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person:"Chang, Tsangyao"
~person:"Taylor, Robert"
~subject:"Stochastic process"
~subject:"Structural break"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Unit root test"
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Stochastic process
Structural break
Einheitswurzeltest
18
Unit root test
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Theorie
14
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Saisonale Schwankungen
6
Seasonal variations
6
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1955-1996
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Dickey-Fuller type unit root
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Chang, Tsangyao
Taylor, Robert
Gil-Alaña, Luis A.
9
Kilian, Lutz
6
Phillips, Peter C. B.
6
Caner, Mehmet
5
Smyth, Russell
5
Balcilar, Mehmet
4
Caporale, Guglielmo Maria
4
Jansson, Michael
4
Lopez, Claude
4
Nielsen, Morten Ørregaard
4
Saikkonen, Pentti
4
Tansel, Aysıt
4
Chowdhury, Khorshed
3
Harvey, David I.
3
Hassler, Uwe
3
Kejriwal, Mohitosh
3
Lanne, Markku
3
Lütkepohl, Helmut
3
Ozdemir, Zeynel Abidin
3
Popp, Stephan
3
Poza, Carlos
3
Busetti, Fabio
2
Cuestas, Juan Carlos
2
Czudaj, Robert
2
Foster-McGregor, Neil
2
Gao, Jiti
2
Haldrup, Niels
2
Hanck, Christoph
2
Hlouskova, Jaroslava
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Hooi Hooi Lean
2
Kruse, Robinson
2
Kurozumi, Eiji
2
Leybourne, Stephen James
2
Lieberman, Offer
2
Meier, Carsten-Patrick
2
Mills, Terence C.
2
Mishra, Vinod
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
4
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Temi di discussione del Servizio Studi / Banca d'Italia
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
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2
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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3
Testing against stochastic trend and seasonality in the presence ofunattended breaks and unit roots
Busetti, Fabio
-
2003
Persistent link: https://www.econbiz.de/10013439314
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4
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003985793
Saved in:
5
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002117501
Saved in:
6
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Taylor, Robert
;
Busetti, Fabio
-
2002
Persistent link: https://www.econbiz.de/10001663131
Saved in:
7
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
8
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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