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~accessRights:"free"
~institution:"University of Cambridge / Department of Applied Economics"
~subject:"Cointegration"
~subject:"Theory"
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On testing sample selection bias under the multicollinearity problem
Yamagata, Takashi
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contributor
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2005
Persistent link: https://www.econbiz.de/10002846348
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2
General diagnostic tests for cross section dependence in panels
Pesaran, M. Hashem
(
contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153288
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3
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
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4
How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
Saved in:
5
Models for converging economies
Harvey, Andrew C.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001667282
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6
Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629728
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