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Testing for a unit root with c...
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Tests for unit roots : a Monte Carlo investigation
Schwert, George William
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 5-17
Persistent link: https://www.econbiz.de/10001639864
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Determining the order of differencing in autoregressive processes
Dickey, David A.
;
Pantula, Sastry G.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 18-24
Persistent link: https://www.econbiz.de/10001639870
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3
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
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4
Traditional time-series and computer-intensive methods
Fildes, Robert
(
contributor
)
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2011
Persistent link: https://www.econbiz.de/10009162061
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5
Spectral analysis, seasonality, nonlinearity, methodology, and forecasting
Ghysels, Eric
(
contributor
);
Granger, C. W. J.
(
honouree
)
-
2001
Persistent link: https://www.econbiz.de/10001621177
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6
Nonlinear time series analysis
Mizrach, Bruce Marshall
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003698164
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7
Growth theory, nonlinear dynamics and economic modelling : scientific essays of William Allen Brock
Brock, William A.
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2001
Persistent link: https://www.econbiz.de/10013552121
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8
New developments in exchange rate economics
Sarno, Lucio
(
contributor
);
Taylor, Mark P.
(
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)
-
2002
Persistent link: https://www.econbiz.de/10001645260
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9
Purchasing power parity
Manzur, Meher
(
contributor
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2008
Persistent link: https://www.econbiz.de/10003693739
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