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~isPartOf:"CREATES research paper"
~source:"econis"
~subject:"Unit root test"
~subject:"Zustandsraummodell"
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Unit root test
Zustandsraummodell
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Santucci de Magistris, Paolo
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CREATES research paper
Journal of econometrics
85
Economic modelling
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Discussion paper / Tinbergen Institute
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Economics letters
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Applied economics letters
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Applied economics
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric theory
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper / Department of Econometrics and Business Statistics, Monash University
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International review of economics & finance : IREF
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Journal of macroeconomics
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Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
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2012
Persistent link: https://www.econbiz.de/10009546007
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12
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
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2011
Persistent link: https://www.econbiz.de/10009006828
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13
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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14
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
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2017
Persistent link: https://www.econbiz.de/10011648634
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15
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
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2023
Persistent link: https://www.econbiz.de/10014280884
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