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type_genre:"Article in journal"
person:"Robinson, Peter M."
~subject:"Kointegration"
~person:"Neto, David"
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Search: subject_exact:"Estimation theory"
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Kointegration
Estimation theory
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10
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Nichtparametrisches Verfahren
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Robinson, Peter M.
Neto, David
Phillips, Peter C. B.
14
Paruolo, Paolo
8
Ramírez, Miguel D.
8
Wagner, Martin
8
Johansen, Søren
7
Boswijk, Herman Peter
6
Kurita, Takamitsu
6
Bohn Nielsen, Heino
5
Chambers, Marcus J.
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5
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4
Lütkepohl, Helmut
4
Nielsen, Morten Ørregaard
4
Rahbek, Anders
4
Tang, Chor Foon
4
Taylor, Robert
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Tu, Yundong
4
Anderson, Richard G.
3
Carrion i Silvestre, Josep Lluís
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Demetrescu, Matei
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Doornik, Jurgen A.
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Gao, Jiti
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Hoffman, Dennis L.
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Hsiao, Cheng
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Hualde, Javier
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Lee, Hyejin
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Maki, Daiki
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Moosa, Imad A.
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Mosconi, Rocco
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Rasche, Robert H.
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Schweikert, Karsten
3
Seong, Byeongchan
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Łasak, Katarzyna
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Journal of econometrics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
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1
Penalized leads-and-lags cointegrating regression : a simulation study and two empirical applications
Neto, David
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 949-971
Persistent link: https://www.econbiz.de/10014329094
Saved in:
2
Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank's monetary policy strategy
Neto, David
- In:
International economics : a journal published by CEPII …
144
(
2015
),
pp. 83-94
Persistent link: https://www.econbiz.de/10011525395
Saved in:
3
Testing and estimating time-varying elasticities of Swiss gasoline demand
Neto, David
- In:
Energy economics
34
(
2012
)
6
,
pp. 1755-1762
Persistent link: https://www.econbiz.de/10009687888
Saved in:
4
Semiparametric inference in multivariate fractionally cointegrated systems
Hualde, J.
;
Robinson, Peter M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 492-511
Persistent link: https://www.econbiz.de/10008662973
Saved in:
5
Root-n-consistent estimation of weak fractional cointegration
Hualde, J.
;
Robinson, Peter M.
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 450-484
Persistent link: https://www.econbiz.de/10003569882
Saved in:
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