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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~subject:"Forecasting"
~subject:"Modellierung"
~subject:"Statistical test"
~subject:"cointegration"
~subject:"impulse responses"
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A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market
Qian, Yan
;
Wang, Zijun
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 799-825
Persistent link: https://www.econbiz.de/10012616897
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Observed-data DIC for spatial panel data models
Yang, Ye
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1281-1314
Persistent link: https://www.econbiz.de/10014226354
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