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~isPartOf:"Economics letters"
~subject:"Estimation"
~subject:"Geldpolitik"
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1
Eigenvalue difference test for the number of common factors in the approximate factor models
Wu, Jianhong
- In:
Economics letters
169
(
2018
),
pp. 63-67
Persistent link: https://www.econbiz.de/10012019511
Saved in:
2
Estimating the number of common factors in serially dependent approximate factor models
Greenaway-McGrevy, Ryan
;
Han, Chirok
;
Sul, Donggyu
- In:
Economics letters
116
(
2012
)
3
,
pp. 531-534
Persistent link: https://www.econbiz.de/10009674897
Saved in:
3
Measuring business cycles : Empirical Mode Decomposition of economic time series
Kožić, Ivan
;
Sever, Ivan
- In:
Economics letters
123
(
2014
)
3
,
pp. 287-290
Persistent link: https://www.econbiz.de/10010401367
Saved in:
4
Testing for no-
cointegration
under time-varying variance
Wang, Shaoping
;
Zhao, Qing
;
Li, Yanglin
- In:
Economics letters
182
(
2019
),
pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
Saved in:
5
Revisiting inflation in the euro area allowing for long memory
Hualde, Javier
;
Iacone, Fabrizio
- In:
Economics letters
156
(
2017
),
pp. 145-150
Persistent link: https://www.econbiz.de/10011822391
Saved in:
6
Time-varying
cointegration
with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
7
Estimation
of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
Saved in:
8
The Prebish-Singer hypothesis in the post-colonial era : evidence from panel
cointegration
Di Iorio, Francesca
;
Fachin, Stefano
- In:
Economics letters
166
(
2018
),
pp. 86-89
Persistent link: https://www.econbiz.de/10012011949
Saved in:
9
Measuring business cycle comovements in Europe : evidence from a dynamic factor model with time-varying parameters
Lee, Jim
- In:
Economics letters
115
(
2012
)
3
,
pp. 438-440
Persistent link: https://www.econbiz.de/10009632328
Saved in:
10
Separate
cointegration
in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
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