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8
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7
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7
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7
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6
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ECONIS (ZBW)
884
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1
An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre
;
Ng, Serena
- In:
Econometric theory
14
(
1998
)
5
,
pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
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2
A new method for obtaining the autocovariance of an ARMA model : an exact form solution
Karanasos, Menelaos
- In:
Econometric theory
14
(
1998
)
5
,
pp. 622-640
Persistent link: https://www.econbiz.de/10001381129
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3
Asymptotics of nonstationary fractional integrated series
Liu, Ming
- In:
Econometric theory
14
(
1998
)
5
,
pp. 641-662
Persistent link: https://www.econbiz.de/10001381133
Saved in:
4
Identification and estimation of continuous time dynamic systems with exogenous variables using panel data
Hamerle, Alfred
- In:
Econometric theory
9
(
1993
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10001143729
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5
Asymptotic normality of the least-squares estimates for higher order autoregressive integrated processes with some applications
Choi, In
- In:
Econometric theory
9
(
1993
)
2
,
pp. 263-282
Persistent link: https://www.econbiz.de/10001143730
Saved in:
6
Discrete models for estimating general linear continuous time systems
Chambers, Marcus J.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 531-542
Persistent link: https://www.econbiz.de/10001117733
Saved in:
7
Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut
- In:
Econometric theory
7
(
1991
)
4
,
pp. 487-496
Persistent link: https://www.econbiz.de/10001117737
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8
Noninvertibility and pseudo-maximum likelihood estimation of misspecified ARMA models
Pötscher, Benedikt M.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 435-445
Persistent link: https://www.econbiz.de/10001117742
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9
On the asymptotic behavior of least-squares estimators in AR time series with roots near the unit circle
Jeganathan, P.
- In:
Econometric theory
7
(
1991
)
3
,
pp. 269-306
Persistent link: https://www.econbiz.de/10001118061
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10
Stationarity and persistence in the GARCH (1,1) model
Nelson, Daniel B.
- In:
Econometric theory
6
(
1990
)
3
,
pp. 318-334
Persistent link: https://www.econbiz.de/10001118101
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