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~isPartOf:"Journal of applied econometrics"
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Estimation theory
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175
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175
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85
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85
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80
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Baltagi, Badi H.
9
Pesaran, M. Hashem
8
Hsiao, Cheng
5
MacKinnon, James G.
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Westerlund, Joakim
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Bai, Jushan
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Lee, Myoung-jae
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Melenberg, Bertrand
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Pagan, Adrian R.
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Parmeter, Christopher F.
3
Serlenga, Laura
3
Shin, Yongcheol
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Smith, Richard J.
3
Soest, Arthur van
3
Trivedi, Pravin K.
3
Weeks, Melvyn
3
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2
Baillie, Richard
2
Banerjee, Anindya
2
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2
Bollinger, Christopher R.
2
Boneva, Lena
2
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2
Carrion i Silvestre, Josep Lluís
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Chang, Sheng-kai
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Ching, H. Steve
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Deb, Partha
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Demetrescu, Matei
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Egger, Peter
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Fair, Ray C.
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Hajivassiliou, Vassilis Argyrou
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Harding, Matthew C.
2
Haug, Alfred Albert
2
Henderson, Daniel J.
2
Huynh, Kim P.
2
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Conference on "Cross-Sectional Dependence in Panel Data" <2013, Cambridge>
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Journal of applied econometrics
Journal of econometrics
2,016
Energy economics
1,474
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1,336
International Journal of Energy Economics and Policy : IJEEP
839
Econometric theory
825
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Journal of the American Statistical Association : JASA
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Technological forecasting & social change : an international journal
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Finance research letters
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
338
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1
Econometrics of auctions by least squares
Rezende, Leonardo
- In:
Journal of applied econometrics
23
(
2008
)
7
,
pp. 925-948
Persistent link: https://www.econbiz.de/10003790494
Saved in:
2
Panel
cointegration
tests of the Fisher effect
Westerlund, Joakim
- In:
Journal of applied econometrics
23
(
2008
)
2
,
pp. 193-233
Persistent link: https://www.econbiz.de/10003704947
Saved in:
3
Cointegration
in
panel
data with structural breaks and cross-section dependence
Banerjee, Anindya
;
Carrion i Silvestre, Josep Lluís
- In:
Journal of applied econometrics
30
(
2015
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011327657
Saved in:
4
A new poolability test for cointegrated panels
Westerlund, Joakim
;
Hess, Wolfgang
- In:
Journal of applied econometrics
26
(
2011
)
1
,
pp. 56-88
Persistent link: https://www.econbiz.de/10008936979
Saved in:
5
Error correction testing in panels with common stochastic trends
Gengenbach, Christian
;
Urbain, Jean-Pierre
;
Westerlund, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 982-1004
Persistent link: https://www.econbiz.de/10011686171
Saved in:
6
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
- In:
Journal of applied econometrics
28
(
2013
)
1
,
pp. 62-81
Persistent link: https://www.econbiz.de/10009733363
Saved in:
7
Numerical distribution functions of fractional unit root and
cointegration
tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
8
Distribution approximations for
cointegration
tests with stationary exogenous regressors
Boswijk, Herman Peter
;
Doornik, Jurgen A.
- In:
Journal of applied econometrics
20
(
2005
)
6
,
pp. 797-810
Persistent link: https://www.econbiz.de/10003168945
Saved in:
9
Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J.
- In:
Journal of applied econometrics
14
(
1999
)
6
,
pp. 627-650
Persistent link: https://www.econbiz.de/10001440633
Saved in:
10
Semiparametric Bayesian inference for dynamic Tobit
panel
data models with unobserved heterogeneity
Li, Tong
;
Zheng, Xiaoyong
- In:
Journal of applied econometrics
23
(
2008
)
6
,
pp. 699-728
Persistent link: https://www.econbiz.de/10003766756
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