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Integrated modified OLS estima...
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Theorie
76
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cointegration
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unit roots
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Wagner, Martin
262
Vogelsang, Timothy J.
125
Hlouskova, Jaroslava
52
Bauer, Dietmar
26
Bunzel, Helle
13
Kiefer, Nicholas M.
12
Hong, Seung Hyun
10
Müller-Fürstenberger, Georg
9
Schneider, Ulrike
9
Franses, Philip Hans
8
Schmidheiny, Kurt
8
Grabarczyk, Peter
7
Kiefer, Nicholas Maximilian
7
Ng, Serena
7
Perron, Pierre
7
Westerlund, Joakim
6
Knorre, Fabian
5
Sögner, Leopold
5
Wied, Dominik
5
Yang, Jingjing
5
Zeileis, Achim
5
Derber, Milton
4
Grupe, Maximilian
4
Nævdal, Eric
4
Reynolds, Julia E.
4
Sayginsoy, Özgen
4
Conlin, Michael
3
Frondel, Manuel
3
Gonçalves, Sílvia
3
Hashimzade, Nigar
3
Jennings, Ken
3
McAndrew, Ian
3
O'Donoghue, Ted
3
Osbat, Chiara
3
Pedroni, Peter Louis
3
Reichold, Karsten
3
Stypka, Oliver
3
Sun, Yiqiao
3
Tomljanovich, Marc
3
Zambrano, Eduardo
3
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Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
20
Department Volkswirtschaftlehre, Universität Bern
11
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3
Department of Economics, Boston College
2
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2
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2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
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1
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1
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1
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Pi-Day Econometrics Conference <2019, Boston, Mass.>
1
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1
Verein für Socialpolitik - VfS
1
Vienna Workshop on Economic Forecasting <1., 2018, Wien>
1
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IHS economics series : working paper
20
Econometric theory
19
Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
19
Reihe Ökonomie
18
Reihe Ökonomie / Economics Series
18
Journal of econometrics
14
Diskussionsschriften
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
8
Diskussionsschriften / Universität Bern, Volkswirtschaftliches Institut
8
Econometric Theory
8
Econometric reviews
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Reihe Ökonomie / Institut für Höhere Studien (IHS), Wien
7
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
IHS Working Paper
6
IHS working paper
6
Journal of Econometrics
6
Econometrica
4
Econometrics : open access journal
4
Oxford bulletin of economics and statistics
4
The econometrics journal
4
Econometrics
3
Journal of empirical finance
3
Working Papers / Center for Analytic Economics, Department of Economics
3
Arbeitspapier / Universität Mannheim, Fakultät für Betriebswirtschaftslehre
2
CAE working paper
2
Discussion paper / Tinbergen Institute
2
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
2
ECB Working Paper
2
EUI working paper
2
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
2
Econometric Reviews
2
Econometrics Journal
2
Economics Working Papers / Department of Economics, European University Institute
2
Empirical Economics
2
Finanz- und volkswirtschaftliche Zeitfragen
2
Industrial and Labor Relations Review
2
International economic review
2
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ECONIS (ZBW)
189
RePEc
91
OLC EcoSci
39
EconStor
34
USB Cologne (EcoSocSci)
12
Other ZBW resources
2
USB Cologne (business full texts)
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71
A new asymptotic theory for heteroskedasticity-autocorrelation robust tests
Kiefer, Nicholas Maximilian
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003148418
Saved in:
72
Fixed-b asymptotic approximation of the sampling behavior of nonparametric spectral density estimators
Hashimzade, Nigar
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003274794
Saved in:
73
Powerful trend function tests that are robust to strong serial correlation, with an application to the Prebisch-Singer hypthesis
Bunzel, Helle
;
Vogelsang, Timothy J.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 381-394
Persistent link: https://www.econbiz.de/10003193412
Saved in:
74
A new asymptotic theory for heteroskedasticity : autocorrelation robust tests
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1130-1164
Persistent link: https://www.econbiz.de/10003193574
Saved in:
75
Testing for common deterministic trend slopes
Vogelsang, Timothy J.
;
Franses, Philip Hans
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10002538623
Saved in:
76
Powerful tests of structural change that are robust to strong serial correlation
Sayginsoy, Özgen
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002707940
Saved in:
77
Real exchange rates and purchasing power parity
Dornbusch, Rudiger
- In:
Trade theory and economic reform: North, South, and …
,
(pp. 3-24)
.
1991
Persistent link: https://www.econbiz.de/10001277517
Saved in:
78
A simple test of the law of demand for the United States
Zambrano, Eduardo
;
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 1011-1020
Persistent link: https://www.econbiz.de/10001500180
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79
Heteroskedasticity-autocorrelation robust standard errors using the Bartlett Kernel without truncation
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 2093-2095
Persistent link: https://www.econbiz.de/10001702262
Saved in:
80
Simple robust testing of regression hypothesis: a comment
Abadir, Karim Maher
;
Paruolo, Paolo
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 2097-2099
Persistent link: https://www.econbiz.de/10001702266
Saved in:
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