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Theorie
Theory
143
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123
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123
Unit root test
104
Einheitswurzeltest
97
Cointegration
77
Kointegration
70
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67
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67
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60
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60
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45
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45
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45
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45
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39
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38
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33
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31
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28
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28
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27
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27
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24
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24
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21
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21
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19
wild bootstrap
19
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18
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16
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15
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14
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14
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13
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12
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72
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144
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Taylor, Robert
79
Cavaliere, Giuseppe
37
Trenkler, Carsten
35
Rahbek, Anders
19
Taylor, A. M. Robert
17
Leybourne, Stephen James
13
Lütkepohl, Helmut
13
Saikkonen, Pentti
13
Harvey, David I.
8
Smith, Richard J.
8
Rodrigues, Paulo M. M.
7
Smeekes, Stephan
6
Busetti, Fabio
5
Georgiev, Iliyan
5
Kascha, Christian
5
Weber, Enzo
5
Astill, Sam
4
Burridge, Peter
4
Phillips, Peter C. B.
4
Barrio Castro, Tomás del
3
Boswijk, H. Peter
3
Cavaliere, Guiseppe
3
Fanelli, Luca
3
Franses, Philip Hans
3
Lu, Ye
3
Abadir, Karim M.
2
Bailey, Ralph W.
2
Boswijk, Herman Peter
2
Brüggemann, Ralf
2
De Angelis, Luca
2
Kim, Tae-hwan
2
Mungo, Julius
2
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2
Stærk-Østergaard, Jacob
2
Agosto, Arianna
1
Angelini, Giovanni
1
Astill, S.
1
Bohn Nielsen, Heino
1
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1
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1
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4
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4
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1
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16
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15
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12
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10
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7
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7
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6
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4
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4
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4
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3
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3
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3
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Quaderni di Dipartimento, Serie Ricerche, 2016, n. 3
1
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1
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ECONIS (ZBW)
143
EconStor
1
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1
A note on testing covariance stationarity
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 364-371
Persistent link: https://www.econbiz.de/10003864024
Saved in:
2
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
3
Bootstrap M unit root tests
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 393-421
Persistent link: https://www.econbiz.de/10003873063
Saved in:
4
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
5
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
6
Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
Saved in:
7
Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Estudios de economía aplicada : revista promovida por …
28
(
2010
)
3
,
pp. 519-551
Persistent link: https://www.econbiz.de/10009712288
Saved in:
8
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009412262
Saved in:
9
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009389930
Saved in:
10
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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