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~isPartOf:"Allgemeines statistisches Archiv : AStA : journal of the German Statistical Society"
~isPartOf:"Econometric theory"
~isPartOf:"The review of economics and statistics"
~subject:"Cointegration"
~subject:"Nonlinear regression"
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Cointegration
Nonlinear regression
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Wang, Qiying
8
Phillips, Peter C. B.
6
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2
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2
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Saikkonen, Pentti
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Allgemeines statistisches Archiv : AStA : journal of the German Statistical Society
Econometric theory
The review of economics and statistics
Journal of econometrics
164
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
91
Applied economics letters
79
Economic modelling
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Economics letters
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Applied economics
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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CESifo working papers
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Journal of economic dynamics & control
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Oxford bulletin of economics and statistics
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The empirical economics letters : a monthly international journal of economics
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Discussion papers of interdisciplinary research project 373
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Working paper / Department of Econometrics and Business Statistics, Monash University
21
International journal of finance & economics : IJFE
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Journal of applied econometrics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of macroeconomics
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The North American journal of economics and finance : a journal of financial economics studies
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SSE EFI working paper series in economics and finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Applied financial economics
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CAMA working paper series
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Finance research letters
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ECONIS (ZBW)
53
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1
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
2
Latent variable nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
;
Kasparis, Ioannis
- In:
Econometric theory
37
(
2021
)
1
,
pp. 138-168
Persistent link: https://www.econbiz.de/10012437045
Saved in:
3
Simple, robust, and accurate F and t tests in cointegrated systems
Hwang, Jungbin
;
Sun, Yixiao
- In:
Econometric theory
34
(
2018
)
5
,
pp. 949-984
Persistent link: https://www.econbiz.de/10011951445
Saved in:
4
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
5
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
6
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1173-1213
Persistent link: https://www.econbiz.de/10012704809
Saved in:
7
Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric theory
34
(
2018
)
4
,
pp. 754-789
Persistent link: https://www.econbiz.de/10011951426
Saved in:
8
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
Saved in:
9
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Duffy, James A.
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1387-1417
Persistent link: https://www.econbiz.de/10011810424
Saved in:
10
Nonlinear panel data models with distribution-free correlated random effects
Hsu, Yu-Chin
;
Shiu, Ji-Liang
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1075-1099
Persistent link: https://www.econbiz.de/10012704805
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