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Schätztheorie
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74
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Franses, Philip Hans
Phillips, Peter C. B.
300
Pesaran, M. Hashem
185
Gao, Jiti
164
Härdle, Wolfgang
146
Linton, Oliver
145
Andrews, Donald W. K.
137
Newey, Whitney K.
130
Chernozhukov, Victor
114
McAleer, Michael
110
Baltagi, Badi H.
107
Anderson, Kym
103
Chen, Xiaohong
103
Kapetanios, George
97
Swanson, Norman R.
96
Imbens, Guido
91
Gouriéroux, Christian
90
Heckman, James J.
89
White, Halbert
87
Lütkepohl, Helmut
84
Otsu, Taisuke
82
Lechner, Michael
81
Dette, Holger
80
Robinson, Peter M.
80
Wooldridge, Jeffrey M.
79
Koopman, Siem Jan
77
Lee, Lung-fei
77
Swinnen, Johan F. M.
77
Huang, Jikun
76
Li, Qi
75
Stock, James H.
75
Ullah, Aman
75
Bera, Anil K.
73
Horowitz, Joel
71
Nielsen, Morten Ørregaard
71
Simar, Léopold
71
Su, Liangjun
69
Cai, Zongwu
67
Dufour, Jean-Marie
67
Teräsvirta, Timo
67
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Report / Econometric Institute, Erasmus University Rotterdam
16
Discussion paper / Tinbergen Institute
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Econometric Institute research papers
7
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6
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4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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3
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3
Applied economics letters
2
ERIM report series research in management
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
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1
Testing integration and cointegration
1
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
73
EconStor
1
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1
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
2
Testing for treshold cointegration
Dijk, Dick van
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000934396
Saved in:
3
Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans
;
Paap, Richard
-
1996
Persistent link: https://www.econbiz.de/10000940695
Saved in:
4
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000944648
Saved in:
5
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans
;
Swanson, Norman R.
-
1996
Persistent link: https://www.econbiz.de/10000945706
Saved in:
6
On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans
;
Koop, Gary
-
1996
Persistent link: https://www.econbiz.de/10000945728
Saved in:
7
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
8
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
;
Haldrup, Niels
-
1993
Persistent link: https://www.econbiz.de/10000855228
Saved in:
9
Modeling item nonresponse in questionnaires
Franses, Philip Hans
;
Geluk, Irma
;
Homelen, Paul van
-
1998
-
Rev. vers
Persistent link: https://www.econbiz.de/10000985357
Saved in:
10
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
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