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1
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
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2
Weak dependence : models and applications to econometrics
Ango Nze, Patrick
;
Doukhan, Paul
- In:
Econometric theory
20
(
2004
)
6
,
pp. 995-1045
Persistent link: https://www.econbiz.de/10002424835
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3
Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
Choi, In
- In:
Econometric theory
13
(
1997
)
6
,
pp. 850-876
Persistent link: https://www.econbiz.de/10001236161
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4
Wald-type tests for detecting breaks in the trend function of a dynamic time series
Vogelsang, Timothy J.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 818-849
Persistent link: https://www.econbiz.de/10001236162
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5
Test consistency with varying sampling frequency
Perron, Pierre
- In:
Econometric theory
7
(
1991
)
3
,
pp. 341-368
Persistent link: https://www.econbiz.de/10001118058
Saved in:
6
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
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7
Measurement errors in dynamic models
Komunjer, Ivana
;
Ng, Serena
- In:
Econometric theory
30
(
2014
)
1
,
pp. 150-175
Persistent link: https://www.econbiz.de/10010399783
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8
The ET interview : B. L. S. Prakasa Rao
Prakasa Rao, Bhagavatula L. S.
;
Bose, Arup
- In:
Econometric theory
27
(
2011
)
2
,
pp. 373-411
Persistent link: https://www.econbiz.de/10009310710
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9
The ET interview : Peter M. Robinson
Robinson, Peter M.
;
Delgado, Miguel A.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10009311722
Saved in:
10
The ET interview: Professor George Judge
Bera, Anil K.
;
Judge, George G.
- In:
Econometric theory
29
(
2013
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10009747862
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