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Estimation
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Caporale, Guglielmo Maria
91
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71
Chang, Tsangyao
53
Härdle, Wolfgang
49
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Su, Chi-Wei
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Basu, Susanto
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Bollerslev, Tim
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Engle, Robert F.
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Feenstra, Robert C.
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Attanasio, Orazio P.
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Egger, Peter
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Kaiser, Ulrich
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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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Macroeconomic dynamics
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ECONIS (ZBW)
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RePEc
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EconStor
2
Other ZBW resources
1
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1
Deterministic seasonality in Dickey-Fuller tests : should we care?
Lopes, Artur C. B. da Silva
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
1
,
pp. 165-182
Persistent link: https://www.econbiz.de/10003307069
Saved in:
2
Some cautions on the use of the LLC panel unit root test
Westerlund, Joakim
-
2006
Persistent link: https://www.econbiz.de/10003483115
Saved in:
3
Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik
-
2005
Persistent link: https://www.econbiz.de/10003553376
Saved in:
4
Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.
;
Chen, Shu-yu
;
Lee, Sangyeol
- In:
Computational economics
42
(
2013
)
4
,
pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
Saved in:
5
Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph
(
contributor
); …
-
2005
under very general conditions and
simulation
evidence shows that the tests perform better than the standard Phillips …
Persistent link: https://www.econbiz.de/10002926863
Saved in:
6
Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph
;
Sibbertsen, Philipp
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
90
(
2006
)
3
,
pp. 439-456
Persistent link: https://www.econbiz.de/10003363489
Saved in:
7
On Monte Carlo estimation of relative power
Paruolo, Paolo
- In:
The econometrics journal
5
(
2002
)
1
,
pp. 65-75
Persistent link: https://www.econbiz.de/10001683691
Saved in:
8
Priors and Bayesian parameter estimation of affine term structure models
Sögner, Leopold
- In:
International journal of computational economics and …
4
(
2014
)
3/4
,
pp. 288-319
Persistent link: https://www.econbiz.de/10010496421
Saved in:
9
Rank based cointegration testing for dynamic panels with fixed T
Juodis, Artūras
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 349-389
Persistent link: https://www.econbiz.de/10011949797
Saved in:
10
New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin
- In:
Computational economics
63
(
2024
)
5
,
pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
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