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language:"eng"
subject:"Zeitreihenanalyse"
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre"
~institution:"Nationalekonomiska Institutionen <Lund>"
~subject:"Panel study"
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Testing for stationarity in panel data when errors are serially correlated : finite-sample results
Jönsson, Kristian
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002595209
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Testing for stationary in panel data models when disturbances are cross-sectionally correlated
Jönsson, Kristian
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002099608
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Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
Lux, Thomas
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contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781208
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