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~isPartOf:"Applied financial economics"
~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~subject:"Einheitswurzeltest"
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Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Lee, Chien-chiang
;
Lee, Cheng-Feng
;
Lee, Chi-Chuan
- In:
Economic modelling
42
(
2014
),
pp. 29-37
Persistent link: https://www.econbiz.de/10010478286
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2
New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar
;
Phouphet Kyophilavong
- In:
Economic modelling
43
(
2014
),
pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
Saved in:
3
Monitoring procedures to detect unit roots and stationarity
Steland, Ansgar
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1108-1135
Persistent link: https://www.econbiz.de/10003591836
Saved in:
4
Are commodity prices mean reverting?
Andersson, Henrik
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Saved in:
5
Stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1052-1090
Persistent link: https://www.econbiz.de/10003396936
Saved in:
6
On the Asymptotic properties of some seasonal unit root tests
Taylor, Robert
- In:
Econometric theory
19
(
2003
)
2
,
pp. 311-321
Persistent link: https://www.econbiz.de/10001743408
Saved in:
7
The Dickey-Fuller test for exponential random walks
Davies, Paul L.
;
Krämer, Walter
- In:
Econometric theory
19
(
2003
)
5
,
pp. 865-877
Persistent link: https://www.econbiz.de/10001802826
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