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~isPartOf:"Applied financial economics"
~isPartOf:"Birkbeck working papers in economics and finance : BWPEF"
~subject:"Kointegration"
~subject:"Statistical inference"
~subject:"Statistischer Test"
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Kointegration
Statistical inference
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Bootstrap approach
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Applied financial economics
Birkbeck working papers in economics and finance : BWPEF
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Bootstrap-assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.
;
Vávra, Márian
-
2018
Persistent link: https://www.econbiz.de/10011903680
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2
Normality tests for dependent data : large-sample and bootstrap approaches
Psaradakis, Zacharias G.
;
Vávra, Marián
-
2017
Persistent link: https://www.econbiz.de/10011751320
Saved in:
3
A distance test of normality for a wide class of stationary processes
Psaradakis, Zacharias G.
;
Vávra, Marián
-
2015
Persistent link: https://www.econbiz.de/10011350566
Saved in:
4
Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
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5
Data snooping and the global accrual anomaly
Leippold, Markus
;
Lohre, Harald
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 509-535
Persistent link: https://www.econbiz.de/10009624402
Saved in:
6
Financial structure and economic growth : evidence from time series analyses
Arestis, Philip
;
Luintel, Ambika D.
;
Luintel, Kul Bahadur
- In:
Applied financial economics
20
(
2010
)
19/21
,
pp. 1479-1492
Persistent link: https://www.econbiz.de/10009011600
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