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~subject:"Zeitreihenanalyse"
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A NOTE ON THE POOLING OF INDIV...
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Zeitreihenanalyse
Panel
111
Panel study
111
Unit root test
68
Einheitswurzeltest
57
Cointegration
53
Theorie
53
Theory
53
Kointegration
49
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12
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11
Factor analysis
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26
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English
38
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Westerlund, Joakim
25
Larsson, Rolf
13
Abadir, Karim Maher
5
Abadir, Karim M.
3
Narayan, Paresh Kumar
3
Karabiyik, Hande
2
Lyhagen, Johan
2
Löthgren, Mickael
2
Urbain, Jean-Pierre
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1
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1
Breitung, Jörg
1
Edgerton, David L.
1
Erickson, Kenneth Paul
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Gutierrez, Luciano
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Hornok, Attila
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Jacobson, Tor
1
Liu, Ruipeng
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Nordström, Marcus
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Pedroni, Peter Louis
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Ekonomiska forskningsinstitutet <Stockholm>
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
The econometrics journal
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Econometric theory
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Economics letters
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European review of agricultural economics : ERAE
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ECONIS (ZBW)
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How close is a fractional process to a random walk with drift?
Larsson, Rolf
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10011291296
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2
Bartlett corrections in cointegration testing
Jacobson, Tor
;
Larsson, Rolf
-
1996
Persistent link: https://www.econbiz.de/10000953744
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3
The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher
- In:
Econometric theory
12
(
1996
)
4
,
pp. 682-704
Persistent link: https://www.econbiz.de/10001210204
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4
The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher
;
Larsson, Rolf
-
1994
Persistent link: https://www.econbiz.de/10000895297
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5
Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf
;
Lyhagen, Johan
;
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000991637
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6
The joint moment generating function of quadratic forms in multivariate autoregressive series : the case with deterministic components
Abadir, Karim Maher
;
Larsson, Rolf
-
1998
Persistent link: https://www.econbiz.de/10001591530
Saved in:
7
Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf
;
Lyhagen, Johan
;
Löthgren, Mickael
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 109-142
Persistent link: https://www.econbiz.de/10001612299
Saved in:
8
The joint moment generating function of quadratic forms in multivariate autoregressive series : the case with deterministic components
Abadir, Karim Maher
;
Larsson, Rolf
- In:
Econometric theory
17
(
2001
)
1
,
pp. 221-246
Persistent link: https://www.econbiz.de/10001556101
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9
Biases of correlograms and of AR representations of stationary series
Abadir, Karim Maher
;
Larsson, Rolf
- In:
Journal of time series econometrics
4
(
2012
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009623506
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10
The finite sample distribution of the KPSS test
Hornok, Attila
;
Larsson, Rolf
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 108-121
Persistent link: https://www.econbiz.de/10001532226
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