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~isPartOf:"The review of economics and statistics"
~type:"article"
~subject:"Time series analysis"
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2
Lee, Tae-hwy
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The review of economics and statistics
Journal of econometrics
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of forecasting
114
Econometric reviews
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Oxford bulletin of economics and statistics
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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1
Simultaneous confidence regions for impulse responses
Jordà, Òscar
- In:
The review of economics and statistics
91
(
2009
)
3
,
pp. 629-647
Persistent link: https://www.econbiz.de/10003880349
Saved in:
2
Inference on via generalized spectrum and non-linear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
The review of economics and statistics
85
(
2003
)
4
,
pp. 1048-1062
Persistent link: https://www.econbiz.de/10001832972
Saved in:
3
The propagation of regional recessions
Hamilton, James D.
;
Owyang, Michael T.
- In:
The review of economics and statistics
94
(
2012
)
4
,
pp. 935-947
Persistent link: https://www.econbiz.de/10009668459
Saved in:
4
Nonlinear features of realized FX volatility
Maheu, John M.
;
McCurdy, Thomas H.
- In:
The review of economics and statistics
84
(
2002
)
4
,
pp. 668-681
Persistent link: https://www.econbiz.de/10001711218
Saved in:
5
On the size and power of system tests for cointegration
Bewley, Ronald A.
- In:
The review of economics and statistics
80
(
1998
)
4
,
pp. 675-679
Persistent link: https://www.econbiz.de/10001254683
Saved in:
6
Inference in cointegrated VAR systems
Warne, Anders
- In:
The review of economics and statistics
79
(
1997
)
3
,
pp. 508-511
Persistent link: https://www.econbiz.de/10001225755
Saved in:
7
Finding cointegration rank in high dimensional systems using the Johansen test : an illustration using data based Monte Carlo simulations
Ho, Mun S.
- In:
The review of economics and statistics
78
(
1996
)
4
,
pp. 726-732
Persistent link: https://www.econbiz.de/10001209682
Saved in:
8
Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 840
Persistent link: https://www.econbiz.de/10002223498
Saved in:
9
Modeling nonlinarity of business cycles : choosing between the CDR and STAR models
Jansen, Dennis W.
;
Oh, Wankeun
- In:
The review of economics and statistics
81
(
1999
)
2
,
pp. 344-349
Persistent link: https://www.econbiz.de/10001380915
Saved in:
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