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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~language:"eng"
~language:"pol"
~language:"slv"
~language:"swe"
~person:"Jochmans, Koen"
~person:"Lehmann, Alexander"
~person:"Satchell, Stephen"
~subject:"Autocorrelation"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Market information"
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Some dynamic and steady-state properties of threshold autoregressions with applications to stationarity and local explosivity
Ahmed, Muhammad Farid
;
Satchell, Stephen
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2019
-
This version: February 21, 2019
Persistent link: https://www.econbiz.de/10012698700
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xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
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2019
Persistent link: https://www.econbiz.de/10012699244
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A portmanteau test for correlation in short panels
Jochmans, Koen
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2018
Persistent link: https://www.econbiz.de/10012672305
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