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Recent Developments in Dynamic Econometric Modelling: A Personal Viewpoint
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- Political Analysis / Volume 7 / 1998
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- 04 January 2017, pp. 59-87
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12 - Econometric Issues Related to Errors in Variables in Financial Models
- from PART V - ECONOMETRIC METHODS
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- Econometrics and Economic Theory in the 20th Century
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- 05 January 2013
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- 28 January 1999, pp 414-432
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7 - Econometric modeling with integrated regressors
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- Unit Roots, Cointegration, and Structural Change
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- 21 January 1999, pp 249-260
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Subject index
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- Unit Roots, Cointegration, and Structural Change
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- 21 January 1999, pp 500-505
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Figures
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- 21 January 1999, pp xii-xii
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11 - Cointegrated systems with I(2) variables
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- Unit Roots, Cointegration, and Structural Change
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- 21 January 1999, pp 342-361
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12 - Seasonal unit roots and seasonal cointegration
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- 21 January 1999, pp 362-386
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3 - Unit roots
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- 21 January 1999, pp 47-97
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10 - Small sample inference: bootstrap methods
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- Unit Roots, Cointegration, and Structural Change
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- 21 January 1999, pp 309-341
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14 - Outliers and unit roots
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- 21 January 1999, pp 425-453
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Frontmatter
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- Unit Roots, Cointegration, and Structural Change
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- 21 January 1999, pp i-vi
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4 - Issues in unit root testing
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- 21 January 1999, pp 98-154
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Author index
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- Unit Roots, Cointegration, and Structural Change
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- 21 January 1999, pp 492-499
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2 - Basic concepts
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- 21 January 1999, pp 8-44
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Tables
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- 21 January 1999, pp xiii-xiv
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Part IV - Structural change
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- Unit Roots, Cointegration, and Structural Change
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- 21 January 1999, pp 387-388
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Contents
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- Unit Roots, Cointegration, and Structural Change
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Part III - Extensions of the basic model
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- 21 January 1999, pp 261-262
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5 - Estimation of cointegrated systems
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- 21 January 1999, pp 155-197
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9 - Fractional unit roots and fractional cointegration
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- 21 January 1999, pp 296-308
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