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~language:"eng"
~person:"Reed, W. Robert"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Reed, W. Robert
Caporale, Guglielmo Maria
36
Gil-Alaña, Luis A.
28
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26
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15
Croux, Christophe
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Oxley, Les
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Ravazzolo, Francesco
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Working paper / Department of Economics, College of Business and Economics, University of Canterbury
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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:
2
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:
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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