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Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms.
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- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 42, doi. 10.3390/econometrics7040042
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Likelihood Inference for Generalized Integer Autoregressive Time Series Models.
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- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 43, doi. 10.3390/econometrics7040043
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- Article
The Replication Crisis as Market Failure.
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- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 44, doi. 10.3390/econometrics7040044
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- Article
Uniform Inference in Panel Autoregression.
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- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 45, doi. 10.3390/econometrics7040045
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- Article
Macroeconomic Forecasting with Factor-Augmented Adjusted Band Regression.
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- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 46, doi. 10.3390/econometrics7040046
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- Article
Generalized Binary Time Series Models.
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- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 47, doi. 10.3390/econometrics7040047
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- Article
Jointly Modeling Autoregressive Conditional Mean and Variance of Non-Negative Valued Time Series.
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- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 48, doi. 10.3390/econometrics7040048
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- Article
Causal Random Forests Model Using Instrumental Variable Quantile Regression.
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- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 49, doi. 10.3390/econometrics7040049
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- Article
HAR Testing for Spurious Regression in Trend.
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- Econometrics (2225-1146), 2019, v. 7, n. 4, p. 50, doi. 10.3390/econometrics7040050
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- Article