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~subject:"Stochastic process"
~subject:"USA"
~subject:"Unit root test"
~type_genre:"Sammlung"
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Three essays in applied macroeconomics and time series analysis
Abi Morshed, Alaa
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2017
Persistent link: https://www.econbiz.de/10011659838
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2
Essays on heterogeneity and non-linearity in panel data and time series models
Salish, Nazarii
-
2016
Persistent link: https://www.econbiz.de/10011591912
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3
Financial factors in macroeconometric models
Giesen, Sebastian
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2013
Persistent link: https://www.econbiz.de/10009733040
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4
Testing homogeneity and unit root restrictions in panels
Blomquist, Johan
-
2012
Persistent link: https://www.econbiz.de/10009690498
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5
Applications of advanced methods of cointegration analysis to money demand and equilibrium exchange rates
Hossfeld, Oliver
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2010
Persistent link: https://www.econbiz.de/10008825914
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6
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen
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2008
Persistent link: https://www.econbiz.de/10003773152
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7
Unit root, cointegration and structural changes : theoretical analyses and improved testing procedures
Kim, Dukpa
-
2007
Persistent link: https://www.econbiz.de/10009693864
Saved in:
8
Assessing predictability and structural change : econometric analyses with financial applications
Deng, Ai
-
2006
Persistent link: https://www.econbiz.de/10003965303
Saved in:
9
Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi
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2006
Persistent link: https://www.econbiz.de/10003380112
Saved in:
10
Essays on forecast evaluation under general loss functions
Capistrán Carmona, Carlos
-
2005
Persistent link: https://www.econbiz.de/10003384465
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