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Time series analysis
106
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38
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Perron, Pierre
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Phillips, Peter C. B.
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Rahbek, Anders
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Saikkonen, Pentti
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3
Johansen, Søren
3
Koopman, Siem Jan
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Larsson, Rolf
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Lütkepohl, Helmut
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Taylor, Robert
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2
Demetrescu, Matei
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Horváth, Lajos
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Kapetanios, George
2
Kurozumi, Eiji
2
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Liu, Zhi
2
Lyhagen, Johan
2
Madsen, Edith
2
McElroy, Tucker
2
Mosconi, Rocco
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Nielsen, Bent
2
Nielsen, Morten Ørregaard
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Qu, Zhongjun
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The econometrics journal
Journal of econometrics
869
Applied economics
660
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599
International journal of forecasting
585
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484
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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393
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390
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359
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227
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193
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190
The empirical economics letters : a monthly international journal of economics
188
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187
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184
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182
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
173
Computational economics
171
International review of economics & finance : IREF
162
Finance research letters
160
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153
Oxford bulletin of economics and statistics
150
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148
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147
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146
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139
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134
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1
Cointegration
analysis in the presence of structural breaks in the deterministic trend
Johansen, Søren
;
Mosconi, Rocco
;
Nielsen, Bent
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 216-249
Persistent link: https://www.econbiz.de/10001546189
Saved in:
2
Testing linearity in cointegrating transition regressions
Choi, In
;
Saikkonen, Pentti
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 341-365
Persistent link: https://www.econbiz.de/10002463466
Saved in:
3
Determination of cointegrating rank in partially non-stationary processes vis a generalised von-Neumann criterion
Harris, David
;
Poskitt, Donald Stephen
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 191-217
Persistent link: https://www.econbiz.de/10002122071
Saved in:
4
Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 473-484
Persistent link: https://www.econbiz.de/10010253630
Saved in:
5
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:
6
Residuals-based tests for
cointegration
with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
7
Testing collinearity of vector time series
McElroy, Tucker
;
Jach, Agnieszka
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10012166700
Saved in:
8
A new structural break test for panels with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
Saved in:
9
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
10
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices
Casoli, Chiara
;
Lucchetti, Riccardo
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 494-514
Persistent link: https://www.econbiz.de/10013253846
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