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~isPartOf:"International economics & finance journal : (IEFJ)"
~subject:"Statistical test"
~subject:"Structural break"
~subject:"Welt"
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Search: subject_exact:"Einheitswurzeltest"
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Statistical test
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Einheitswurzeltest
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Unit root test
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Cointegration
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Li, Jing
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Koo, Jaewoon
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International economics & finance journal : (IEFJ)
Applied economics
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Discussion paper / Monash University, Department of Economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Breaks in innovation variance and long-run purchasing power parity
Li, Jing
- In:
International economics & finance journal : (IEFJ)
13
(
2018
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012057104
Saved in:
2
A test for the Fisher hypothesis using panel cointegration test methods
Koo, Jaewoon
;
Kim, Hongki
- In:
International economics & finance journal : (IEFJ)
11
(
2016
)
2
,
pp. 119-127
Persistent link: https://www.econbiz.de/10011642614
Saved in:
3
Breaks in innovation variance and long-run Purchasing Power Parity
Li, Jing
- In:
International economics & finance journal : (IEFJ)
10
(
2015
)
1
,
pp. 93-111
Persistent link: https://www.econbiz.de/10011414541
Saved in:
4
Breaks in innovation variance and long-run Purchasing Power Parity
Li, Jing
- In:
International economics & finance journal : (IEFJ)
3
(
2008
)
2
,
pp. 233-251
Persistent link: https://www.econbiz.de/10003958554
Saved in:
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