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Phillips, Peter C. B.
7
Leybourne, Stephen James
5
Magnus, Jan R.
5
Clements, Michael P.
4
Perron, Pierre
4
Saikkonen, Pentti
4
Taylor, Robert
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Bauwens, Luc
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Hendry, David F.
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Horváth, Lajos
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Hsu, Yu-Chin
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Huber, Martin
3
Johansen, Søren
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Kiviet, J. F.
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Koop, Gary
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Koopman, Siem Jan
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Larsson, Rolf
3
Lee, Lung-fei
3
Lütkepohl, Helmut
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Newbold, Paul
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Orme, Chris D.
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Yamagata, Takashi
3
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2
Breitung, Jörg
2
Cavaliere, Giuseppe
2
Dahl, Christian M.
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Ericsson, Neil R.
2
Fan, Jianqing
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Godfrey, L. G.
2
Hadri, Kaddour
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Harvey, David I.
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Hausman, Jerry A.
2
Hoderlein, Stefan
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Iskhakov, Fedor
2
Kapetanios, George
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(EC)2 <21, 2010, Toulouse>
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(EC)2 Conference <7, 1996, Florenz>
1
Royal Economic Society
1
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1
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The econometrics journal
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6,783
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5,335
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2,905
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2,436
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Computers & operations research : and their applications to problems of world concern ; an international journal
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CESifo Working Paper
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1,829
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1,816
Journal of public economics
1,753
Economic modelling
1,715
CESifo Working Paper Series
1,683
Discussion paper / Center for Economic Research, Tilburg University
1,669
Journal of econometrics
1,626
Applied economics
1,621
IZA Discussion Paper
1,585
IMF working papers
1,529
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,516
Management science : journal of the Institute for Operations Research and the Management Sciences
1,515
Discussion papers / CEPR
1,458
Journal of monetary economics
1,450
Journal of banking & finance
1,418
Public choice
1,403
International journal of production economics
1,376
International economic review
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ECONIS (ZBW)
255
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1
Modelling portfolio defaults using hidden Markov models with covariates
Banachewicz, Konrad
;
Lucas, André
;
Vaart, Aad W. van der
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 155-171
Persistent link: https://www.econbiz.de/10003648671
Saved in:
2
Exact formulas for the Hodrick-Prescott filter
McElroy, Tucker
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 209-217
Persistent link: https://www.econbiz.de/10003648736
Saved in:
3
Semiparametric estimation of single-index hazard functions without proportional hazards
Gørgens, Tue
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003320189
Saved in:
4
Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.
;
Orme, Chris D.
;
Silva, João Santos
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
Saved in:
5
Further results on optimal critical values of pre-test when estimating the regression error variance
Wan, Alan T. K.
;
Zou, Guohua
;
Ohtani, Kazuhiro
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 159-176
Persistent link: https://www.econbiz.de/10003320231
Saved in:
6
Consistent estimation of binary-choice panel data models with heterogeneous linear trends
Thomas, Alban
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 177-195
Persistent link: https://www.econbiz.de/10003352015
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7
Joint hypothesis specification for unit root tests with a structural bank
Carrion i Silvestre, Josep Lluís
;
Sansó, Andreu
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 196-224
Persistent link: https://www.econbiz.de/10003352017
Saved in:
8
Unit root tests and structural change when the initial observation is drawn from its unconditional distribution
Liu, Hui
;
Rodriguez, Gabriel
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 225-251
Persistent link: https://www.econbiz.de/10003352019
Saved in:
9
Instrumental variables estimation of stationary and non-stationary cointegrating regressions
Robinson, Peter M.
;
Gerolimetto, Margherita
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 291-306
Persistent link: https://www.econbiz.de/10003352040
Saved in:
10
Semiparametric estimation and testing of the trend of temperature series
Gao, Jiti
;
Hawthorne, Kim
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 332-355
Persistent link: https://www.econbiz.de/10003352060
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