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~person:"Smeekes, Stephan"
~type_genre:"Arbeitspapier"
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Smeekes, Stephan
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36
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27
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22
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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A multivariate invariance principle for modified wild bootstrap methods with an spplication to unit root testing
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2014
Persistent link: https://www.econbiz.de/10010386007
Saved in:
2
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/10009412262
Saved in:
3
Bootstrap sequential tests to determine the stationary units in a panel
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10008840677
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4
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
Saved in:
5
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003985793
Saved in:
6
Detrending bootstrap unit root tests
Smeekes, Stephan
-
2009
Persistent link: https://www.econbiz.de/10003938598
Saved in:
7
Bootstrap unit root tests : comparison and extensions
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2006
Persistent link: https://www.econbiz.de/10003319915
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