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~isPartOf:"Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration"
~person:"Phillips, Peter C. B."
~type_genre:"Graue Literatur"
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Bootstrap approach
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Bootstrap-Verfahren
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Dickey-Fuller type unit root
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Einheitswurzeltest
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Stochastic process
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Stochastischer Prozess
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Phillips, Peter C. B.
Herings, Peter Jean-Jacques
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Peeters, Ronald
18
Peters, Hans J. M.
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Grip, Andries de
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Candelon, Bertrand
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Pot, Erik
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Bos, Iwan
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Falk, Armin
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Marie, Olivier
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Smeekes, Stephan
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
Cowles Foundation discussion paper
155
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
11
Working paper
5
Discussion papers / Department of Economics, University of California San Diego
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Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
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ECONIS (ZBW)
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009389930
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