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person:"Chang, Tsangyao"
~person:"Forni, Mario"
~person:"Taylor, Robert"
~subject:"Stochastic process"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Unit root test"
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Stochastic process
Einheitswurzeltest
19
Unit root test
19
Theorie
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6
Seasonal variations
6
Stochastischer Prozess
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Chang, Tsangyao
Forni, Mario
Taylor, Robert
Kilian, Lutz
6
Phillips, Peter C. B.
6
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5
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4
Nielsen, Morten Ørregaard
4
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2
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2
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2
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2
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2
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
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ECONIS (ZBW)
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009389930
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2
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003985793
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3
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002117501
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4
Using stationarity tests in antitrust market definition
Forni, Mario
-
2002
Persistent link: https://www.econbiz.de/10013423829
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5
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
6
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter
;
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001415834
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