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~person:"Bec, Frédérique"
~type_genre:"Arbeitspapier"
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Bec, Frédérique
Phillips, Peter C. B.
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A simple unit root test consistent against any stationary alternative
Bec, Frédérique
;
Guay, Alain
-
2020
Persistent link: https://www.econbiz.de/10012429907
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2
A simple unit root test consistent against any stationary alternative
Bec, Frédérique
;
Guay, Alain
-
2020
Persistent link: https://www.econbiz.de/10012319299
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3
Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing
Bec, Frédérique
;
Bohn Nielsen, Heino
;
Sai͏̈di, Sarra
-
2019
Persistent link: https://www.econbiz.de/10012237317
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4
Detecting mean reversion in real exchange rates from a multiple regime STAR model
Bec, Frédérique
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002574193
Saved in:
5
The Autoregressive Conditional Root (ACR) model
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil G.
-
2005
Persistent link: https://www.econbiz.de/10003281526
Saved in:
6
Adaptive consistent unit root tests based on autoregressive threshold model
Bec, Frédérique
;
Guay, Alain
;
Guerre, Emmanuel
-
2002
Persistent link: https://www.econbiz.de/10001720960
Saved in:
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