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person:"Gil-Alaña, Luis A."
~person:"Stock, James H."
~person:"Watson, Mark W."
~subject:"Time series analysis"
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Time series analysis
Schätzung
331
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330
Zeitreihenanalyse
202
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111
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111
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101
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101
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97
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Gil-Alaña, Luis A.
Stock, James H.
Watson, Mark W.
Caporale, Guglielmo Maria
154
Gupta, Rangan
49
Koopman, Siem Jan
48
Pesaran, M. Hashem
41
Gao, Jiti
27
Kapetanios, George
26
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25
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24
Tiwari, Aviral Kumar
24
Chang, Tsangyao
23
Franses, Philip Hans
23
Härdle, Wolfgang
22
Sibbertsen, Philipp
22
Marcellino, Massimiliano
21
Chan, Joshua
20
Gil-Alana, Luis A.
20
Lütkepohl, Helmut
20
Moosa, Imad A.
20
Swanson, Norman R.
19
Lucas, André
18
Kunst, Robert M.
17
Nielsen, Morten Ørregaard
17
Bollerslev, Tim
16
Miller, Stephen M.
16
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16
Österholm, Pär
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Wolters, Maik H.
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14
Chang, Chia-Lin
14
Huber, Florian
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14
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14
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CESifo working papers
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5
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4
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ECONIS (ZBW)
202
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191
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994030
Saved in:
192
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994031
Saved in:
193
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10013420178
Saved in:
194
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 184-200
Persistent link: https://www.econbiz.de/10001222497
Saved in:
195
Evidence on structural instability in macroeconomic time series relations
Stock, James H.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10001203186
Saved in:
196
Evidence on structural instability in macroeconomic time series relations
Stock, James H.
;
Watson, Mark W.
-
1994
Persistent link: https://www.econbiz.de/10000896424
Saved in:
197
Evidence on structural instability in macroeconomic time series relations /James H. Stock; Mark W. Watson
Stock, James H.
-
1994
Persistent link: https://www.econbiz.de/10000920892
Saved in:
198
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
-
1994
Persistent link: https://www.econbiz.de/10000920895
Saved in:
199
Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.
-
1994
Persistent link: https://www.econbiz.de/10000920922
Saved in:
200
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
;
Watson, Mark W.
-
1994
Persistent link: https://www.econbiz.de/10000901620
Saved in:
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