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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~person:"Akker, Ramon van den"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~person:"Werker, Bas J. M."
~person:"Ōgaki, Masao"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Kaufkraftparität"
~subject:"Maximum likelihood estimation"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
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Kaufkraftparität
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82
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82
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35
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52
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Newbold, Paul
Akker, Ramon van den
Ghose, Devajyoti
Kapetanios, George
McAleer, Michael
Peel, David
Schmidt, Peter
Werker, Bas J. M.
Ōgaki, Masao
Steel, Mark F. J.
16
Chan, Joshua
12
Franses, Philip Hans
11
Drost, Feike C.
10
Giles, David E. A.
8
Koop, Gary
8
Nijman, Theodore E.
8
Osiewalski, Jacek
8
Hassler, Uwe
7
Kleijnen, Jack P. C.
7
Kollmann, Robert
7
Krämer, Walter
7
Li, Qi
7
Medeiros, Marcelo C.
7
Soest, Arthur van
7
Verbeek, Marno
7
Fernández, Carmen
6
Hecq, Alain W. J.
6
Koopman, Siem Jan
6
Lee, Junsoo
6
Magnus, Jan R.
6
Wong, Benjamin
6
Baillie, Richard
5
Einmahl, John H. J.
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Groenendaal, Willem J. van
5
Lee, Myoung-jae
5
Melenberg, Bertrand
5
Moors, Johannes J. A.
5
Phillips, Garry D. A.
5
Tran-van-Hoa
5
Wooldridge, Jeffrey M.
5
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4
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4
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Discussion paper / Center for Economic Research, Tilburg University
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International review of economics & finance : IREF
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41
Some results on testing for stationarity using data detrended in differences
Schmidt, Peter
- In:
Economics letters
41
(
1993
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10001144028
Saved in:
42
Cotrending and the stationarity of the real interest rate
Chapman, David A.
- In:
Economics letters
42
(
1993
)
2
,
pp. 133-138
Persistent link: https://www.econbiz.de/10001148255
Saved in:
43
On the power of point optimal tests of the trend stationarity hypothesis
Hwang, Jaeyoun
- In:
Economics letters
43
(
1993
)
2
,
pp. 143-147
Persistent link: https://www.econbiz.de/10001153574
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44
A generalized method of moments estimator for long-memory processes
Tieslau, Margie A.
;
Schmidt, Peter
;
Baillie, Richard
-
1992
Persistent link: https://www.econbiz.de/10000848787
Saved in:
45
The KPSS stationarity test as a unit root test
Shin, Yongcheol
- In:
Economics letters
38
(
1992
)
4
,
pp. 387-392
Persistent link: https://www.econbiz.de/10001125470
Saved in:
46
A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A.
- In:
Economics letters
39
(
1992
)
1
,
pp. 7-11
Persistent link: https://www.econbiz.de/10001129245
Saved in:
47
Recursive estimation and generated regressors
McAleer, Michael
- In:
Economics letters
39
(
1992
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001129246
Saved in:
48
Efficiency bound calculations for a time series model, with conditional heteroskedasticity
Heaton, John
- In:
Economics letters
35
(
1991
)
2
,
pp. 167-171
Persistent link: https://www.econbiz.de/10001102135
Saved in:
49
A modification of the Schmidt-Phillips unit root test
Schmidt, Peter
- In:
Economics letters
36
(
1991
)
3
,
pp. 285-289
Persistent link: https://www.econbiz.de/10001107893
Saved in:
50
A chi-square test for a unit root
Kahn, James A.
- In:
Economics letters
34
(
1990
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10001093251
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