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~subject:"Stochastic process"
~subject:"Unit root test"
~subject:"Zeitreihenanalyse"
~type_genre:"Sammlung"
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Stochastic process
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Rough continuous-time processes : theory and applications
Bennedsen, Mikkel
-
2017
Persistent link: https://www.econbiz.de/10011817834
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2
Contributions to change-point analysis under long-range dependencies
Willert, Juliane
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2012
Persistent link: https://www.econbiz.de/10009612474
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3
Essays on long memory time series
Leschinski, Christian Hendrik
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2016
Persistent link: https://www.econbiz.de/10011559565
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4
Essays on heterogeneity and non-linearity in panel data and time series models
Salish, Nazarii
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2016
Persistent link: https://www.econbiz.de/10011591912
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5
Testing homogeneity and unit root restrictions in panels
Blomquist, Johan
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2012
Persistent link: https://www.econbiz.de/10009690498
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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
Essays on optimal tests for parameter instability
Lee, Dong Jin
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2008
Persistent link: https://www.econbiz.de/10011573086
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8
Essays on specification tests for smooth structural changes and time series conditional distribution models
Chen, Bin
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2007
Persistent link: https://www.econbiz.de/10009693136
Saved in:
9
Unit root, cointegration and structural changes : theoretical analyses and improved testing procedures
Kim, Dukpa
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2007
Persistent link: https://www.econbiz.de/10009693864
Saved in:
10
Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi
-
2006
Persistent link: https://www.econbiz.de/10003380112
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