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~isPartOf:"Discussion paper series / Reserve Bank of New Zealand"
~isPartOf:"International journal of computational economics and econometrics"
~isPartOf:"Research memorandum / METEOR"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Phillips-Perron-Test"
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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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Priors and Bayesian parameter estimation of affine term structure models
Sögner, Leopold
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International journal of computational economics and …
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2014
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3/4
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pp. 288-319
Persistent link: https://www.econbiz.de/10010496421
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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 …
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2012
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3/4
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pp. 179-196
Persistent link: https://www.econbiz.de/10009756392
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Some cautions on the use of the LLC panel unit root test
Westerlund, Joakim
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2006
Persistent link: https://www.econbiz.de/10003483115
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Long run, seasonal and cyclical long memory in macroeconomic time series
Candelon, Bertrand
;
Gil-Alaña, Luis A.
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2003
Persistent link: https://www.econbiz.de/10001882733
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