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Simulation-based approaches in financial econometrics
Sjölander, Pär - 2007
Persistent link: https://www.econbiz.de/10003738168
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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Unit root testing in panel and time series models : new tests and economic applications
Siedenburg, Florian - 2010
In this dissertation new test statistics for the (panel) unit root hypothesis are presented. Besides a novel approach to testing the unit root hypothesis in univariate time series, the major part of this thesis is dedicated to unit root testing in cross sectionally dependent panels with...
Persistent link: https://www.econbiz.de/10008732374
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Essays on time series and panel data econometrics
Song, Wonho - 2003
Persistent link: https://www.econbiz.de/10003624595
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Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003380112
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Asymptotic and bootstrap tests for unit root and threshold cointegration
Seo, Myung Hwan - 2004
Persistent link: https://www.econbiz.de/10003550223
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Essays on nonstandard testing of trend functions in time series models
Sayginsoy, Ozgen - 2004
Persistent link: https://www.econbiz.de/10003551599
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Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik - 2005
Persistent link: https://www.econbiz.de/10003553376
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New majorization theory in economics and martingale convergence results in econometrics
Ibragimov, Rustam - 2005
Persistent link: https://www.econbiz.de/10003553406
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Interdependenz zwischen Devisen- und Aktienmärkten in ausgewählten EU-Ländern : Theorie und empirische Analyse
Islami, Mevlud - 2010 - 1., Aufl.
Persistent link: https://www.econbiz.de/10003981681