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institution:"European University Institute / Department of Economics"
subject:"Estimation theory"
~institution:"Umeå universitet"
~subject:"Kointegration"
~type:"book"
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Estimation theory
Kointegration
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Brännäs, Kurt
9
Lütkepohl, Helmut
9
Maravall Herrero, Agustín
7
Gómez, Víctor
4
Johansson, Per-Olov
4
Saikkonen, Pentti
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Monfardini, Chiara
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Olsson, Christina
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Pacini, Barbara
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European University Institute / Department of Economics
Umeå universitet
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
38
Ekonomiska forskningsinstitutet <Stockholm>
29
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
16
National Bureau of Economic Research
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Brown University / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Institut für Weltwirtschaft
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Law
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EUI working paper / ECO
33
Umeå economic studies
21
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ECONIS (ZBW)
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1
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724350
Saved in:
2
Factor-augmented error correction models
Banerjee, Anindya
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651962
Saved in:
3
Designing non-parametric estimates and tests for means
Schlag, Karl H.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003365687
Saved in:
4
Cointegration in panel date with breaks and cross-section dependence
Banerjee, Anindya
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003280708
Saved in:
5
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
6
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
7
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
8
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
9
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Saved in:
10
Recent advances in cointegration analysis
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
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