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language:"eng"
~isPartOf:"Econometric reviews"
~person:"Saikkonen, Pentti"
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Cointegration
2
Kointegration
2
Statistical test
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Statistischer Test
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Theorie
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Theory
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Nichtparametrisches Verfahren
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Saikkonen, Pentti
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Cavaliere, Giuseppe
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Kurozumi, Eiji
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Miller, J. Isaac
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Econometric reviews
Discussion papers of interdisciplinary research project 373
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Econometric theory
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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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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Macroeconomic dynamics
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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A review of systems cointegration tests
Hubrich, Kirsten
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Econometric reviews
20
(
2001
)
3
,
pp. 247-318
Persistent link: https://www.econbiz.de/10001606186
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2
Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
Saikkonen, Pentti
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 235-257
Persistent link: https://www.econbiz.de/10001404807
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