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subject:"Time series analysis"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Bauwens, Luc"
~person:"Meng, Ming"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Estimation theory
3
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3
Zeitreihenanalyse
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2
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Bauwens, Luc
Meng, Ming
Stock, James H.
5
Nelson, Daniel B.
3
Watson, Mark W.
3
Agiakloglou, Christos N.
2
Diebold, Francis X.
2
Elliott, Graham
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Lee, Hyejin
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Oh, Dong-Yop
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Technical working paper / National Bureau of Economic Research
CORE discussion paper : DP
5
Advances in econometrics
1
Annales d'économie et de statistique
1
Bayesian methods applied to time series data
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Econometrics : open access journal
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Stationarity and cointegration of health care expenditure and GDP : evidence from tests with smooth structural shifts
Lee, Hyejin
;
Oh, Dong-Yop
;
Meng, Ming
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 631-652
Persistent link: https://www.econbiz.de/10012056719
Saved in:
2
More powerful threshold cointegration tests
Oh, Dong-Yop
;
Lee, Hyejin
;
Meng, Ming
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 887-911
Persistent link: https://www.econbiz.de/10011949399
Saved in:
3
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
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