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Zeitreihenanalyse
676
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673
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388
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388
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346
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346
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162
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Phillips, Peter C. B.
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10
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10
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9
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8
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8
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8
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8
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Journal of econometrics
Applied economics
1,396
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1,038
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1,015
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804
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797
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780
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738
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708
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700
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697
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643
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622
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612
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561
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560
Scottish journal of political economy : the journal of the Scottish Economic Society
555
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554
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523
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491
Oxford bulletin of economics and statistics
487
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
463
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
453
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442
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420
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408
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396
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389
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385
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375
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374
National Institute economic review
362
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335
IMF Working Papers
334
Quarterly bulletin / Bank of England
316
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293
The Manchester School of Economic and Social Studies
289
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ECONIS (ZBW)
805
USB Cologne (EcoSocSci)
1
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1
Trend stationarity in the I(2)
cointegration
model
Rahbek, Anders
;
Kongsted, Hans Christian
;
Jørgensen, …
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
Saved in:
2
Tests of cointegrating rank with a trend-break
Inoue, Atsushi
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10001382112
Saved in:
3
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
4
Common trends and cycles in I(2) VAR systems
Paruolo, Paolo
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 143-168
Persistent link: https://www.econbiz.de/10003320254
Saved in:
5
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:
6
Functional-coefficient
cointegration
models
Xiao, Zhijie
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 81-92
Persistent link: https://www.econbiz.de/10003892686
Saved in:
7
Speed of adjustment in cointegrated systems
Fanelli, Luca
;
Paruolo, Paolo
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 130-141
Persistent link: https://www.econbiz.de/10008826868
Saved in:
8
Likelihood based testing for no fractional
cointegration
Łasak, Katarzyna
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 67-77
Persistent link: https://www.econbiz.de/10008826875
Saved in:
9
Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables
Georgiev, Iliyan
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 37-50
Persistent link: https://www.econbiz.de/10008826877
Saved in:
10
Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 262-273
Persistent link: https://www.econbiz.de/10008839956
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