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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Perron, Pierre"
~subject:"Time series analysis"
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Schätztheorie
Time series analysis
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1860-1986
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Perron, Pierre
Andrews, Donald W. K.
18
Phillips, Peter C. B.
17
Newey, Whitney K.
14
Robinson, Peter M.
9
Horowitz, Joel
8
Franses, Philip Hans
7
White, Halbert
7
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Ploberger, Werner
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Kleibergen, Frank
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Lewbel, Arthur
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Ridder, Geert
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Daníelsson, Jón
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Hirano, Keisuke
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Econometric theory
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
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The econometrics journal
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Econometric Research Program research memorandum
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Cahier / Département de Sciences Économiques, Université de Montréal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of forecasting
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Special issue on new developments in time series econometrics
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Annales d'économie et de statistique
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Applied economics
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CREATES research paper
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Cahiers de recherche / Département de Science Economique, Faculté des Sciences Sociales, Université d'Ottawa
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Economic behaviour and policy choice under price stability : proceedings of a conference held at the Bank of Canada, October 1993
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Global COE Hi-Stat discussion paper series
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Research in economics : an international review of economics
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ECONIS (ZBW)
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Estimating and testing structural changes in multivariate regressions
Qu, Zhongjun
;
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
2
,
pp. 459-502
Persistent link: https://www.econbiz.de/10003462410
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2
Estimating and testing linear models with multiple structural changes
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 47-78
Persistent link: https://www.econbiz.de/10001233472
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3
A continuous time approximation to the unstable first-order autoregressive process : the case without an intercept
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
1
,
pp. 211-236
Persistent link: https://www.econbiz.de/10001102743
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4
The great crash, the oil price shock, and the unit root hypothesis
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
6
,
pp. 1361-1401
Persistent link: https://www.econbiz.de/10001078849
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