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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Cointegration"
~subject:"Heteroskedastizität"
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
37
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Bootstrap LM tests for higher-order spatial effects in spatial linear regression models
Yang, Zhenlin
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10011949745
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2
Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship
Neto, David
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
3
,
pp. 909-928
Persistent link: https://www.econbiz.de/10011377316
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3
Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity
Grobys, Klaus
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 1189-1202
Persistent link: https://www.econbiz.de/10011304126
Saved in:
4
Tests for cointegration rank and the initial condition
Ahlgren, Niklas
;
Juselius, Mikael
- In:
Empirical economics : a journal of the Institute for …
42
(
2012
)
3
,
pp. 667-691
Persistent link: https://www.econbiz.de/10009547172
Saved in:
5
A test of hotelling's valuation principle for nonrenewable resources
Eisenhauer, Joseph G.
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
2
,
pp. 465-471
Persistent link: https://www.econbiz.de/10003075832
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