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CURRENCY LINKAGES AMONG ASEAN
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Cointegration
166
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165
Estimation theory
138
Schätztheorie
138
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129
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129
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124
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124
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84
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84
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Phillips, Peter C. B.
12
Boswijk, Herman Peter
7
Johansen, Søren
6
Nielsen, Morten Ørregaard
6
Robinson, Peter M.
6
White, Halbert
6
Clark, Todd E.
5
Corradi, Valentina
5
Gao, Jiti
5
Lütkepohl, Helmut
5
Paruolo, Paolo
5
Rahbek, Anders
5
Xiao, Zhijie
5
Breitung, Jörg
4
Callaway, Brantly
4
Fan, Yanqin
4
Heckman, James J.
4
Saikkonen, Pentti
4
Swanson, Norman R.
4
Wagner, Martin
4
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3
Chen, Xiaohong
3
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3
Davidson, James E. H.
3
Han, Sukjin
3
Harris, David
3
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3
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3
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3
Sant'Anna, Pedro H. C.
3
Seo, Byeongseon
3
Shaikh, Azeem M.
3
Taylor, Robert
3
Tu, Yundong
3
Urbain, Jean-Pierre
3
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3
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Journal of econometrics
NBER working paper series
767
Applied economics
688
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643
MPRA Paper
620
NBER Working Paper
612
International Journal of Energy Economics and Policy : IJEEP
538
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533
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526
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498
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256
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251
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242
Discussion paper series / IZA
214
Journal of international financial markets, institutions & money
203
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195
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189
ASEAN economic bulletin
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Finance research letters
187
IMF Staff Country Reports
186
Theoretical and applied economics : GAER review
171
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Journal of Asian economics
164
The North American journal of economics and finance : a journal of financial economics studies
164
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159
Research in international business and finance
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
International economic journal
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CESifo Working Paper Series
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ECONIS (ZBW)
315
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1
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10
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315
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1
Granger causality, exogeneity,
cointegration
, and economic policy analysis
White, Halbert
;
Pettenuzzo, Davide
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 316-330
Persistent link: https://www.econbiz.de/10010256850
Saved in:
2
Geometric and long run aspects of Granger causality
Sadoon, Majid M. al-
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 558-568
Persistent link: https://www.econbiz.de/10010256866
Saved in:
3
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:
4
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
5
A test for volatility spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Saved in:
6
Residual log-periodogram inference for long-run relationships
Hassler, Uwe
;
Mármol, Francesc
;
Valasco, Carlos
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
Saved in:
7
Annals journal of econometrics: Causality and exogeneity in econometrics
Bauwens, Luc
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003348748
Saved in:
8
Causality and exogeneity in econometrics : editorial
Bauwens, Luc
;
Boswijk, Herman Peter
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 305-309
Persistent link: https://www.econbiz.de/10003348754
Saved in:
9
Granger causality and the sampling of economic processes
MacCrorie, J. Roderick
;
Chambers, Marcus J.
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 311-336
Persistent link: https://www.econbiz.de/10003348756
Saved in:
10
Short run and long run causality in time series : inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Eric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10003348758
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