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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Kleinste-Quadrate-Methode
1,884
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642
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642
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419
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109
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Perron, Pierre
5
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4
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4
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4
Shang, Han Lin
4
Voev, Valeri
4
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3
Hayakawa, Kazuhiko
3
Johansen, Søren
3
Kapetanios, George
3
Liu, Keqing
3
Munshi, Jamal
3
Mutl, Jan
3
Seo, Myung Hwan
3
Sögner, Leopold
3
Yabu, Tomoyoshi
3
Chen, Song Xi
2
Giovanis, Eleftherios
2
Harvey, Andrew C.
2
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2
Iacone, Fabrizio
2
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2
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2
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2
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Rossi, Giuliano De
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1
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1
Barrio Castro, Tomás del
1
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1
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, Vol. , pp. -
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101
The purchasing power parity puzzle, temporal aggregation, and half-life estimation
Chambers, Marcus J.
- In:
Economics letters
86
(
2005
)
2
,
pp. 193-198
Persistent link: https://www.econbiz.de/10002582919
Saved in:
102
Cointegration in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 263-298
Persistent link: https://www.econbiz.de/10003172781
Saved in:
103
Properties of recursive trend-adjusted unit root tests
Rodrigues, Paulo M. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002530520
Saved in:
104
An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier
- In:
Journal of econometrics
117
(
2003
)
2
,
pp. 369-399
Persistent link: https://www.econbiz.de/10001799212
Saved in:
105
Sample means, sample autocovariances, and linear regression of stationary multivariate long memory processes
Chung, Ching-fan
- In:
Econometric theory
18
(
2002
)
1
,
pp. 51-78
Persistent link: https://www.econbiz.de/10001652612
Saved in:
106
MALCOLM : the theory and practice of cointegration analysis in RATS
Oxley, Les
- In:
Journal of economic surveys
14
(
2000
)
3
,
pp. 359-371
Persistent link: https://www.econbiz.de/10001504130
Saved in:
107
Tests of nonnested hypotheses in nonstationary regressions with an application to modeling industrial production
Chao, John C.
;
Swanson, Norman R.
- In:
Macroeconomic dynamics
4
(
2000
)
1
,
pp. 42-72
Persistent link: https://www.econbiz.de/10001497768
Saved in:
108
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi
- In:
Applied economics
31
(
1999
)
3
,
pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
Saved in:
109
Model instability and choice of observation window
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001412208
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