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~subject:"Einheitswurzeltest"
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Conditional term structure of inflation forecast uncertainty : the copula approach
Charemza, Wojciech
;
Díaz, Carlos
;
Makarova, Svetlana D.
-
2015
Persistent link: https://www.econbiz.de/10011287624
Saved in:
2
Conditional testing for unit-root bilinearity in financial time series : some theoretical and empirical results
Charemza, Wojciech
;
Lifshits, Mikhail
;
Makarova, Svetlana
- In:
Journal of economic dynamics & control
29
(
2005
)
1/2
,
pp. 63-96
Persistent link: https://www.econbiz.de/10002590137
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3
A class of stochastic unit-root bilinear processes : mixing properties and unit-root test
Francq, Christian
;
Makarova, Svetlana D.
;
Zakoïan, …
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 312-326
Persistent link: https://www.econbiz.de/10003608201
Saved in:
4
Bubbles with stochastic explosive roots : the failure of unit root testing
Charemza, Wojciech
;
Deadman, Derek
-
1994
Persistent link: https://www.econbiz.de/10000148813
Saved in:
5
The Dickey-Fuller and KPSS tests in practice : an application to East European time series
Charemza, Wojciech
;
Syczewska, Ewa Marta
-
1999
Persistent link: https://www.econbiz.de/10001398848
Saved in:
6
Is inflation stationary?
Charemza, Wojciech
;
Hristova, Daniela
;
Burridge, Peter
- In:
Applied economics
37
(
2005
)
8
,
pp. 901-903
Persistent link: https://www.econbiz.de/10002801857
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