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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~person:"Wagner, Martin"
~subject:"Statistischer Test"
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Zeitreihenanalyse
Statistischer Test
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Theory
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Einheitswurzeltest
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Time series analysis
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Unit root test
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Cointegration
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Wagner, Martin
Phillips, Peter C. B.
11
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7
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Johansen, Søren
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Robinson, Peter M.
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Vogelsang, Timothy J.
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Jong, Robert M. de
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Meitz, Mika
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Tanaka, Katsuto
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Econometric theory
IHS economics series : working paper
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Cointegrating polynomial regressions : fully modified OLS estimation and inference
Wagner, Martin
;
Hong, Seung Hyun
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1289-1315
Persistent link: https://www.econbiz.de/10011661753
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2
A fixed-b perspective on the Phillips-Perron unit root tests
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Econometric theory
29
(
2013
)
3
,
pp. 609-628
Persistent link: https://www.econbiz.de/10009778503
Saved in:
3
A state space canonical form for unit root processes
Bauer, Dietmar
;
Wagner, Martin
- In:
Econometric theory
28
(
2012
)
6
,
pp. 1313-1349
Persistent link: https://www.econbiz.de/10009743172
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