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~person:"Phillips, Peter C. B."
~person:"Strachan, Rodney W."
~subject:"Kointegration"
~subject:"Modellierung"
~subject:"Zeitreihenanalyse"
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Kointegration
Modellierung
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Cointegration
121
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59
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59
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41
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Phillips, Peter C. B.
Strachan, Rodney W.
Caporale, Guglielmo Maria
232
Gil-Alaña, Luis A.
176
Lütkepohl, Helmut
101
McAleer, Michael
97
Narayan, Paresh Kumar
97
Bahmani-Oskooee, Mohsen
87
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86
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85
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82
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71
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68
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68
Shahbaz, Muhammad
67
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63
Chang, Tsangyao
58
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52
Breitung, Jörg
51
Jusélius, Katarina
51
Pesaran, M. Hashem
51
Herzer, Dierk
50
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50
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50
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48
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47
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46
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45
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44
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44
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44
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43
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42
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42
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42
Beckmann, Joscha
41
Gil-Alana, Luis A.
39
Apergēs, Nikolaos
38
Gao, Jiti
38
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38
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ECONIS (ZBW)
123
EconStor
3
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Dynamic panel modeling of climate change
Phillips, Peter C. B.
- In:
Econometrics : open access journal
8
(
2020
)
3/30
,
pp. 1-28
standard dynamic panel regression and
cointegration
techniques that have been used in earlier research. The findings reveal …
Persistent link: https://www.econbiz.de/10012265695
Saved in:
2
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
3
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
Strachan, Rodney W.
;
van Dijk, Herman K.
-
2008
volatility
in the disturbances. The risk of a liquidity trap in the U.S.A. and Japan is evaluated. Although this risk found to be …
Persistent link: https://www.econbiz.de/10010325721
Saved in:
4
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
Strachan, Rodney W.
;
van Dijk, Herman K.
-
2010
) processes. The linear VAR model is extendedto permit
cointegration
, a range of deterministic processes, equilibrium restrictions …
Persistent link: https://www.econbiz.de/10010326026
Saved in:
5
Testing for
cointegration
using principal component methods
Phillips, Peter C. B.
;
Ouliaris, Sam
-
1987
Persistent link: https://www.econbiz.de/10000740642
Saved in:
6
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
5
,
pp. 1057-1111
Persistent link: https://www.econbiz.de/10001405853
Saved in:
7
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
Saved in:
8
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik R.
-
1999
Persistent link: https://www.econbiz.de/10001389313
Saved in:
9
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
Saved in:
10
Vector autoregressions and causality
Toda, Hiro Y.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
6
,
pp. 1367-1393
Persistent link: https://www.econbiz.de/10001155091
Saved in:
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