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~person:"Hassler, Uwe"
~person:"Westerlund, Joakim"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~subject:"Germany"
~subject:"Korrelation"
~subject:"Nichtparametrisches Verfahren"
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Cointegration
Einheitswurzeltest
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Nichtparametrisches Verfahren
Time series analysis
94
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94
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54
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54
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31
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22
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Hassler, Uwe
Westerlund, Joakim
Gil-Alaña, Luis A.
126
Phillips, Peter C. B.
97
Caporale, Guglielmo Maria
89
Gao, Jiti
71
Taylor, Robert
53
Lütkepohl, Helmut
45
Linton, Oliver
39
Chang, Tsangyao
35
Sibbertsen, Philipp
35
Härdle, Wolfgang
31
Li, Degui
31
Kapetanios, George
29
Cavaliere, Giuseppe
28
Johansen, Søren
28
Beran, Jan
27
Nielsen, Morten Ørregaard
26
Koopman, Siem Jan
25
Breitung, Jörg
24
Feng, Yuanhua
24
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24
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24
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24
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24
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22
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22
Saikkonen, Pentti
22
Chen, Xiaohong
21
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21
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21
Robinson, Peter M.
21
McAleer, Michael
20
Tiwari, Aviral Kumar
19
Ranjbar, Omid
18
Kunst, Robert M.
17
Lucas, André
17
Magdalinos, Tassos
16
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16
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Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
6
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4
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3
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1
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1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
Implikationen der Währungsunion für makroökonometrische Modelle
1
Jahrbücher für Nationalökonomie und Statistik
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Modern econometric analysis : surveys on recent developments ; with 11 tables
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
48
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1
Powerful self-normalizing tests for stationarity against the alternative of a unit root
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 97-114)
.
2023
Persistent link: https://www.econbiz.de/10014313262
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Rethinking the univariate approach to panel unit root testing : using covariates to resolve the incidental trend problem
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 430-443
Persistent link: https://www.econbiz.de/10011391381
Saved in:
7
The power of PANIC
Westerlund, Joakim
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011348960
Saved in:
8
The effect of recursive detrending on panel unit root tests
Westerlund, Joakim
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 453-467
Persistent link: https://www.econbiz.de/10011348966
Saved in:
9
Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis
;
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 378-391
Persistent link: https://www.econbiz.de/10011349024
Saved in:
10
Testing for a unit root in panel time series models with multiple breaks
Westerlund, Joakim
-
2009
Persistent link: https://www.econbiz.de/10003884487
Saved in:
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