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~language:"eng"
~language:"fin"
~person:"Reed, W. Robert"
~subject:"Zeitreihenanalyse"
~type_genre:"Kongress"
~type_genre:"Non-commercial literature"
~type_genre:"Sammlung"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Monte Carlo simulation
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Reed, W. Robert
Caporale, Guglielmo Maria
36
Gil-Alaña, Luis A.
28
McAleer, Michael
26
Teräsvirta, Timo
15
Croux, Christophe
12
Dijk, Dick van
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Dijk, Herman K. van
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Franses, Philip Hans
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Härdle, Wolfgang
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Koop, Gary
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Nielsen, Morten Ørregaard
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Benati, Luca
8
Phillips, Peter C. B.
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Chang, Chia-Lin
7
Marcellino, Massimiliano
7
Piger, Jeremy Max
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Rossi, Barbara
7
Bauwens, Luc
6
Caporin, Massimiliano
6
Hautsch, Nikolaus
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Kontonikas, Alexandros
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Oxley, Les
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Ravazzolo, Francesco
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Reichlin, Lucrezia
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Smeekes, Stephan
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Urbain, Jean-Pierre
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Weber, Enzo
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Allen, David E.
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Dekimpe, Marnik G.
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Ergemen, Yunus Emre
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Gelper, Sarah
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Haldrup, Niels
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He, Changli
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Hecq, Alain W. J.
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Working paper / Department of Economics, College of Business and Economics, University of Canterbury
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ECONIS (ZBW)
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A time series paradox : unit root tests perform poorly when data are cointegrated
Reed, W. Robert
;
Smith, Aaron D.
-
2016
Persistent link: https://www.econbiz.de/10011592764
Saved in:
2
Univariate unit root tests perform poorly when data are cointegrated
Reed, W. Robert
-
2016
-
Revised edition
Persistent link: https://www.econbiz.de/10011514491
Saved in:
3
Testing for unit roots with cointergated data
Reed, W. Robert
-
2015
Persistent link: https://www.econbiz.de/10011296226
Saved in:
4
Unit root tests, size distortions, and cointegrated data
Reed, W. Robert
-
2014
Persistent link: https://www.econbiz.de/10011296518
Saved in:
5
Another look at what to do with time-series cross-section data
Chen, Xiujian
(
contributor
);
Lin, Shu
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003743408
Saved in:
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