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~isPartOf:"Discussion paper series / Reserve Bank of New Zealand"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of computational economics and econometrics"
~subject:"Monte-Carlo-Simulation"
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Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit
;
Wong, Benjamin
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2015
Persistent link: https://www.econbiz.de/10010528671
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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D.
- In:
Econometric reviews
35
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2016
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5/7
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pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
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Priors and Bayesian parameter estimation of affine term structure models
Sögner, Leopold
- In:
International journal of computational economics and …
4
(
2014
)
3/4
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pp. 288-319
Persistent link: https://www.econbiz.de/10010496421
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4
Linear and non-linear unit root testing in the presence of heavy-tailed GARCH : a finite-sample simulation analysis
Cook, Steve
- In:
International journal of computational economics and …
2
(
2012
)
3/4
,
pp. 179-196
Persistent link: https://www.econbiz.de/10009756392
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5
Tests for a unit root using three-regime TAR models : power comparison and some applications
Maki, Daiki
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 335-363
Persistent link: https://www.econbiz.de/10003864021
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