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subject:"Kointegration"
~isPartOf:"Economics letters"
~subject:"Economic growth"
~subject:"Unit root test"
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Search: subject_exact:"Structural change test"
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Kointegration
Economic growth
Unit root test
Structural break
80
Strukturbruch
80
Time series analysis
31
Zeitreihenanalyse
31
Theorie
29
Theory
29
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19
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Statistischer Test
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Lee, Junsoo
3
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2
Leybourne, Stephen James
2
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1
Artís Ortuño, Manuel
1
Bah, Mohamed Siry
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Bartley, William Alan
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Biefang-Frisancho Mariscal, Iris
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Economics letters
Applied economics
68
Economic modelling
55
Applied economics letters
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Energy economics
25
International Journal of Energy Economics and Policy : IJEEP
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
International review of economics & finance : IREF
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Journal of econometrics
11
Oxford bulletin of economics and statistics
11
The empirical economics letters : a monthly international journal of economics
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International journal of economics and financial issues : IJEFI
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Theoretical and applied economics : GAER review
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CBN journal of applied statistics
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International journal of economics and finance
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Japan and the world economy : international journal of theory and policy
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The journal of international trade & economic development
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of time series econometrics
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Open economies review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tourism analysis : an interdisciplinary tourism & hospitality journal
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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ECONIS (ZBW)
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Estimation of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
Saved in:
2
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
3
Breaks in persistence in fixed-T panel data
Westerlund, Joakim
;
Nordström, Marcus
- In:
Economics letters
205
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013204922
Saved in:
4
Common factors and common breaks in panels : an empirical investigation
Qu, Feng
- In:
Economics letters
187
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504323
Saved in:
5
Response surface estimates of the LM unit root tests
Nazlıoğlu, Şaban
;
Lee, Junsoo
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508574
Saved in:
6
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
Saved in:
7
International evidence of time-variation in trend labor productivity growth
Glocker, Christian
;
Wegmueller, Philipp
- In:
Economics letters
167
(
2018
),
pp. 115-119
Persistent link: https://www.econbiz.de/10012016512
Saved in:
8
Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis
Yang, Lixiong
;
Lee, Chingnun
;
Su, Jen-je
- In:
Economics letters
159
(
2017
),
pp. 128-133
Persistent link: https://www.econbiz.de/10011903459
Saved in:
9
The Balassa-Samuelson hypothesis in the developed and developing countries revisited
Wang, Weiguo
;
Xue, Jing
;
Du, Chonghua
- In:
Economics letters
146
(
2016
),
pp. 33-38
Persistent link: https://www.econbiz.de/10011619015
Saved in:
10
Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing
Omay, Tolga
- In:
Economics letters
134
(
2015
),
pp. 123-126
Persistent link: https://www.econbiz.de/10011432370
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