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Harris, David
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ECONIS (ZBW)
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Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence
Harris, David
;
Leybourne, Stephen
;
McCabe, Brendan
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 395-409
Persistent link: https://www.econbiz.de/10008223084
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2
TESTING FOR LONG MEMORY
Harris, David
;
Mccabe, Brendan
;
Leybourne, Stephen
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10007896790
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3
Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach
Bu, Ruijun
;
Mccabe, Brendan
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10007911035
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4
MODIFIED KPSS TESTS FOR NEAR INTEGRATION
Harris, David
;
Leybourne, Stephen
;
Mccabe, Brendan
- In:
Econometric theory
23
(
2007
)
2
,
pp. 355-363
Persistent link: https://www.econbiz.de/10007614042
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5
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
Harris, David
;
Mccabe, Brendan
;
Leybourne, Stephen
- In:
Econometric theory
19
(
2003
)
5
,
pp. 829-864
Persistent link: https://www.econbiz.de/10006967469
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6
Stochastic cointegration: estimation and inference
Harris, David
;
Mccabe, Brendan
;
Leybourne, Stephen
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 363-384
Persistent link: https://www.econbiz.de/10006766555
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7
A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION
Mccabe, Brendan
;
Leybourne, Stephen
;
Harris, David
- In:
Econometric theory
22
(
2006
)
3
,
pp. 429-456
Persistent link: https://www.econbiz.de/10006955205
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