link: https://www.econbiz.de/10009348013
Saved in:
4
Direct and indirect effects of new business formation on regional employment
Fritsch, Michael
;
Mueller, Pamela
;
Weyh, Antje
- In:
Applied economics letters
12
(
2005
)
9
,
pp. 545-548
Persistent link: https://www.econbiz.de/10003015697
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5
Cointegration analysis and the choice of lag length
Emerson, Jamie
- In:
Applied economics letters
14
(
2007
)
10/12
,
pp. 881-885
Persistent link: https://www.econbiz.de/10003589482
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6
Does the lead-lag effect exist in stock markets?
Fan, Ningyuan
;
Fan, Zhi-Ping
;
Li, Yongli
;
Li, Meng
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 895-900
Persistent link: https://www.econbiz.de/10013411821
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7
The balance between size and power in testing for linear association for two stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 230-234
Persistent link: https://www.econbiz.de/10011430410
Saved in:
8
Causality in EU macroeconomic variables
Agiakloglou, Christos N.
;
Gkouvakis, Michalis
;
Kanas, …
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 264-277
Persistent link: https://www.econbiz.de/10011430444
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9
Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
Saved in:
10
The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model
Medel, Carlos A.
;
Pincheira, Pablo
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 126-131
Persistent link: https://www.econbiz.de/10011414456
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