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isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Search: subject_exact:"Causality analysis"
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Hildebrandt, Lutz
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Breitung, Jörg
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International Journal of Energy Economics and Policy : IJEEP
240
NBER working paper series
200
Discussion paper series / IZA
178
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168
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Structural equation models for finite mixtures : simulation results and empirical applications
Temme, Dirk
;
Williams, John R.
;
Hildebrandt, Lutz
-
2002
Persistent link: https://www.econbiz.de/10001684894
Saved in:
2
A Monte Carlo study of stuctural equation models for finite mixtures
Williams, John R.
;
Temme, Dirk
;
Hildebrandt, Lutz
-
2002
Persistent link: https://www.econbiz.de/10001685036
Saved in:
3
Unobservable effects in structural models of business performance
Annacker, Dirk
;
Hildebrandt, Lutz
-
2002
Persistent link: https://www.econbiz.de/10001668605
Saved in:
4
Testing for short and long run causality : the case of the yield spread and economic growth
Breitung, Jörg
;
Candelon, Bertrand
-
2001
Persistent link: https://www.econbiz.de/10001652440
Saved in:
5
Strukturgleichungsmodelle mit latenten Variablen zur Analyse heterogener Daten
Hildebrandt, Lutz
;
Görz, Nicole
-
1999
Persistent link: https://www.econbiz.de/10001404955
Saved in:
6
Zum Stand der Kausalanalyse mit Strukturgleichungsmodellen : methodische Trends und Software-Entwicklungen
Hildebrandt, Lutz
;
Görz, Nicole
-
1999
Persistent link: https://www.econbiz.de/10001404956
Saved in:
7
Canonical correlation statistics for testing the cointegration rank in a reversed order
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000168633
Saved in:
8
Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992267
Saved in:
9
Temporal aggregation and causality in multiple time series models
Breitung, Jörg
;
Swanson, Norman R.
-
1998
Persistent link: https://www.econbiz.de/10000992528
Saved in:
10
Rank tests for nonlinear cointegration relationships
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000993117
Saved in:
11
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000996285
Saved in:
12
A review of systems cointegration tests
Hubrich, Kirsten
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
-
1998
Persistent link: https://www.econbiz.de/10000998094
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