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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Search: subject:"Error Correction Model"
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Cointegration
32
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Gil-Alaña, Luis A.
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Lütkepohl, Helmut
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Saikkonen, Pentti
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Breitung, Jörg
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Trenkler, Carsten
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Caporale, Guglielmo Maria
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Brüggemann, Ralf
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Herwartz, Helmut
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Applied economics
350
International Journal of Energy Economics and Policy : IJEEP
323
Economic modelling
263
Energy economics
227
International journal of economics and financial issues : IJEFI
187
Applied economics letters
179
Journal of econometrics
161
Economics letters
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
The empirical economics letters : a monthly international journal of economics
155
International journal of economics and finance
149
Theoretical and applied economics : GAER review
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Cogent economics & finance
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CESifo working papers
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Working paper
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International review of economics & finance : IREF
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MPRA Paper
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Econometric theory
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Journal of international money and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Economic research
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Research in international business and finance
60
Econometric reviews
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Journal of international financial markets, institutions & money
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Applied financial economics
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Global business review
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International journal of finance & economics : IJFE
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Panoeconomicus
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The North American journal of economics and finance : a journal of financial economics studies
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The Indian journal of economics
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The journal of developing areas
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance research letters
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Journal of macroeconomics
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Modern economy
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Oxford bulletin of economics and statistics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
32
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1
On the effects of aggregating cointegrated variables over time
Müller-Kademann, Christian
-
2002
Persistent link: https://www.econbiz.de/10001656711
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2
On the small sample properties of weak exogeneity tests in cointegrated VAR models
Brüggemann, Ralf
-
2002
Persistent link: https://www.econbiz.de/10001656715
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3
A parametric approach to the estimation of cointegration vectors in panel data
Breitung, Jörg
-
2002
Persistent link: https://www.econbiz.de/10001656716
Saved in:
4
Money and prices : an I(2) analysis for the euro Area
Holtemöller, Oliver
-
2002
Persistent link: https://www.econbiz.de/10001669945
Saved in:
5
The effects of ignoring level shifts on systems cointegration tests
Trenkler, Carsten
-
2002
Persistent link: https://www.econbiz.de/10001730272
Saved in:
6
Sources of German unemployment : a structural vector error correction analysis
Brüggemann, Ralf
-
2001
Persistent link: https://www.econbiz.de/10001596995
Saved in:
7
The transmission of German monetary policy in the pre-Euro period
Lütkepohl, Helmut
;
Wolters, Jürgen
-
2001
Persistent link: https://www.econbiz.de/10001637572
Saved in:
8
Testing for the cointegrating rank of a VAR process with level shift at unknown time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2001
Persistent link: https://www.econbiz.de/10001618757
Saved in:
9
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
10
Stability results for nonlinear vector autoregressions with an application to a nonlinear
error
correction
model
Saikkonen, Pentti
-
2001
Persistent link: https://www.econbiz.de/10001652439
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