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~accessRights:"free"
~person:"Ranjbar, Omid"
~person:"Westerlund, Joakim"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
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Search: subject:"Einheitswurzeltest"
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ARCH model
Zeitreihenanalyse
Einheitswurzeltest
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Ranjbar, Omid
Westerlund, Joakim
Phillips, Peter C. B.
26
Gil-Alaña, Luis A.
15
Caporale, Guglielmo Maria
12
Gao, Jiti
8
Lopez, Claude
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Zhang, Bo
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Working papers in economics
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Iranian economic review : journal of University of Tehran
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1
Reopening the convergence debate when sharp breaks and Smooth shifts wed, 1870-2010
Ranjbar, Omid
;
Chang, Tsangyao
;
Lee, Chien-chiang
; …
- In:
Iranian economic review : journal of University of Tehran
20
(
2016
)
3
,
pp. 356-377
Persistent link: https://www.econbiz.de/10011588514
Saved in:
2
Testing for a unit root in panel time series models with multiple breaks
Westerlund, Joakim
-
2009
Persistent link: https://www.econbiz.de/10003884487
Saved in:
3
Using panel data to construct simple and efficient unit root tests in the presence of GARCH
Westerlund, Joakim
;
Narayan, Paresh Kumar
-
2009
Persistent link: https://www.econbiz.de/10003876019
Saved in:
4
Myths and facts about panel unit root tests
Westerlund, Joakim
;
Breitung, Jörg
-
2009
Persistent link: https://www.econbiz.de/10003876024
Saved in:
5
Are crime rates really stationary?
Westerlund, Joakim
;
Blomquist, Johan
-
2009
Persistent link: https://www.econbiz.de/10003876026
Saved in:
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