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~isPartOf:"CREATES research paper"
~isPartOf:"Finance research letters"
~source:"econis"
~subject:"Unit root test"
~subject:"Zustandsraummodell"
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Unit root test
Zustandsraummodell
Time series analysis
267
Zeitreihenanalyse
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Theorie
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Estimation theory
84
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Kruse, Robinson
4
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1
Cuñado Eizaguirre, Juncal
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CREATES research paper
Finance research letters
Journal of econometrics
88
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Discussion paper / Tinbergen Institute
70
Economics letters
68
Applied economics letters
64
Applied economics
52
Econometric reviews
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
International journal of forecasting
44
Computational economics
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric theory
38
Energy economics
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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29
Working paper / Department of Econometrics and Business Statistics, Monash University
25
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23
Journal of economic dynamics & control
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International review of economics & finance : IREF
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Estimating U.S. monetary policy shocks using a factor-augmented vector autoregression : an EM algorithm apporach
Bork, Lasse
-
2009
Persistent link: https://www.econbiz.de/10003849520
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2
What do we know about real exchange rate non-linearities?
Kruse, Robinson
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003892560
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3
On European monetary integration and the persistence of real effective exchange rates
Kruse, Robinson
-
2010
Persistent link: https://www.econbiz.de/10003978309
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4
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
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5
Time series patterns in credit ratings
Parnes, Dror
- In:
Finance research letters
4
(
2007
)
4
,
pp. 217-226
Persistent link: https://www.econbiz.de/10003702498
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6
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
7
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
Saved in:
8
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
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9
Unit roots, nonlinearities and structural breaks
Haldrup, Niels
;
Kruse, Robinson
;
Teräsvirta, Timo
; …
-
2012
Persistent link: https://www.econbiz.de/10009524063
Saved in:
10
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
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