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~isPartOf:"The econometrics journal"
~language:"eng"
~person:"Saikkonen, Pentti"
~person:"Smyth, Russell"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Cointegration
Einheitswurzeltest
Theorie
4
Theory
4
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3
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3
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3
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structural identification
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vector autoregressive process
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Saikkonen, Pentti
Smyth, Russell
Leybourne, Stephen James
5
Larsson, Rolf
4
Bohn Nielsen, Heino
3
Hadri, Kaddour
3
Johansen, Søren
3
Lütkepohl, Helmut
3
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3
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3
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The econometrics journal
Energy economics
7
Econometric theory
6
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4
Australian economic papers
2
China economic review : an international journal
2
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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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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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of economics & business
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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1
Oxford bulletin of economics and statistics
1
Pacific economic review
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Resource and energy economics
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South Asia in the era of globalization : trade, industrialization, and welfare
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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ECONIS (ZBW)
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Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 414-435
Persistent link: https://www.econbiz.de/10003948827
Saved in:
2
Testing linearity in cointegrating transition regressions
Choi, In
;
Saikkonen, Pentti
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 341-365
Persistent link: https://www.econbiz.de/10002463466
Saved in:
3
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 287-310
Persistent link: https://www.econbiz.de/10001651359
Saved in:
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