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person:"Lütkepohl, Helmut"
subject:"Schätztheorie"
~isPartOf:"Econometric theory"
~person:"Nielsen, Morten Ørregaard"
~subject:"Schätzung"
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Schätztheorie
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Estimation theory
8
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5
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Lütkepohl, Helmut
Nielsen, Morten Ørregaard
Phillips, Peter C. B.
21
Linton, Oliver
20
Lee, Lung-fei
12
Li, Qi
9
Saikkonen, Pentti
9
Andrews, Donald W. K.
8
Chen, Songnian
8
Pötscher, Benedikt M.
8
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7
Horváth, Lajos
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7
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7
Otsu, Taisuke
7
Wang, Qiying
7
Wooldridge, Jeffrey M.
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5
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5
Leeb, Hannes
5
Ling, Shiqing
5
Magnus, Jan R.
5
Perron, Pierre
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Econometric theory
Queen's Economics Department working paper
23
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
CREATES research paper
15
Journal of econometrics
10
DIW Berlin Discussion Paper
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Discussion papers of interdisciplinary research project 373
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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EUI working paper / ECO
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Journal of applied econometrics
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The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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Oxford bulletin of economics and statistics
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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1
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
2
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
36
(
2020
)
4
,
pp. 751-772
Persistent link: https://www.econbiz.de/10012258429
Saved in:
3
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
Saved in:
4
Unit root and cointegration testing
Lütkepohl, Helmut
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003894166
Saved in:
5
A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren
;
Lütkepohl, Helmut
- In:
Econometric theory
21
(
2005
)
3
,
pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
Saved in:
6
Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
15
(
1999
)
1
,
pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
Saved in:
7
Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut
- In:
Econometric theory
7
(
1991
)
4
,
pp. 487-496
Persistent link: https://www.econbiz.de/10001117737
Saved in:
8
Asymptotic distribution of the moving average coefficients of an estimated vector autoregressive process
Lütkepohl, Helmut
- In:
Econometric theory
4
(
1988
)
1
,
pp. 77-85
Persistent link: https://www.econbiz.de/10001049386
Saved in:
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