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~subject:"General equilibrium"
~subject:"Time series analysis"
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Search: subject_exact:"Modellspezifikation"
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Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
2
Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003842064
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3
Unit root model selection
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724266
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4
Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724269
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5
Long memory and long run variation
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724271
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6
Two algorithms for solving the Walrasian equilibrium inequalities
Brown, Donald J.
(
contributor
); …
-
2006
-
[Rev.]
Persistent link: https://www.econbiz.de/10003461604
Saved in:
7
Indeterminacy, nonparametric calibration and counterfactual equilibria
Brown, Donald J.
;
Kannan, Ravindran
-
2003
Persistent link: https://www.econbiz.de/10001767939
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8
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
9
Distribution-free specification tests for dynamic linear models
Delgado, Miguel A.
;
Hidalgo, Javier
;
Velasco, Carlos
- In:
The econometrics journal
12
(
2009
),
pp. 105-134
Persistent link: https://www.econbiz.de/10003876439
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10
Data mining reconsidered : encompassing and the general-to-specific approach to specification search
Hoover, Kevin D.
;
Perez, Stephen J.
- In:
The econometrics journal
2
(
1999
)
2
,
pp. 167-191
Persistent link: https://www.econbiz.de/10001515235
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