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~isPartOf:"CREATES research paper"
~source:"econis"
~subject:"Unit root test"
~subject:"Zustandsraummodell"
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Unit root test
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CREATES research paper
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Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
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Nyboe Tabor, Morten
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2017
Persistent link: https://www.econbiz.de/10011624144
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Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
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2015
Persistent link: https://www.econbiz.de/10011296884
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State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai
;
Bauwens, Luc
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2018
Persistent link: https://www.econbiz.de/10011946395
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Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
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2014
Persistent link: https://www.econbiz.de/10010339076
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An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
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Wel, Michael van der
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2010
Persistent link: https://www.econbiz.de/10003947812
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On European monetary integration and the persistence of real effective exchange rates
Kruse, Robinson
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2010
Persistent link: https://www.econbiz.de/10003978309
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
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Nielsen, Morten Ørregaard
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2010
Persistent link: https://www.econbiz.de/10008651639
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Estimating U.S. monetary policy shocks using a factor-augmented vector autoregression : an EM algorithm apporach
Bork, Lasse
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2009
Persistent link: https://www.econbiz.de/10003849520
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Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
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Dorion, Christian
;
Jacobs, Kris
; …
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2012
Persistent link: https://www.econbiz.de/10009667381
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Unit roots, nonlinearities and structural breaks
Haldrup, Niels
;
Kruse, Robinson
;
Teräsvirta, Timo
; …
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2012
Persistent link: https://www.econbiz.de/10009524063
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