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person:"Saikkonen, Pentti"
~subject:"Ökonometrisches Modell"
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Search: subject_exact:"Error correction model"
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Ökonometrisches Modell
Cointegration
46
Kointegration
41
Theorie
39
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30
VAR-Modell
30
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15
Statistischer Test
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Nonlinear regression
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error correction model
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vector autoregressive process
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structural break
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Saikkonen, Pentti
Lütkepohl, Helmut
6
Almounsor, Abdullah
3
Carstensen, Kai
3
Hansen, Gerd
3
Basturk, Nalan
2
Costantini, Mauro
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Demetrescu, Matei
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Hall, Stephen G.
2
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2
Mizon, Grayham E.
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Mutl, Jan
2
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2
Plassmann, Engelbert
2
Schröder, Michael
2
Sögner, Leopold
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Wagner, Martin
2
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Westerlund, Joakim
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van Dijk, H. K.
2
Abderahmani, Farés
1
Achouche, Mohammed
1
Ansari, Mohammed I.
1
Bottermann, Jan
1
Brüggemann, Ralf
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Brüggermann, Ralf
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Burke, Simon P.
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Buscher, Herbert S.
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Canepa, Alessandra
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Casalin, Fabrizio
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1
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724350
Saved in:
2
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:
3
Residual autocorrelation testing for vector error correction models
Brüggemann, Ralf
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 579-604
Persistent link: https://www.econbiz.de/10003374345
Saved in:
4
Residual autocorrelation testing for vector error correction models
Brüggermann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001934577
Saved in:
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