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isPartOf:"Journal of applied econometrics"
subject:"USA"
~person:"Harvey, Andrew C."
~person:"Phillips, Peter C. B."
~subject:"Time series analysis"
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Harvey, Andrew C.
Phillips, Peter C. B.
Pesaran, M. Hashem
7
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Journal of applied econometrics
Cowles Foundation discussion paper
46
Journal of econometrics
17
Cowles Foundation Discussion Paper
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Economic time series with random walk and other nonstationary components
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Handbook of economic forecasting ; Vol. 1
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1
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Saved in:
2
Testing against smooth stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 415-429
Persistent link: https://www.econbiz.de/10001592354
Saved in:
3
Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Phillips, Peter C. B.
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001196180
Saved in:
4
Detrending, stylized facts and the business cycle
Harvey, Andrew C.
- In:
Journal of applied econometrics
8
(
1993
)
3
,
pp. 231-247
Persistent link: https://www.econbiz.de/10001147495
Saved in:
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