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isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
type_genre:"Arbeitspapier"
~isPartOf:"Economics discussion papers"
~subject:"Autocorrelation"
~subject:"Kointegration"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Duffy, James A.
-
2015
Persistent link: https://www.econbiz.de/10011286018
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2
Asymptotic theory for cointegration analysis when the cointegration rank is deficient
Bernstein, David
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010458257
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3
Multivariate trend comparisons between autocorrelated climate series with general trend regression
McKitrick, Ross
;
Vogelsang, Timothy J.
-
2011
Persistent link: https://www.econbiz.de/10009500892
Saved in:
4
Properties of estimated characteristic roots
Nielsen, Bent
;
Bohn Nielsen, Heino
-
2008
Persistent link: https://www.econbiz.de/10003807439
Saved in:
5
A parametric approach to the estimation of cointegration vectors in panel data
Breitung, Jörg
-
2002
Persistent link: https://www.econbiz.de/10001656716
Saved in:
6
Nonparametric kernel estimation of evolutionary autoregressive processes
Kim, Woocheol
-
2001
Persistent link: https://www.econbiz.de/10001663376
Saved in:
7
Kernel estimation of functional coefficients in nonparametric ARX time series models
Kim, Woocheol
-
2001
Persistent link: https://www.econbiz.de/10001663377
Saved in:
8
Nonparametric estimation in a nonlinear cointegration type model
Karlsen, Hans Arnfinn
;
Myklebust, Terje
;
Tjostheim, Dag
-
2000
Persistent link: https://www.econbiz.de/10001485496
Saved in:
9
Theoretical properties of two estimators in partially linear single-index measurement error models
Liang, Hua
;
Wang, Naisyin
-
1999
Persistent link: https://www.econbiz.de/10001470780
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