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type_genre:"Collection of articles of several authors"
~isPartOf:"Econometric theory"
~subject:"ARCH model"
~subject:"Einheitswurzeltest"
~type_genre:"Article in journal"
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ARCH model
Einheitswurzeltest
Estimation theory
723
Schätztheorie
723
Theorie
285
Theory
285
Time series analysis
158
Zeitreihenanalyse
158
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Linton, Oliver
5
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Chan, Ngai Hang
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Econometric theory
Journal of econometrics
75
Economics letters
35
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29
Applied economics letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
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19
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
55
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21
Least absolute deviation estimation for unit root processes with GARCH errors
Li, Guodong
;
Li, Wai Keung
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1208-1227
Persistent link: https://www.econbiz.de/10003885748
Saved in:
22
Testing for a unit root in the presence of a possible break in trend
Harris, David
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
Saved in:
23
The properties of Kullback-Leibler divergence for the unit root hypothesis
Marsh, Patrick W. N.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1662-1681
Persistent link: https://www.econbiz.de/10003904433
Saved in:
24
Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham
;
Pesavento, Elena
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447
Saved in:
25
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
;
Preminger, Arie
- In:
Econometric theory
25
(
2009
)
2
,
pp. 336-363
Persistent link: https://www.econbiz.de/10003818293
Saved in:
26
First-order asymptotic theory for parametric misspecification tests of GARCH models
Halunga, Andreea G.
;
Orme, Chris D.
- In:
Econometric theory
25
(
2009
)
2
,
pp. 364-410
Persistent link: https://www.econbiz.de/10003818296
Saved in:
27
M-estimation in GARCH models
Mukherjee, Kanchan
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1530-1553
Persistent link: https://www.econbiz.de/10003771782
Saved in:
28
Adaptive density estimation for general ARCH models
Comte, Fabienne
;
Dedecker, J.
;
Taupin, M. L.
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1628-1662
Persistent link: https://www.econbiz.de/10003771889
Saved in:
29
A note on inequality constraints in the GARCH model
Tsai, Henghsiu
;
Chan, Kung-sik
- In:
Econometric theory
24
(
2008
)
3
,
pp. 823-828
Persistent link: https://www.econbiz.de/10003894307
Saved in:
30
Regime-switching autoregressive coefficients and the asymptotics for unit root tests
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
24
(
2008
)
4
,
pp. 1137-1148
Persistent link: https://www.econbiz.de/10003736886
Saved in:
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