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Cointegration
158
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78
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Bahmani-Oskooee, Mohsen
4
Tu, Yundong
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Lee, Lung-fei
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Economics letters
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Nationaløkonomisk tidsskrift
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162
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100
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ECONIS (ZBW)
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1
On the maximum likelihood
cointegration
procedure under a fractional equilibrium error
Andersson, Michael K.
;
Gredenhoff, Mikael P.
- In:
Economics letters
65
(
1999
)
2
,
pp. 143-147
Persistent link: https://www.econbiz.de/10001416516
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2
The stability of long-run money demand in the United States : a new approach
Yiming, Wang
- In:
Economics letters
111
(
2011
)
1
,
pp. 60-63
Persistent link: https://www.econbiz.de/10009241347
Saved in:
3
Stability and non-linear dynamics in the broad demand for money in Spain
Ordóñez, Javier
- In:
Economics letters
78
(
2003
)
1
,
pp. 139-146
Persistent link: https://www.econbiz.de/10001728125
Saved in:
4
On bootstrap implementation of likelihood ratio test for a unit root
Skrobotov, Anton
- In:
Economics letters
171
(
2018
),
pp. 154-158
Persistent link: https://www.econbiz.de/10012021848
Saved in:
5
An alternative approach to the modelling of interest rate pass through and asymmetric adjustment
Valadkhani, Abbas
;
Bollen, Bernard
- In:
Economics letters
120
(
2013
)
3
,
pp. 491-494
Persistent link: https://www.econbiz.de/10010187252
Saved in:
6
Time-varying parameter models with endogeneous regressors
Kim, Chang-jin
- In:
Economics letters
91
(
2006
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10003314914
Saved in:
7
On uniqueness of the conditional maximum likelihood estimation for a binary panel model
Akashi, Kentaro
- In:
Economics letters
112
(
2011
)
2
,
pp. 148-150
Persistent link: https://www.econbiz.de/10009243377
Saved in:
8
On the Fisher information matrix of a vector ARMA process
Bao, Yong
;
Hua, Ying
- In:
Economics letters
123
(
2014
)
1
,
pp. 14-16
Persistent link: https://www.econbiz.de/10010399080
Saved in:
9
Some exact and inexact linear rational expectation models in vector autoregressive models
Swensen, Anders Rygh
- In:
Economics letters
123
(
2014
)
2
,
pp. 216-219
Persistent link: https://www.econbiz.de/10010400289
Saved in:
10
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
Kim, Dukpa
- In:
Economics letters
123
(
2014
)
3
,
pp. 282-286
Persistent link: https://www.econbiz.de/10010401375
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