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Cointegration
162
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127
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127
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119
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Phillips, Peter C. B.
21
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18
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8
Leybourne, Stephen James
8
Johansen, Søren
7
Park, Joon Y.
7
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6
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6
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Paruolo, Paolo
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Rahbek, Anders
5
Shin, Dong-wan
5
Xiao, Zhijie
5
Cavaliere, Giuseppe
4
Chambers, Marcus J.
4
Gao, Jiti
4
Jong, Robert M. de
4
Perron, Pierre
4
Saikkonen, Pentti
4
Shin, Yongcheol
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Tu, Yundong
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Wagner, Martin
4
Wang, Qiying
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Burridge, Peter
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Choi, In
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Corradi, Valentina
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3
Linton, Oliver
3
Moon, Hyungsik Roger
3
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3
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Journal of econometrics
IMF Staff Country Reports
2,082
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1,020
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671
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635
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Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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International journal of economics and financial issues : IJEFI
229
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
219
O observador econômico e financeiro
215
Carta mensal : conferências proferidas nas reuniões smanais do Confederação Nacional do Comércio de Bens, Serviços e Turismo
214
International journal of economics and finance
209
IMF Working Paper
207
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202
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184
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ECONIS (ZBW)
271
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1
The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10003778212
Saved in:
2
The effect of data transformation on common cycle,
cointegration
and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
Saved in:
3
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process
Hsiao, Cheng
;
Wang, Siyan
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 427-463
Persistent link: https://www.econbiz.de/10003376092
Saved in:
4
A residual-based ADF test for stationary
cointegration
in I (2) settings
Gomez-Biscarri, Javier
;
Hualde, Javier
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 280-294
Persistent link: https://www.econbiz.de/10011339328
Saved in:
5
Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis
;
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 378-391
Persistent link: https://www.econbiz.de/10011349024
Saved in:
6
Analytical evaluation of the power of tests for the absence of
cointegration
Pesavento, Elena
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 349-384
Persistent link: https://www.econbiz.de/10002173152
Saved in:
7
Subsampling vector autoregressive tests of linear constraints
Choi, In
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 55-89
Persistent link: https://www.econbiz.de/10002439389
Saved in:
8
Point optimal tests of the null hypothesis of
cointegration
Jansson, Michael
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 187-201
Persistent link: https://www.econbiz.de/10002439487
Saved in:
9
Inference on the
cointegration
rank in fractionally integrated processes
Breitung, Jörg
;
Hassler, Uwe
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10001703506
Saved in:
10
Nonlinear minimization estimators in the presence of cointegrating relations
Jong, Robert M. de
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 241-259
Persistent link: https://www.econbiz.de/10001703512
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