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~isPartOf:"Econometric reviews"
~isPartOf:"Economic modelling"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~person:"Chen, Shyh-wei"
~person:"Lopez, Claude"
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Außenwirtschaftliches Gleichgewicht"
~subject:"Theory"
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Search: subject:"Einheitswurzeltest"
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Außenwirtschaftliches Gleichgewicht
Theory
Einheitswurzeltest
27
Unit root test
27
Theorie
15
Time series analysis
10
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10
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7
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7
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5
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3
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Chen, Shyh-wei
Lopez, Claude
Taylor, Robert
Westerlund, Joakim
Lee, Junsoo
5
Leybourne, Stephen James
5
Andreou, Elena
4
Cavaliere, Giuseppe
4
Gil-Alaña, Luis A.
4
Harvey, David I.
4
Spanos, Aris
4
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3
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2
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2
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2
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2
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2
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2
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2
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2
Tieslau, Margie A.
2
Yabibal Mulualem Walle
2
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2
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2
Adeleke, Adegoke Ibrahim
1
Ahn, Sung K.
1
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1
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Econometric reviews
Economic modelling
Oxford bulletin of economics and statistics
Department of Economics discussion paper / Department of Economics, The University of Birmingham
9
Journal of econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
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6
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ECONIS (ZBW)
16
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1
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
2
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
3
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
4
Pooled panel unit root tests and the effect of past initialization
Westerlund, Joakim
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 396-427
Persistent link: https://www.econbiz.de/10011550017
Saved in:
5
The local power of the CADF and CIPS panel unit root tests
Westerlund, Joakim
;
Hosseinkouchack, Mehdi
;
Solberger, …
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 845-870
Persistent link: https://www.econbiz.de/10011589920
Saved in:
6
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
7
On the importance of the first observation in GLS detrending in unit root testing
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
1
,
pp. 152-161
Persistent link: https://www.econbiz.de/10011373616
Saved in:
8
Smooth transition, non-linearity and current account sustainability : evidence from the European countries
Chen, Shyh-wei
- In:
Economic modelling
38
(
2014
),
pp. 541-554
Persistent link: https://www.econbiz.de/10010418976
Saved in:
9
Panel versus GARCH information in unit root testing with an application to financial markets
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Economic modelling
41
(
2014
),
pp. 173-176
Persistent link: https://www.econbiz.de/10010438367
Saved in:
10
Long memory and regime switching properties of current account deficits in the US
Chen, Shyh-wei
- In:
Economic modelling
35
(
2013
),
pp. 78-87
Persistent link: https://www.econbiz.de/10010258949
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