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institution:"Loughborough University / Department of Economics"
subject:"Zeitreihenanalyse"
~institution:"European University Institute / Department of Economics"
~institution:"Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>"
~subject:"Unit root test"
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Zeitreihenanalyse
Unit root test
Theorie
287
Theory
287
Time series analysis
36
Estimation theory
22
Schätztheorie
22
USA
20
United States
20
Spieltheorie
16
Cointegration
15
Game theory
15
Kointegration
15
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14
Monetary policy
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12
Pricing strategy
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Learning process
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38
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38
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38
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38
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English
42
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Maravall Herrero, Agustín
12
Gómez, Víctor
5
Harvey, David I.
4
Marcellino, Massimiliano
3
Busse, Anja M.
2
Grillenzoni, Carlo
2
Haldrup, Niels
2
Leybourne, Stephen James
2
Lütkepohl, Helmut
2
Mills, Terence C.
2
Mizon, Grayham E.
2
Newbold, Paul
2
Rodrigues, Paulo M. M.
2
Alberola, Enrique
1
Artis, Michael J.
1
Banerjee, Anindya
1
Bornhorst, Fabian
1
Canova, Fabio
1
Chambers, Marcus J.
1
Dette, Holger
1
Fiorentini, Gabriele
1
Franses, Philip Hans
1
Georgiev, Iliyan
1
Ghysels, Eric
1
Hallin, Marc
1
Liška, Roman
1
López, J. Humberto
1
MacGarry, Joanne
1
Masten, Igor
1
Mathis, Alexandre
1
Meitz, Mika
1
Orts Ríos, Vicente
1
Pesavento, Elena
1
Peña, Daniel
1
Planas, Christophe
1
Podolskij, Mark
1
Proietti, Tommaso
1
Saikkonen, Pentti
1
Salmon, Mark H.
1
Taylor, Robert
1
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Loughborough University / Department of Economics
European University Institute / Department of Economics
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
Ekonomiska forskningsinstitutet <Stockholm>
46
Umeå universitet
11
Centre for Analytical Finance <Århus>
9
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
University of Strathclyde / Department of Economics
5
Institut für Höhere Studien
4
Shakai-Keizai-Kenkyūsho <Osaka>
4
University of Cambridge / Department of Applied Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
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3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Centre for International Macroeconomics
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
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EUI working paper / ECO
34
Economics discussion paper series / Loughborough University, Department of Economics
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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ECONIS (ZBW)
42
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1
Dynamic factors in the presence of block structure
Hallin, Marc
(
contributor
);
Liška, Roman
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724330
Saved in:
2
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724354
Saved in:
3
Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003652053
Saved in:
4
Near-optimal unit root tests with stationary covariates with better finite sample size
Pesavento, Elena
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338290
Saved in:
5
Lyapunov exponent for stochastic time series
Busse, Anja M.
(
contributor
);
Weihs, Claus
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002141497
Saved in:
6
Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
Dette, Holger
(
contributor
);
Podolskij, Mark
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142062
Saved in:
7
Comparing time series from experiments with and without spiralling
Theis, Winfried
(
contributor
);
Busse, Anja M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142269
Saved in:
8
Recent advances in cointegration analysis
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
Saved in:
9
The detection of hidden periodicities : a comparison of alternative methods
Artis, Michael J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001967335
Saved in:
10
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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