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~isPartOf:"Econometric theory"
~language:"und"
~person:"Abadir, Karim M."
~person:"Lütkepohl, Helmut"
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Abadir, Karim M.
Lütkepohl, Helmut
Phillips, Peter C.B.
60
Neudecker, Heinz
45
Baltagi, Badi H.
38
Farebrother, R.W.
26
Linton, Oliver
25
Sapra, S.K.
23
Paruolo, Paolo
18
Saikkonen, Pentti
18
Wooldridge, Jeffrey M.
18
Choi, In
15
Taylor, A.M.Robert
15
Li, Qi
13
Phillips, P.C.B.
13
Cavaliere, Giuseppe
12
Horváth, Lajos
12
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12
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12
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11
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11
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10
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10
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10
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10
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10
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10
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9
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9
Harris, David
9
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9
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9
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8
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8
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8
Leybourne, Stephen J.
8
Liang, Hua
8
Ling, Shiqing
8
Smith, Richard J.
8
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Econometric theory
Econometric Theory
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1
UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION
Lütkepohl, Helmut
;
Rodrigues, Paulo M.M.
;
Balke, N.S.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10007896797
Saved in:
2
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING
Saikkonen, Pentti
;
Lütkepohl, Helmut
;
Trenkler, Carsten
- In:
Econometric theory
22
(
2006
)
1
,
pp. 15-68
Persistent link: https://www.econbiz.de/10006955265
Saved in:
3
A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES
Johansen, Søren
;
Lütkepohl, Helmut
- In:
Econometric theory
21
(
2005
)
3
,
pp. 653-658
Persistent link: https://www.econbiz.de/10006959947
Saved in:
4
THE MEAN-MEDIAN-MODE INEQUALITY: COUNTEREXAMPLES
Abadir, Karim M.
- In:
Econometric theory
21
(
2005
)
2
,
pp. 477-482
Persistent link: https://www.econbiz.de/10006960156
Saved in:
5
03.3.1. Normal's Deconvolution and the Independence of Sample Mean and Variance-Solution
Abadir, Karim M.
;
Magnus, Jan R.
- In:
Econometric theory
20
(
2004
)
4
,
pp. 805-807
Persistent link: https://www.econbiz.de/10006962878
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6
DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION
Abadir, Karim M.
;
Rockinger, Michael
- In:
Econometric theory
19
(
2003
)
5
,
pp. 778-811
Persistent link: https://www.econbiz.de/10006967471
Saved in:
7
Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
18
(
2002
)
2
,
pp. 313-348
Persistent link: https://www.econbiz.de/10006974575
Saved in:
8
ARTICLES - The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series: The Case with Deterministic Components
Abadir, Karim M.
;
Larsson, Rolf
- In:
Econometric theory
17
(
2001
)
1
,
pp. 222-246
Persistent link: https://www.econbiz.de/10006980329
Saved in:
9
ARTICLES - Testing for the Cointegrating Rank of a VAR Process with an Intercept
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
16
(
2000
)
3
,
pp. 373-406
Persistent link: https://www.econbiz.de/10006983609
Saved in:
10
ARTICLES - Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
15
(
1999
)
1
,
pp. 50-78
Persistent link: https://www.econbiz.de/10006989825
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