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~subject:"Zeitreihenanalyse"
~person:"Miller, J. Isaac"
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Search: subject_exact:"Vector error correction model"
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Zeitreihenanalyse
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17
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Miller, J. Isaac
Gil-Alaña, Luis A.
78
Caporale, Guglielmo Maria
60
Lütkepohl, Helmut
29
Phillips, Peter C. B.
28
Johansen, Søren
24
Gao, Jiti
18
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18
Nielsen, Morten Ørregaard
18
Rahbek, Anders
17
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15
Gupta, Rangan
14
Watson, Mark W.
14
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13
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13
Hendry, David F.
12
Robinson, Peter M.
12
Sibbertsen, Philipp
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11
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11
Tiwari, Aviral Kumar
11
Benati, Luca
10
Boswijk, Herman Peter
10
Cubadda, Gianluca
10
Hunter, John
10
Fiorentini, Gabriele
9
Franchi, Massimo
9
Hall, Stephen G.
9
Kurita, Takamitsu
9
Morana, Claudio
9
Pesaran, M. Hashem
9
Sentana, Enrique
9
Engle, Robert F.
8
Hanck, Christoph
8
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8
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8
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5
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2
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1
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1
Essays in honor of Peter C. B. Phillips
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
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1
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
Persistent link: https://www.econbiz.de/10014493986
Saved in:
2
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
Persistent link: https://www.econbiz.de/10014464301
Saved in:
3
Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan
;
Miller, J. Isaac
;
Yigit, Taner M.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
Saved in:
4
Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan
;
Miller, J. Isaac
;
Yigit, Taner M.
-
2019
Persistent link: https://www.econbiz.de/10012116501
Saved in:
5
On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric
;
Miller, J. Isaac
-
2014
-
Rev .
Persistent link: https://www.econbiz.de/10010231623
Saved in:
6
Testing cointegrating relationships using irregular and non-contemporaneous series with an application to paleoclimate data
Miller, J. Isaac
-
2018
-
This draft: June 29, 2018
Persistent link: https://www.econbiz.de/10011881653
Saved in:
7
Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric
;
Miller, J. Isaac
-
2013
-
Rev.
Persistent link: https://www.econbiz.de/10010200462
Saved in:
8
Conditionally efficient estimation of long-run relationships using mixed-frequency time series
Miller, J. Isaac
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1142-1171
Persistent link: https://www.econbiz.de/10011591156
Saved in:
9
On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric
;
Miller, J. Isaac
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 93-122)
.
2014
Persistent link: https://www.econbiz.de/10010442875
Saved in:
10
Mixed-frequency cointegrating regressions with parsimonious distributed lag structures
Miller, J. Isaac
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 584-614
Persistent link: https://www.econbiz.de/10010391945
Saved in:
11
Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric
;
Miller, J. Isaac
-
2013
Persistent link: https://www.econbiz.de/10010394161
Saved in:
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