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type_genre:"Non-commercial literature"
~isPartOf:"Applied economics letters"
~subject:"Kointegration"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Kointegration
Estimation theory
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Estimation
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Cook, Steven
2
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Applied economics letters
Journal of econometrics
62
Econometric theory
24
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18
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CREATES research paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Working paper / Department of Econometrics and Business Statistics, Monash University
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International journal of economics and financial issues : IJEFI
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International journal of forecasting
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Discussion papers of interdisciplinary research project 373
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
Saved in:
2
Dealing with an error correction model when trade balances are trend-stationary
Cantavella-Jordá, Manuel
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 882-886
Persistent link: https://www.econbiz.de/10010418326
Saved in:
3
Bootstrap test for seasonal cointegrating ranks
Seong, Byeongchan
- In:
Applied economics letters
20
(
2013
)
1/3
,
pp. 147-151
Persistent link: https://www.econbiz.de/10009700212
Saved in:
4
Modelling money demand : further evidence from an international comparison
Jawadi, Fredj
;
Sousa, Ricardo M.
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1052-1055
Persistent link: https://www.econbiz.de/10010195935
Saved in:
5
Estimation of a fractionally cointegrated demand system : evidence from the Japanese expenditure data
Ogura, Manami
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1023-1028
Persistent link: https://www.econbiz.de/10009633745
Saved in:
6
Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks
Tam, Pui Sun
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1061-1064
Persistent link: https://www.econbiz.de/10009655112
Saved in:
7
Residual-based tests for cointegration in models with multi-breaks
Masuda, Junya
- In:
Applied economics letters
15
(
2008
)
13/15
,
pp. 1001-1006
Persistent link: https://www.econbiz.de/10003801116
Saved in:
8
The power of single equation tests for cointegration
Cook, Steven
- In:
Applied economics letters
13
(
2006
)
5
,
pp. 265-267
Persistent link: https://www.econbiz.de/10003320420
Saved in:
9
Response surfaces for an F-test for cointegration
Turner, Paul
- In:
Applied economics letters
13
(
2006
)
8
,
pp. 479-482
Persistent link: https://www.econbiz.de/10003348008
Saved in:
10
Bootstrapping and hypothesis testing in non-stationary panel data
Emerson, Jamie
;
Kao, Chihwa
- In:
Applied economics letters
12
(
2005
)
5
,
pp. 313-318
Persistent link: https://www.econbiz.de/10002753378
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