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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Banerjee, Anindya"
~person:"Burridge, Peter"
~person:"Lopez, Claude"
~person:"Westerlund, Joakim"
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Search: subject:"Einheitswurzeltest"
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Einheitswurzeltest
8
Unit root test
8
Panel
4
Panel study
4
Theorie
4
Theory
4
Zeitreihenanalyse
4
Time series analysis
3
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2
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1
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Banerjee, Anindya
Burridge, Peter
Lopez, Claude
Westerlund, Joakim
Taylor, Robert
7
Leybourne, Stephen James
4
Chortareas, Georgios E.
3
Harvey, David I.
3
Narayan, Paresh Kumar
3
Franses, Philip Hans
2
Hosseinkouchack, Mehdi
2
Kapetanios, George
2
Kim, Tae-hwan
2
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2
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2
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2
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1
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1
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1
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Journal of international financial markets, institutions & money
Oxford bulletin of economics and statistics
Journal of econometrics
9
University of Cincinnati, working paper series
8
Working papers in economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Working paper / Department of Economics, Lund University
5
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3
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1
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1
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1
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1
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1
FinanzArchiv : public finance analysis
1
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Journal of applied econometrics
1
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1
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Reihe Ökonomie
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Review of international economics
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ECONIS (ZBW)
8
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8
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date (oldest first)
1
A factor analytical approach to price discovery
Westerlund, Joakim
;
Reese, Simon
;
Narayan, Paresh Kumar
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
3
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011771993
Saved in:
2
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
3
An IV test for a unit root in generally trending and correlated panels
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
5
,
pp. 752-764
Persistent link: https://www.econbiz.de/10011579106
Saved in:
4
Modified CADF and CIPA panel unit root statistics with standard CHI-squared and normal limiting distributions
Westerlund, Joakim
;
Hosseinkouchack, Mehdi
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
3
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011494818
Saved in:
5
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:
6
On the power of GLS-type unit root tests
Burridge, Peter
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
5
,
pp. 633-645
Persistent link: https://www.econbiz.de/10003465518
Saved in:
7
Testing for unit roots and cointegration using panel data : theory and applications
Banerjee, Anindya
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001435644
Saved in:
8
Panel data unit roots and cointegration : an overview
Banerjee, Anindya
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 607-629
Persistent link: https://www.econbiz.de/10001437441
Saved in:
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