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source:"econis"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Kointegration"
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Zeitreihenanalyse
Kointegration
Estimation theory
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Oxford bulletin of economics and statistics
Journal of econometrics
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Econometric reviews
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Economics letters
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International journal of forecasting
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Finance research letters
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Journal of forecasting
11
Journal of quantitative economics
10
Essays in honor of Joon Y. Park : econometric theory
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Journal of empirical finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy economics
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Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of economics and finance
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Journal of risk
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion paper / Centre for Economic Policy Research
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Discussion papers / CEPR
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Insurance / Mathematics & economics
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Journal of international financial markets, institutions & money
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Journal of mathematical finance
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Research in international business and finance
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European journal of operational research : EJOR
4
International journal of computational economics and econometrics : IJCEE
4
International journal of production economics
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International journal of production research
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ECONIS (ZBW)
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A guide to autoregressive distributed lag models for impulse response estimations
Baek, ChaeWon
;
Lee, Byoungchan
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1101-1122
Persistent link: https://www.econbiz.de/10013468543
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2
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
3
An IV test for a unit root in generally trending and correlated panels
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
5
,
pp. 752-764
Persistent link: https://www.econbiz.de/10011579106
Saved in:
4
Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
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