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~isPartOf:"CREATES research paper"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~subject:"Scientific modelling"
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Search: subject_exact:"Signifikanztest"
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Cointegration
Einheitswurzeltest
Scientific modelling
Statistical test
32
Statistischer Test
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Estimation theory
12
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12
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11
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11
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Teräsvirta, Timo
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Würtz, Allan H.
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Gørgens, Tue
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Hansen, Peter Reinhard
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Lunde, Asger
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CREATES research paper
Journal of econometrics
51
Econometric reviews
23
Applied economics letters
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Econometric theory
19
Economics letters
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14
The econometrics journal
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IHS economics series : working paper
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Cowles Foundation discussion paper
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Econometrics : open access journal
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Reihe Ökonomie
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of time series econometrics
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Economic modelling
5
The empirical economics letters : a monthly international journal of economics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
2
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
-
2012
Persistent link: https://www.econbiz.de/10009621930
Saved in:
3
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779696
Saved in:
4
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008663980
Saved in:
5
A bootstrap cointegrated rank test for panels of VAR models
Callot, Laurent A. F.
-
2010
Persistent link: https://www.econbiz.de/10008746090
Saved in:
6
Estimating the effect of a variable in a high-dimensional regression model
Jensen, Peter Sandholt
;
Würtz, Allan H.
-
2010
Persistent link: https://www.econbiz.de/10008746094
Saved in:
7
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
8
Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue
;
Würtz, Allan H.
-
2009
Persistent link: https://www.econbiz.de/10003903437
Saved in:
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