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institution:"Loughborough University / Department of Economics"
subject:"Zeitreihenanalyse"
~institution:"Econometric Society"
~institution:"National Institute of Economic and Social Research"
~subject:"Unit root test"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Unit root test
Theorie
40
Theory
40
Einheitswurzeltest
6
Geldpolitik
4
Monetary policy
4
Bootstrap approach
3
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3
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Harvey, David I.
4
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2
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Mills, Terence C.
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2
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1
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1
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1
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Loughborough University / Department of Economics
Econometric Society
National Institute of Economic and Social Research
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
Ekonomiska forskningsinstitutet <Stockholm>
34
European University Institute / Department of Economics
30
Centre for Analytical Finance <Århus>
9
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Umeå universitet
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
University of Strathclyde / Department of Economics
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Shakai-Keizai-Kenkyūsho <Osaka>
4
University of Cambridge / Department of Applied Economics
4
Australian National University / Faculty of Economics and Commerce
3
Institut für Höhere Studien
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
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University of Southampton / Department of Economics
3
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La Trobe University / School of Economics
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Economics discussion paper series / Loughborough University, Department of Economics
5
Discussion papers / National Institute of Economic and Social Research
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ECONIS (ZBW)
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Testing for a unit root against nonlinear star models
Kapetanios, George
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560092
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2
A test of m structural breaks under the unit root hypothesis
Kapetanios, George
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558145
Saved in:
3
Tests for stationarity in series with endogenously determined structural change
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656284
Saved in:
4
Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656287
Saved in:
5
Tests for a break in level when the order of integration is unknown
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001689528
Saved in:
6
Seasonal unit root tests with seasonal mean shifts
Harvey, David I.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001603799
Saved in:
7
Unit roots and double smooth transitions
Harvey, David I.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001529890
Saved in:
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