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subject:"Kointegration"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~person:"Phillips, Peter C. B."
~person:"Taylor, Robert"
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Kointegration
Time series analysis
Theorie
16
Theory
16
Zeitreihenanalyse
9
Einheitswurzeltest
6
Unit root test
6
Bootstrap approach
4
Bootstrap-Verfahren
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(periodic) nonstationary volatility
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Phillips, Peter C. B.
Taylor, Robert
Spanos, Aris
6
Andreou, Elena
4
Franses, Philip Hans
4
Kilian, Lutz
4
Dagum, Estela Bee
3
Johansen, Søren
3
Maasoumi, Esfandiar
3
Maddala, Gangadharrao S.
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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Econometric reviews
Cowles Foundation discussion paper
49
Journal of econometrics
24
Econometric theory
19
Cowles Foundation Discussion Paper
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Department of Economics discussion paper / Department of Economics, The University of Birmingham
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of empirical finance
4
The econometrics journal
4
Oxford bulletin of economics and statistics
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Economic time series with random walk and other nonstationary components
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Essays in honor of Joon Y. Park : econometric theory
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International economic review
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Time series analysis : in memory of E. J. Hannan
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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1
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
2
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
3
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
4
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
5
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
6
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
7
Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometric reviews
19
(
2000
)
3
,
pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
Saved in:
8
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
Saved in:
9
A Bayesian analysis of trend determination in economic time series
Zivot, Eric
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 291-336
Persistent link: https://www.econbiz.de/10001172763
Saved in:
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