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~isPartOf:"Cambridge working papers in economics"
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~subject:"Monte-Carlo-Simulation"
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Finite sample lag adjusted critical values of the ADF-GLS test
Sephton, Peter S.
- In:
Computational economics
59
(
2022
)
1
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pp. 177-183
Persistent link: https://www.econbiz.de/10013168958
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Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit
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Wong, Benjamin
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2015
Persistent link: https://www.econbiz.de/10010528671
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem
(
contributor
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2007
Persistent link: https://www.econbiz.de/10003604648
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Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.
;
Chen, Shu-yu
;
Lee, Sangyeol
- In:
Computational economics
42
(
2013
)
4
,
pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
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The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes : evidence from Monte Carlo simulations and applications
Maki, Daiki
- In:
Computational economics
31
(
2008
)
1
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pp. 77-94
Persistent link: https://www.econbiz.de/10003612217
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