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03.6.1 The Central Limit Theor...
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Journal of econometrics
Discussion paper / Center for Economic Research, Tilburg University
33
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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
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2
Autocovariance functions of series and of their transforms
Abadir, Karim Maher
;
Talmain, Gabriel
- In:
Journal of econometrics
124
(
2005
)
2
,
pp. 227-252
Persistent link: https://www.econbiz.de/10002515537
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3
An I(d) model with trend and cycles
Abadir, Karim Maher
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 186-199
Persistent link: https://www.econbiz.de/10009270611
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4
Nelson-Plosser revisited : the ACF approach
Abadir, Karim Maher
;
Caggiano, Giovanni
;
Talmain, Gabriel
- In:
Journal of econometrics
175
(
2013
)
1
,
pp. 22-34
Persistent link: https://www.econbiz.de/10009749369
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5
Design-free estimation of variance matrices
Abadir, Karim Maher
;
Distaso, Walter
;
Žikeš, Filip
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 165-180
Persistent link: https://www.econbiz.de/10010473319
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6
Testing joint hypotheses when one of the alternatives is one-sided
Abadir, Karim Maher
;
Distaso, Walter
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 695-718
Persistent link: https://www.econbiz.de/10003569955
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7
Nonstationarity-extended local Whittle estimation
Abadir, Karim Maher
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1353-1384
Persistent link: https://www.econbiz.de/10003571465
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8
Two estimators of the long-run variance : beyond short memory
Abadir, Karim Maher
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
150
(
2009
)
1
,
pp. 56-70
Persistent link: https://www.econbiz.de/10003847512
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9
The sensitivity of OLS when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan
;
Magnus, Jan R.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10001400172
Saved in:
10
On tests and significance in econometrics
Keuzenkamp, Hugo A.
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10001333020
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