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~person:"Jansson, Michael"
~person:"Perman, Roger"
~person:"Westerlund, Joakim"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Theory"
~type_genre:"Aufsatz im Buch"
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Stochastischer Prozess
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Einheitswurzeltest
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Jansson, Michael
Perman, Roger
Westerlund, Joakim
Breitung, Jörg
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Ejrnæs, Mette
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Cointegration for the applied economist
2
Testing the null hypothesis of cointegration
2
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
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ECONIS (ZBW)
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Unit roots and cointegration for the economist
Holden, Darryl R.
;
Perman, Roger
- In:
Cointegration for the applied economist
,
(pp. 43-100)
.
2007
Persistent link: https://www.econbiz.de/10003767484
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2
Unit roots and structural breaks : a survey of the literature
Byrne, Joseph P.
;
Perman, Roger
- In:
Cointegration for the applied economist
,
(pp. 129-142)
.
2007
Persistent link: https://www.econbiz.de/10003767546
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3
Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root
Jansson, Michael
- In:
Identification and inference for econometric models : …
,
(pp. 357-374)
.
2005
Persistent link: https://www.econbiz.de/10003352578
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4
Point optimal invariant tests of the null hypothesis of cointegration
Jansson, Michael
- In:
Testing the null hypothesis of cointegration
,
(pp. 45-107)
.
2000
Persistent link: https://www.econbiz.de/10001601883
Saved in:
5
On tests of the null hypothesis of stationarity
Jansson, Michael
- In:
Testing the null hypothesis of cointegration
,
(pp. 111-141)
.
2000
Persistent link: https://www.econbiz.de/10001601886
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