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Search: subject:"Unit Root Test"
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Einheitswurzeltest
154
Unit root test
154
Theorie
68
Theory
68
Time series analysis
38
Zeitreihenanalyse
38
Panel
35
Panel study
35
Structural break
18
Strukturbruch
18
Kaufkraftparität
17
Purchasing power parity
17
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Estimation theory
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Schätztheorie
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Cointegration
13
Kointegration
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OECD countries
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OECD-Staaten
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9
Schätzung
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Statistical test
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Statistischer Test
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Bootstrap-Verfahren
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Economic convergence
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Saisonkomponente
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Unit root
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Wirtschaftliche Konvergenz
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Nationaleinkommen
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Nichtlineare Regression
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7
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Aufsatz in Zeitschrift
Article in journal
154
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English
154
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Lee, Junsoo
7
Shin, Dong-wan
6
Costantini, Mauro
4
So, Beong Soo
4
Strauss, Jack
4
Boucher Breuer, Janice
3
Giulietti, Monica
3
Gutierrez, Luciano
3
Harvey, David I.
3
Jong, Robert M. de
3
Leybourne, Stephen James
3
McNown, Robert F.
3
Otero, Jesús G.
3
Smith, Jeremy
3
Su, Jen-je
3
Wallace, Myles Stuart
3
Österholm, Pär
3
Baharumshah, Ahmad Zubaidi
2
Camarero Olivas, Mariam
2
Carrion i Silvestre, Josep Lluís
2
Chong, Terence Tai-Leung
2
Chou, Win-lin
2
Cook, Steven
2
Eroğlu, Burak Alparslan
2
Ford, George S.
2
Gustavsson, Magnus
2
Jackson, John D.
2
Kapetanios, George
2
Kim, Jaebeom
2
Kline, Audrey D.
2
Lee, Hyejin
2
Liew, Venus Khim-sen
2
Lupi, Claudio
2
Lütkepohl, Helmut
2
Meng, Ming
2
Omay, Tolga
2
Ordóñez, Javier
2
Pittis, Nikitas
2
Schmidt, Peter
2
Seong, Byeongchan
2
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Economics letters
Review of international economics
Applied economics letters
126
Applied economics
118
Journal of econometrics
117
Economic modelling
98
Econometric theory
90
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Econometric reviews
53
The empirical economics letters : a monthly international journal of economics
53
Oxford bulletin of economics and statistics
42
The econometrics journal
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Energy economics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
International review of economics & finance : IREF
28
Journal of international money and finance
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
International journal of economics and financial issues : IJEFI
21
Applied financial economics
20
Theoretical and applied economics : GAER review
20
Journal of macroeconomics
18
Japan and the world economy : international journal of theory and policy
16
Economics bulletin : EB
15
Empirica : journal of european economics
14
International Journal of Energy Economics and Policy : IJEEP
14
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
14
International journal of economics and finance
14
International journal of finance & economics : IJFE
14
Computational economics
13
Journal of applied econometrics
13
Journal of international financial markets, institutions & money
12
The South African journal of economics
12
Journal of forecasting
11
Journal of time series econometrics
11
Panoeconomicus
11
Econometrics : open access journal
10
Economic research
10
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
10
Journal of empirical finance
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154
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1
External sustainability in Spanish economy : bubbles and crises, 1970-2020
Esteve García, Vicente
;
Prats Albentosa, María Asuncíon
- In:
Review of international economics
31
(
2023
)
1
,
pp. 60-80
Persistent link: https://www.econbiz.de/10014278121
Saved in:
2
Testing the validity of purchasing power parity for China : evidence from the Fourier quantile
unit
root
test
Chan, Kenneth S.
;
Lai, Jennifer Te
;
Liang, Xiaoyi
- In:
Review of international economics
31
(
2023
)
2
,
pp. 464-492
Persistent link: https://www.econbiz.de/10014278601
Saved in:
3
Quantile unit root inference for panel data with common shocks
Yang, Jisheng
;
Wei, Jinbao
;
Cai, Biqing
- In:
Economics letters
219
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013470951
Saved in:
4
Backward mean transformation in unit root panel data models
Juodis, Artūras
;
Poldermans, Rutger W
- In:
Economics letters
201
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607070
Saved in:
5
Estimation of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
Saved in:
6
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
7
Breaks in persistence in fixed-T panel data
Westerlund, Joakim
;
Nordström, Marcus
- In:
Economics letters
205
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013204922
Saved in:
8
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
9
Response surface estimates of the LM unit root tests
Nazlıoğlu, Şaban
;
Lee, Junsoo
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508574
Saved in:
10
Periodic and seasonal (co-)integration in the state space framework
Bauer, Dietmar
- In:
Economics letters
174
(
2019
),
pp. 165-168
Persistent link: https://www.econbiz.de/10012121077
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