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~isPartOf:"Journal of econometrics"
~isPartOf:"Progress in spatial analysis : methods and applications"
~subject:"Kointegration"
~subject:"Systematischer Fehler"
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Search: subject_exact:"Aitken estimator"
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Kointegration
Systematischer Fehler
Kleinste-Quadrate-Methode
47
Least squares method
47
Estimation theory
23
Schätztheorie
23
Theorie
14
Theory
14
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12
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11
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Phillips, Peter C. B.
2
Wagner, Martin
2
Bun, Maurice J. G.
1
Chen, Willa W.
1
Cheng, Xu
1
Choi, Chi-young
1
Christensen, Bent Jesper
1
Grabarczyk, Peter
1
Hayakawa, Kazuhiko
1
Hong, Seung Hyun
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1
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Iacone, Fabrizio
1
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1
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1
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1
Pace, R. Kelley
1
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1
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1
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1
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Journal of econometrics
Progress in spatial analysis : methods and applications
Econometric reviews
6
Economics letters
6
IHS economics series : working paper
5
Discussion paper / Tinbergen Institute
4
Econometric theory
4
Reihe Ökonomie
4
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4
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3
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
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International Journal of Energy Economics and Policy : IJEEP
2
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2
International journal of economics and finance
2
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Nonstationary panels, panel cointegration, and dynamic panels
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ECONIS (ZBW)
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1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions
Wagner, Martin
;
Grabarczyk, Peter
;
Hong, Seung Hyun
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10012438321
Saved in:
3
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
Saved in:
4
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 741-760
Persistent link: https://www.econbiz.de/10010257671
Saved in:
5
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 155-165
Persistent link: https://www.econbiz.de/10009671329
Saved in:
6
Omitted variable biases of OLS and spatial lag models
Pace, R. Kelley
;
Lesage, James P.
- In:
Progress in spatial analysis : methods and applications
,
(pp. 17-28)
.
2010
Persistent link: https://www.econbiz.de/10003927379
Saved in:
7
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : some additional results
Hayakawa, Kazuhiko
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 202-208
Persistent link: https://www.econbiz.de/10008839928
Saved in:
8
Robust estimation for structural spurious regressions and a Hausman-type cointegration test
Choi, Chi-young
;
Hu, Ling
;
Ōgaki, Masao
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 327-351
Persistent link: https://www.econbiz.de/10003608205
Saved in:
9
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
Saved in:
10
Cointegration in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 263-298
Persistent link: https://www.econbiz.de/10003172781
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