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~person:"Feld, Lars P."
~person:"Popp, Stephan"
~person:"Rodriguez, Gabriel"
~person:"Westerlund, Joakim"
~person:"Xiao, Zhijie"
~subject:"Cointegration"
~subject:"Structural break"
~subject:"Theory"
~type:"article"
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Search: subject:"Einheitswurzeltest"
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Cointegration
Structural break
Theory
Einheitswurzeltest
62
Unit root test
62
Theorie
32
Panel
29
Panel study
29
Time series analysis
26
Zeitreihenanalyse
26
Estimation
15
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15
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12
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9
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OECD countries
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English
40
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Feld, Lars P.
Popp, Stephan
Rodriguez, Gabriel
Westerlund, Joakim
Xiao, Zhijie
Chang, Tsangyao
38
Taylor, Robert
38
Leybourne, Stephen James
32
Lee, Junsoo
25
Gil-Alaña, Luis A.
24
Harvey, David I.
21
Narayan, Paresh Kumar
21
Phillips, Peter C. B.
21
Ramírez, Miguel D.
21
Su, Chi-Wei
17
Lee, Chien-chiang
15
Omay, Tolga
14
Nazlıoğlu, Şaban
12
Bahmani-Oskooee, Mohsen
11
Caporale, Guglielmo Maria
11
Cavaliere, Giuseppe
11
Chang, Hsu-Ling
11
Cook, Steven
11
Ranjbar, Omid
11
Rodrigues, Paulo M. M.
11
Smyth, Russell
11
Tiwari, Aviral Kumar
11
Carrion i Silvestre, Josep Lluís
10
Newbold, Paul
10
Perron, Pierre
10
Strazicich, Mark
10
Jansson, Michael
9
Wagner, Martin
9
Chang, Yoosoon
8
Lütkepohl, Helmut
8
Meng, Ming
8
Montañés, Antonio
8
Sollis, Robert
8
Elliott, Graham
7
Hasanov, Mübariz
7
Jong, Robert M. de
7
Narayan, Seema
7
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7
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Journal of econometrics
6
Econometric theory
3
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
3
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2
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2
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2
Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú
2
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2
FinanzArchiv : public finance analysis
1
International review of economics & finance : IREF
1
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1
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1
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
40
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1
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
2
The factor analytical approach in near unit root interactive effects panels
Norkutė, Milda
;
Westerlund, Joakim
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 569-590
Persistent link: https://www.econbiz.de/10012619250
Saved in:
3
Breaks in persistence in fixed-T panel data
Westerlund, Joakim
;
Nordström, Marcus
- In:
Economics letters
205
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013204922
Saved in:
4
Optimal panel unit root testing with covariates
Juodis, Artūras
;
Westerlund, Joakim
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012166653
Saved in:
5
On the use of GLS demeaning in panel unit root testing
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 309-320
Persistent link: https://www.econbiz.de/10011895009
Saved in:
6
Unit root inference in generally trending and cross-correlated fixed-T panels
Robertson, Donald
;
Sarafidis, Vasilis
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 493-504
Persistent link: https://www.econbiz.de/10012249189
Saved in:
7
Fiscal sustainability of the German länder : time-series evidence
Burret, Heiko Tobias
;
Feld, Lars P.
;
Köhler, Ekkehard A.
- In:
FinanzArchiv : public finance analysis
73
(
2017
)
1
,
pp. 103-132
Persistent link: https://www.econbiz.de/10011908007
Saved in:
8
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:
9
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:
10
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
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