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isPartOf:"Discussion paper / School of Economics, The University of New South Wales"
type:"book"
~isPartOf:"Discussion papers in economics"
~subject:"Statistischer Test"
~subject:"Unit root test"
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Statistischer Test
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Testing for equal predictive accuracy with strong dependence
Coroneo, Laura
;
Iacone, Fabrizio
-
2021
Persistent link: https://www.econbiz.de/10012817692
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2
Saddlepoint approximations for optimal unit root tests
Marsh, Patrick W. N.
-
2009
Persistent link: https://www.econbiz.de/10003908647
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3
Constructing optimal tests on a lagged dependent variable
Marsh, Patrick W. N.
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003376025
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4
A two-sample non-parametric likelihood ratio test
Marsh, Patrick W. N.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003050834
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5
A bootstrap test for symmetry of dependent data based on a Kolmogorov-Smirrnov type statistics
Psaradakis, Zacharias G.
-
2002
Persistent link: https://www.econbiz.de/10001717796
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6
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
7
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
-
1996
Persistent link: https://www.econbiz.de/10000930373
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8
Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.
;
Tzavalis, Elias
-
1995
Persistent link: https://www.econbiz.de/10000912747
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9
On cointegration test for VAR models with drift
Yang, Minxian
;
Bewley, Ronald A.
-
1995
Persistent link: https://www.econbiz.de/10000917803
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10
Why do empirical demand functions violate homogeneity tests?
Muellbauer, John
-
1982
Persistent link: https://www.econbiz.de/10003494662
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