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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Velasco, Carlos"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
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Zeitreihenanalyse
Time series analysis
7
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5
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4
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4
Nichtparametrisches Verfahren
3
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3
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Velasco, Carlos
Phillips, Peter C. B.
26
Taylor, Robert
18
Gil-Alaña, Luis A.
17
Leybourne, Stephen James
14
Moosa, Imad A.
14
Gupta, Rangan
12
Linton, Oliver
12
Chen, Xiaohong
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Koop, Gary
10
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Xiao, Zhijie
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9
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McAleer, Michael
9
Park, Joon Y.
9
Koopman, Siem Jan
8
Perron, Pierre
8
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Franses, Philip Hans
7
Gao, Jiti
7
Li, Jia
7
Teräsvirta, Timo
7
Yu, Jun
7
Chambers, Marcus J.
6
Chen, Rong
6
Francq, Christian
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Hong, Yongmiao
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Horváth, Lajos
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Newbold, Paul
6
Patton, Andrew J.
6
Tauchen, George Eugene
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Zakoïan, Jean-Michel
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Barigozzi, Matteo
5
Bhaskara Rao, Buddhavarapu
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Applied economics
Journal of econometrics
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The econometrics journal
2
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ECONIS (ZBW)
7
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1
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
2
Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 435-452
Persistent link: https://www.econbiz.de/10011348967
Saved in:
3
Distribution-free tests for time series models specification
Delgado, Miguel A.
;
Velasco, Carlos
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 128-137
Persistent link: https://www.econbiz.de/10003966969
Saved in:
4
Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos
;
Velasco, Carlos
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 209-221
Persistent link: https://www.econbiz.de/10008839927
Saved in:
5
A Wald test for the cointegration rank in nonstationary fractional systems
Avarucci, Marco
;
Velasco, Carlos
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 178-189
Persistent link: https://www.econbiz.de/10003877966
Saved in:
6
Sign tests for long-memory time series
Delgado, Miguel A.
;
Velasco, Carlos
- In:
Journal of econometrics
128
(
2005
)
2
,
pp. 215-251
Persistent link: https://www.econbiz.de/10003091283
Saved in:
7
Trend stationarity versus long-range dependence in time series analysis
Marmol, Francese
;
Velasco, Carlos
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10001656499
Saved in:
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