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~isPartOf:"Global COE Hi-Stat discussion paper series"
~isPartOf:"International journal of economics"
~subject:"Stochastic process"
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Is per capita real GDP stationary in Asia countries? : evidence from a panel stationary test with structural breaks
Chang, Tsangyao
;
Chu, Hsiao-ping
;
Chang, Hsu-Ling
;
Su, …
- In:
International journal of economics
11
(
2017
)
1
,
pp. 89-96
Persistent link: https://www.econbiz.de/10011708678
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2
Statistical inference in possibly integrated cointegrated vector autoregressions : application to testing for structural changes
Kurozumi, Eiji
;
Dashtseren, Khashbaatar
-
2011
Persistent link: https://www.econbiz.de/10009238562
Saved in:
3
Regression with a slowly varying regressor in the presence of a unit root
Uematsu, Yoshimasa
-
2011
Persistent link: https://www.econbiz.de/10009423492
Saved in:
4
Stationarity in per capita real GDP of European countries : evidence from non-linear panel unit-root tests
Chang, Hsu-Ling
;
Su, Chi-Wei
;
Lee, Kuei-Chiu
- In:
International journal of economics
3
(
2009
)
2
,
pp. 95-101
Persistent link: https://www.econbiz.de/10003964344
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