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~isPartOf:"Journal of time series econometrics"
~subject:"Statistischer Test"
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Statistischer Test
Einheitswurzeltest
11
Unit root test
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Estimation theory
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Time series analysis
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Zeitreihenanalyse
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Structural break
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structural break
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unit root
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KPSS test
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asymptotic local power
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asymptotic power
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bias correction
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bootstrap
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explosive autoregression
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fractional unit roots test
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infimum Dickey-Fuller tests
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initial condition uncertainty
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Bardet, Jean-Marc
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Dola, Béchir
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Nielsen, Morten Ørregaard
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Journal of time series econometrics
Journal of econometrics
13
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IHS economics series : working paper
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Oxford bulletin of economics and statistics
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Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics
Bardet, Jean-Marc
;
Dola, Béchir
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011582764
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2
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
Saved in:
3
Nearly efficient likelihood ratio tests for seasonal unit roots
Jansson, Michael
;
Nielsen, Morten Ørregaard
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009623579
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