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subject:"Indien"
subject:"Sparen"
~isPartOf:"Journal of time series econometrics"
~subject:"Cointegration"
~subject:"Nonparametric statistics"
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Indien
Sparen
Cointegration
Nonparametric statistics
Estimation theory
59
Schätztheorie
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Time series analysis
39
Zeitreihenanalyse
39
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10
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10
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Allen, David E.
1
Asai, Manabu
1
Bardet, Jean-Marc
1
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1
Canepa, Alessandra
1
Contreras, Dulce
1
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Game, Aaron
1
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1
McAleer, Michael
1
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1
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1
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Journal of time series econometrics
Journal of econometrics
365
CEMMAP working papers / Centre for Microdata Methods and Practice
126
Econometric theory
125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
120
Econometric reviews
104
Economics letters
100
Journal of the American Statistical Association : JASA
77
The econometrics journal
69
Working paper / Department of Econometrics and Business Statistics, Monash University
50
Discussion papers of interdisciplinary research project 373
47
Cowles Foundation discussion paper
46
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
Discussion paper / Tinbergen Institute
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Discussion paper series / IZA
37
Econometrics : open access journal
37
Cowles Foundation Discussion Paper
35
Quantitative economics : QE ; journal of the Econometric Society
35
SFB 649 discussion paper
34
CREATES research paper
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Journal of quantitative economics : official journal of the Indian Econometric Society
33
The Indian economic journal
32
Econometrics papers
31
Applied economics letters
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
Economic modelling
27
European journal of operational research : EJOR
25
Boston College working papers in economics
24
The Indian journal of economics
23
Applied economics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
22
NBER working paper series
21
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Journal of applied econometrics
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NBER Working Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cambridge working papers in economics
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LSE STICERD Research Paper
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1
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
2
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
3
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
4
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
5
Local lagged adapted generalized method of moments : an innovative estimation and forecasting approach and its applications
Otunuga, Olusegun M.
;
Ladde, Gangaram S.
;
Ladde, Nathan G.
- In:
Journal of time series econometrics
11
(
2019
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10012022811
Saved in:
6
Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics
Bardet, Jean-Marc
;
Dola, Béchir
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011582764
Saved in:
7
Recursive adjustment for general deterministic components and improved cointegration rank tests
Born, Benjamin
;
Demetrescu, Matei
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
Saved in:
8
A covariate residual-based cointegration test applied to the CDS-bond basis
Game, Aaron
;
Wu, Jason
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 163-192
Persistent link: https://www.econbiz.de/10010225442
Saved in:
9
Testing for cointegration in the presence of moving average errors
Mallory, Mindy
;
Lence, Sergio H.
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-66
Persistent link: https://www.econbiz.de/10009713310
Saved in:
10
Nonparametric unit root test and structural breaks
Belaire-Franch, Jorge
;
Contreras, Dulce
- In:
Journal of time series econometrics
3
(
2011
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009623569
Saved in:
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