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~person:"Lanne, Markku"
~person:"Papell, David H."
~subject:"Autocorrelation"
~subject:"OECD countries"
~type:"article"
~type:"book"
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Search: subject:"Unit Root Test"
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Lanne, Markku
Papell, David H.
Phillips, Peter C. B.
19
Kapetanios, George
10
Narayan, Paresh Kumar
10
Bec, Frédérique
8
Kilian, Lutz
8
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Nonstationary panels, panel cointegration, and dynamic panels
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The review of economics and statistics
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ECONIS (ZBW)
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Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 282-289
Persistent link: https://www.econbiz.de/10001660384
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2
Testing for unit roots in panels in the presence of structural change with an application to OECD unemployment
Murray, Christian J.
;
Papell, David H.
- In:
Nonstationary panels, panel cointegration, and dynamic …
,
(pp. 223-238)
.
2000
Persistent link: https://www.econbiz.de/10001583144
Saved in:
3
Reducing size distortions of parametric stationarity tests
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001470392
Saved in:
4
The structure of unemployment
Papell, David H.
;
Murray, Christian J.
;
Ghiblawi, Hala
- In:
The review of economics and statistics
82
(
2000
)
2
,
pp. 309-315
Persistent link: https://www.econbiz.de/10001487857
Saved in:
5
Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001529295
Saved in:
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