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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
type_genre:"Graue Literatur"
~accessRights:"free"
~isPartOf:"Discussion paper / Statistics Netherlands"
~isPartOf:"Série des documents de travail"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Kointegration
Estimation theory
191
Schätztheorie
191
Time series analysis
74
Zeitreihenanalyse
74
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Estimation
41
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41
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31
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24
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24
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23
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14
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Gao, Jiti
8
Dong, Chaohua
3
Cai, Biqing
2
Peng, Bin
2
Tjostheim, Dag
2
Yin, Jiying
2
Athanasopoulos, George
1
Bakker, Bart F. M.
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Donga, Chaohua
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Heijden, Peter G. van der
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Juodis, Artūras
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Li, Degui
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1
Poskitt, Donald Stephen
1
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1
Scholtus, Sander
1
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1
Tu, Yundong
1
Vahid, Farshid
1
Waal, Ton de
1
Wolf, Peter-Paul de
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Statistics Netherlands
Série des documents de travail
CREATES research paper
14
Cowles Foundation discussion paper
13
Discussion paper / Tinbergen Institute
7
Discussion papers / Department of Economics, University of Copenhagen
7
Discussion papers of interdisciplinary research project 373
5
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Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
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2
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ECONIS (ZBW)
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Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
2
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
3
Correcting for linkage errors in contingency tables : a cautionary tale
Scholtus, Sander
;
Shlomo, Natalie
;
Waal, Ton de
-
2020
Persistent link: https://www.econbiz.de/10012174811
Saved in:
4
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
5
A general framework for multiple : recapture estimation that incorporates linkage error correction
Zult, Daan
;
Wolf, Peter-Paul de
;
Bakker, Bart F. M.
; …
-
2019
Persistent link: https://www.econbiz.de/10012174751
Saved in:
6
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2016
-
Revised 14, 08
Persistent link: https://www.econbiz.de/10011781762
Saved in:
7
Orthogonal series estimation in nonlinear cointegrating models with endogeneity
Cai, Biqing
;
Dong, Chaohua
;
Gao, Jiti
-
2015
Persistent link: https://www.econbiz.de/10011781377
Saved in:
8
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
9
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2014
Persistent link: https://www.econbiz.de/10010245240
Saved in:
10
Hermite series estimation in nonlinear cointegrating models
Cai, Biqing
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10009789500
Saved in:
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