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Einheitswurzeltest
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Journal of econometrics
Economics letters
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ECONIS (ZBW)
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21
Testing for unit root processes in random coefficient autoregressive models
Distaso, Walter
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 581-609
Persistent link: https://www.econbiz.de/10003608216
Saved in:
22
Long difference instrumental variables estimation for dynamic panel models with fixed effects
Hahn, Jinyong
;
Hausman, Jerry A.
;
Kuersteiner, Guido M.
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 574-617
Persistent link: https://www.econbiz.de/10003569911
Saved in:
23
Testing joint hypotheses when one of the alternatives is one-sided
Abadir, Karim Maher
;
Distaso, Walter
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 695-718
Persistent link: https://www.econbiz.de/10003569955
Saved in:
24
Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 919-947
Persistent link: https://www.econbiz.de/10003570043
Saved in:
25
Incidential trends and the power of panel unit root tests
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 416-459
Persistent link: https://www.econbiz.de/10003571307
Saved in:
26
Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 548-573
Persistent link: https://www.econbiz.de/10003571323
Saved in:
27
A simple, robust and powerful test of the trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1302-1330
Persistent link: https://www.econbiz.de/10003571459
Saved in:
28
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
Kim, Dukpa
;
Perron, Pierre
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10003813076
Saved in:
29
Testing for a unit root in a random coefficient panel data model
Westerlund, Joakim
;
Larsson, Rolf
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 254-273
Persistent link: https://www.econbiz.de/10009551420
Saved in:
30
Unit root testing under a local break in trend
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 140-167
Persistent link: https://www.econbiz.de/10009551428
Saved in:
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