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isPartOf:"International economic review"
subject:"Risk"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Jasiak, Joann"
~person:"Taylor, Robert"
~subject:"Einheitswurzeltest"
~subject:"Regressionsanalyse"
~subject:"Schätztheorie"
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Risk
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Regressionsanalyse
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24
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24
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10
Time series analysis
7
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7
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Jasiak, Joann
Taylor, Robert
Phillips, Peter C. B.
19
Gouriéroux, Christian
13
Robert, Christian P.
12
Linton, Oliver
10
Saikkonen, Pentti
10
Leybourne, Stephen James
8
Zakoïan, Jean-Michel
8
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7
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7
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7
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7
Monfort, Alain
7
Xiao, Zhijie
7
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6
Li, Qi
6
Wang, Qiying
6
White, Halbert
6
Wooldridge, Jeffrey M.
6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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4
Comte, Fabienne
4
Donald, Stephen G.
4
Dufour, Jean-Marie
4
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4
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4
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International economic review
Econometric theory
Journal of monetary economics
Oxford bulletin of economics and statistics
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Department of Economics discussion paper / Department of Economics, The University of Birmingham
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
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7
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6
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5
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2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
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2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
15
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1
Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
Saved in:
2
The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724
Saved in:
3
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
- In:
Econometric theory
28
(
2012
)
2
,
pp. 422-456
Persistent link: https://www.econbiz.de/10009520935
Saved in:
4
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
5
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 595-621
Persistent link: https://www.econbiz.de/10003379177
Saved in:
6
Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Econometric theory
20
(
2004
)
4
,
pp. 645-670
Persistent link: https://www.econbiz.de/10002163033
Saved in:
7
On the Asymptotic properties of some seasonal unit root tests
Taylor, Robert
- In:
Econometric theory
19
(
2003
)
2
,
pp. 311-321
Persistent link: https://www.econbiz.de/10001743408
Saved in:
8
Can tests for stochastic unit roots provide useful Portmanteau tests for persistence?
Taylor, Robert
;
Dijk, Dick van
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
4
,
pp. 381-397
Persistent link: https://www.econbiz.de/10001705097
Saved in:
9
Finite sample limited information inference methods for structural equations and models with generated regressors'
Dufour, Jean-Marie
;
Jasiak, Joann
- In:
International economic review
42
(
2001
)
3
,
pp. 815-843
Persistent link: https://www.econbiz.de/10001608492
Saved in:
10
The finite sample effects of deterministic variables on conventional methods of lag-selection in unit root tests
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
2
,
pp. 293-304
Persistent link: https://www.econbiz.de/10001510747
Saved in:
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