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person:"Chang, Tsangyao"
~person:"Taylor, Robert"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Unit root test"
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Einheitswurzeltest
18
Unit root test
18
Theorie
14
Theory
14
Saisonale Schwankungen
6
Seasonal variations
6
Stochastic process
5
Stochastischer Prozess
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Time series analysis
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1955-1996
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Dickey-Fuller type unit root
1
Estimation
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Estimation theory
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HEGY tests
1
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Graue Literatur
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22
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Chang, Tsangyao
Taylor, Robert
Phillips, Peter C. B.
40
Gil-Alaña, Luis A.
36
Caporale, Guglielmo Maria
24
Wagner, Martin
17
Saikkonen, Pentti
16
Westerlund, Joakim
16
Lütkepohl, Helmut
15
Kunst, Robert M.
14
Breitung, Jörg
13
Smyth, Russell
13
Nielsen, Morten Ørregaard
12
Pesaran, M. Hashem
12
Lanne, Markku
11
Cerrato, Mario
10
Kapetanios, George
10
Lopez, Claude
10
Narayan, Paresh Kumar
10
Rodriguez, Gabriel
10
Jansson, Michael
9
Cheung, Yin-Wong
8
Elliott, Graham
8
Kilian, Lutz
8
Rodrigues, Paulo M. M.
8
Dreger, Christian
7
Franses, Philip Hans
7
Gao, Jiti
7
Jusélius, Katarina
7
Kruse, Robinson
7
Krämer, Walter
7
Rault, Christophe
7
Bec, Frédérique
6
Benati, Luca
6
Boswijk, Herman Peter
6
Chowdhury, Khorshed
6
Cuestas, Juan Carlos
6
Haldrup, Niels
6
Hassler, Uwe
6
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6
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6
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9
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1
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ECONIS (ZBW)
18
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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
Saved in:
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/10009412262
Saved in:
3
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Castro, Tomás del Barrio
;
Osborn, Denise R.
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009659181
Saved in:
4
On augmented HEGY tests for seasonal unit roots
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
-
2011
Persistent link: https://www.econbiz.de/10009373427
Saved in:
5
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
Saved in:
6
Testing against stochastic trend and seasonality in the presence ofunattended breaks and unit roots
Busetti, Fabio
-
2003
Persistent link: https://www.econbiz.de/10013439314
Saved in:
7
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:
8
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:
9
Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002472249
Saved in:
10
On the asymptotic properties of some seasonal unit root tests
Taylor, Robert
-
2002
Persistent link: https://www.econbiz.de/10001657891
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