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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"DAE working paper"
~isPartOf:"The Japanese economic review : the journal of the Japanese Economic Association"
~person:"McAleer, Michael"
~subject:"Theorie"
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Zeitreihenanalyse
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Newbold, Paul
McAleer, Michael
Pesaran, M. Hashem
51
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The Japanese economic review : the journal of the Japanese Economic Association
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ECONIS (ZBW)
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1
Asymptotic properties of the estimator of the long-run coefficient in a dynamic model with integrated regressors and serially correlated errors
He, Zonglu
;
Maekawa, Koichi
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
54
(
2003
)
4
,
pp. 420-438
Persistent link: https://www.econbiz.de/10001866933
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2
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
3
,
pp. 239-252
Persistent link: https://www.econbiz.de/10001470195
Saved in:
3
On efficient estimation and correct inference in models with generated regressors : a general approach
McKenzie, Colin
- In:
The Japanese economic review : the journal of the …
48
(
1997
)
4
,
pp. 368-389
Persistent link: https://www.econbiz.de/10001235670
Saved in:
4
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000142719
Saved in:
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