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subject:"Strukturbruch"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Monte Carlo simulation"
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Strukturbruch
Monte Carlo simulation
Statistical test
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Statistischer Test
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Cointegration
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Westerlund, Joakim
2
Carrion i Silvestre, Josep Lluís
1
Chen, Yi-Ting
1
Edgerton, David L.
1
Kurozumi, Eiji
1
Sansó, Andreu
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Oxford bulletin of economics and statistics
Journal of econometrics
34
Economics letters
22
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
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9
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
The econometrics journal
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Discussion papers / Graduate School of Economics, Hitotsubashi University
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IHS economics series : working paper
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International journal of forecasting
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Reihe Ökonomie
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School of Economics working papers / The University of Adelaide, School of Economics
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Econometrics : open access journal
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Finance research letters
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CEA_372Cass working paper series
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Queen's Economics Department working paper
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Recent advances in estimating nonlinear models : with applications in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 514-535
Persistent link: https://www.econbiz.de/10011969523
Saved in:
2
Testing for granger causality in moments
Chen, Yi-Ting
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
2
,
pp. 265-288
Persistent link: https://www.econbiz.de/10011494689
Saved in:
3
A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim
;
Edgerton, David L.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 665-704
Persistent link: https://www.econbiz.de/10003759121
Saved in:
4
Testing the null of cointegration with structural breaks
Carrion i Silvestre, Josep Lluís
;
Sansó, Andreu
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 623-646
Persistent link: https://www.econbiz.de/10003379224
Saved in:
5
A panel CUSUM test of the null of cointegration
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 231-262
Persistent link: https://www.econbiz.de/10002693296
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