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~isPartOf:"Economic time series with random walk and other nonstationary components"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Phillips, Peter C. B."
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Economic time series with random walk and other nonstationary components
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Cowles Foundation discussion paper
104
Cowles Foundation Discussion Paper
39
Journal of econometrics
36
Econometric theory
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
9
Econometric reviews
8
The econometrics journal
7
Journal of applied econometrics
5
Oxford bulletin of economics and statistics
5
The review of economic studies
3
Discussion papers / Department of Economics, University of California San Diego
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Economics letters
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International economic review
2
Journal of empirical finance
2
Journal of financial econometrics
2
New Zealand economic papers
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Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
The review of financial studies
2
CAFE Research Paper
1
Cowles Foundation paper
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Discussion papers in economics and econometrics
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Econometrics : open access journal
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Essays in honor of Joon Y. Park : econometric theory
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Global COE Hi-Stat discussion paper series
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HKIMR Working Paper
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Handbook of econometrics ; Vol. 1
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Información comercial española / Cuadernos económicos
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of quantitative economics
1
Macquarie Business School Research Paper
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NCER working paper series
1
Papers in honor of Patrick C. McMahon
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Practical issues in cointegration analysis
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A reexamination of the consumption function using frequency domain regressions
Corbae, Dean
- In:
Empirical economics : a journal of the Institute for …
19
(
1994
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10001175474
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Testing for cointegration using principal components methods
Phillips, Peter C. B.
-
1988
Persistent link: https://www.econbiz.de/10001269094
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3
Parameter constancy in cointegrating regressions
Quintos, Carmela E.
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 675-706
Persistent link: https://www.econbiz.de/10001331525
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