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subject:"Zeitreihenanalyse"
isPartOf:"Journal of macroeconomics"
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Zeitreihenanalyse
Estimation theory
41
Schätztheorie
41
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16
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16
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15
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12
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3
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3
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1
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1
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1
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Journal of macroeconomics
Journal of econometrics
309
Econometric theory
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
135
Discussion paper / Tinbergen Institute
98
Econometric reviews
87
International journal of forecasting
63
Working paper / Department of Econometrics and Business Statistics, Monash University
62
CREATES research paper
59
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53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied economics letters
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Cowles Foundation discussion paper
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
NBER Working Paper
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
The econometrics journal
36
Applied economics
34
Economic modelling
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Journal of the American Statistical Association : JASA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
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1
On tail fatness of macroeconomic dynamics
Liu, Xiaochun
- In:
Journal of macroeconomics
62
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012243478
Saved in:
2
Spurious regressions and near-multicollinearity, with an application to aid, policies and growth
Chatelain, Jean-Bernard
;
Ralf, Kirsten
- In:
Journal of macroeconomics
39
(
2014
)
1
,
pp. 85-96
Persistent link: https://www.econbiz.de/10010494123
Saved in:
3
What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?
Keating, John William
- In:
Journal of macroeconomics
38
(
2013
)
2
,
pp. 203-217
Persistent link: https://www.econbiz.de/10010372017
Saved in:
4
The uncertain unit root in real GNP : a re-examination: comment
Mishra, Tapas
- In:
Journal of macroeconomics
31
(
2009
)
1
,
pp. 167-172
Persistent link: https://www.econbiz.de/10003840485
Saved in:
5
Comments on "Testing for nonlinear structure and chaos in economic time series"
Hommes, Cars H.
;
Manzan, Sebastiano
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 169-174
Persistent link: https://www.econbiz.de/10003291157
Saved in:
6
A vector error-correction forecasting model of the US economy
Anderson, Richard G.
;
Hoffman, Dennis L.
;
Rasche, Robert H.
- In:
Journal of macroeconomics
24
(
2002
)
4
,
pp. 569-598
Persistent link: https://www.econbiz.de/10001729047
Saved in:
7
Comments on: "A vector error-correction forecasting model of the US economy"
Swanson, Norman R.
- In:
Journal of macroeconomics
24
(
2002
)
4
,
pp. 599-606
Persistent link: https://www.econbiz.de/10001729049
Saved in:
8
Comments on: "A vector error-correction forecasting model of the US economy"
Lastrapes, William Dean
- In:
Journal of macroeconomics
24
(
2002
)
4
,
pp. 607-611
Persistent link: https://www.econbiz.de/10001729050
Saved in:
9
More uncertainty about the unit root in US real GNP
Rothman, Philip
- In:
Journal of macroeconomics
19
(
1997
)
4
,
pp. 771-780
Persistent link: https://www.econbiz.de/10001229203
Saved in:
10
An empirical study of dynamic labor demand with integrated forcing processes
Amano, Robert A.
- In:
Journal of macroeconomics
19
(
1997
)
4
,
pp. 697-715
Persistent link: https://www.econbiz.de/10001229207
Saved in:
11
Testing for a unit root in time series with trend breaks
Lee, Jim
- In:
Journal of macroeconomics
18
(
1996
)
3
,
pp. 503-519
Persistent link: https://www.econbiz.de/10001201237
Saved in:
12
The role of detrending methods in a model of real business cycles
Park, Gonyung
- In:
Journal of macroeconomics
18
(
1996
)
3
,
pp. 479-501
Persistent link: https://www.econbiz.de/10001201238
Saved in:
13
High inflation rates and the long-run money demand function : evidence from cointegration tests
Choudhry, Taufiq
- In:
Journal of macroeconomics
17
(
1995
)
1
,
pp. 77-91
Persistent link: https://www.econbiz.de/10001179436
Saved in:
14
The size of the random walk in macroeconomic time series
Raj, Baldev
- In:
Journal of macroeconomics
15
(
1993
)
1
,
pp. 139-151
Persistent link: https://www.econbiz.de/10001140770
Saved in:
15
A generalized method of moments approach to estimating a "structural vector autoregression"
Hartley, Peter Reginald
- In:
Journal of macroeconomics
14
(
1992
)
2
,
pp. 199-232
Persistent link: https://www.econbiz.de/10001121073
Saved in:
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