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1
The rank of a submatrix of cointegration
Kurozumi, Eiji
- In:
Econometric theory
21
(
2005
)
2
,
pp. 299-325
Persistent link: https://www.econbiz.de/10002740620
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2
A necessary moment condition for the fractional functional central limit theorem
Johansen, Søren
;
Ørregaard Nielsen, Morten
- In:
Econometric theory
28
(
2012
)
3
,
pp. 671-679
Persistent link: https://www.econbiz.de/10009545803
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3
The New Zealand business cycle
Hall, Vivian Bruce
;
McDermott, C. John
- In:
Econometric theory
25
(
2009
)
4
,
pp. 1050-1069
Persistent link: https://www.econbiz.de/10003875929
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4
Asymptotic properties of weighted M-estimators for standard stratified samples
Wooldridge, Jeffrey M.
- In:
Econometric theory
17
(
2001
)
2
,
pp. 451-470
Persistent link: https://www.econbiz.de/10001568404
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5
Goodness-of-fit tests based on Kernel density estimators with fixed smoothing parameters
Fan, Yanqin
- In:
Econometric theory
14
(
1998
)
5
,
pp. 604-621
Persistent link: https://www.econbiz.de/10001381128
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6
The asymptotic local structure of the Cox modified likelihood-ratio statistic for testing non-nested hypotheses
Szroeter, Jerzy
- In:
Econometric theory
8
(
1992
)
4
,
pp. 553-569
Persistent link: https://www.econbiz.de/10001137676
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7
On testing for the constancy of regression coefficients under random walk and change-point alternatives
Jandhyala, V. K.
- In:
Econometric theory
8
(
1992
)
4
,
pp. 501-517
Persistent link: https://www.econbiz.de/10001137697
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8
Convergence to stochastic integrals for dependent heterogeneous processes
Hansen, Bruce E.
- In:
Econometric theory
8
(
1992
)
4
,
pp. 489-500
Persistent link: https://www.econbiz.de/10001137699
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9
From characteristic function to distribution function : a simple framework for the theory
Shephard, Neil G.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 519-529
Persistent link: https://www.econbiz.de/10001117734
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10
Test consistency with varying sampling frequency
Perron, Pierre
- In:
Econometric theory
7
(
1991
)
3
,
pp. 341-368
Persistent link: https://www.econbiz.de/10001118058
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