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~accessRights:"free"
~isPartOf:"Reihe Ökonomie"
~language:"eng"
~language:"ind"
~person:"Caporale, Guglielmo Maria"
~person:"Schnabel, Claus"
~subject:"Kointegration"
~type:"book"
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Kointegration
Monte Carlo simulation
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Einheitswurzeltest
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Caporale, Guglielmo Maria
Schnabel, Claus
Wagner, Martin
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Kunst, Robert M.
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Jumah, Adusei
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Hlouskova, Jaroslava
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Hong, Seung Hyun
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Reihe Ökonomie
CESifo working papers
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Economics and finance working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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Panel data tests of PPP : a critical overview
Caporale, Guglielmo Maria
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2004
Persistent link: https://www.econbiz.de/10002139613
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2
Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of structural invariance : some Monte Carlo evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
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2004
Persistent link: https://www.econbiz.de/10002068644
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