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type_genre:"Article in journal"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Statistischer Test"
~type_genre:"Working Paper"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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Reducing size distortions of parametric stationarity tests
Lanne, Markku
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Saikkonen, Pentti
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2000
Persistent link: https://www.econbiz.de/10001470392
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Some nonparametric tests for unit roots and cointegration
Breitung, Jörg
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1999
Persistent link: https://www.econbiz.de/10001390729
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