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~accessRights:"free"
~language:"eng"
~language:"pol"
~person:"Reed, W. Robert"
~subject:"Einheitswurzeltest"
~type_genre:"Bibliografie"
~type_genre:"Graue Literatur"
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A time series paradox : unit root tests perform poorly when data are cointegrated
Reed, W. Robert
;
Smith, Aaron D.
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2016
Persistent link: https://www.econbiz.de/10011592764
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Univariate unit root tests perform poorly when data are cointegrated
Reed, W. Robert
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2016
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Revised edition
Persistent link: https://www.econbiz.de/10011514491
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Testing for unit roots with cointergated data
Reed, W. Robert
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2015
Persistent link: https://www.econbiz.de/10011296226
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Unit root tests, size distortions, and cointegrated data
Reed, W. Robert
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2014
Persistent link: https://www.econbiz.de/10011296518
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