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~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Search: subject:"Einheitswurzeltest"
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Zeitreihenanalyse
Einheitswurzeltest
38
Unit root test
38
Theorie
25
Theory
25
Panel
15
Panel study
15
Time series analysis
10
Saisonale Schwankungen
9
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9
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6
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6
Cointegration
5
Kointegration
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Taylor, Robert
Westerlund, Joakim
Gil-Alaña, Luis A.
21
Phillips, Peter C. B.
17
Caporale, Guglielmo Maria
13
Kunst, Robert M.
8
Lütkepohl, Helmut
8
Saikkonen, Pentti
7
Benati, Luca
6
Gao, Jiti
5
Kruse, Robinson
5
Lanne, Markku
5
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5
Reed, W. Robert
5
Breitung, Jörg
4
Franses, Philip Hans
4
Gouriéroux, Christian
4
Johansen, Søren
4
Kejriwal, Mohitosh
4
Kim, Hyeongwoo
4
Magdalinos, Tassos
4
Nielsen, Morten Ørregaard
4
Sibbertsen, Philipp
4
Akker, Ramon van den
3
Bec, Frédérique
3
Bohn Nielsen, Heino
3
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3
Franchi, Massimo
3
Gregoriou, Andros
3
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3
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3
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3
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3
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3
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3
Lieberman, Offer
3
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3
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3
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3
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3
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
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3
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1
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1
Economics discussion paper series : EDP
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
2
Testing for a unit root in panel time series models with multiple breaks
Westerlund, Joakim
-
2009
Persistent link: https://www.econbiz.de/10003884487
Saved in:
3
Myths and facts about panel unit root tests
Westerlund, Joakim
;
Breitung, Jörg
-
2009
Persistent link: https://www.econbiz.de/10003876024
Saved in:
4
Are crime rates really stationary?
Westerlund, Joakim
;
Blomquist, Johan
-
2009
Persistent link: https://www.econbiz.de/10003876026
Saved in:
5
Simple, robust and powerful tests of the breaking trend hypothesis
Harvey, David I.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003389563
Saved in:
6
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Castro, Tomás del Barrio
;
Osborn, Denise R.
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009659181
Saved in:
7
Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002672016
Saved in:
8
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
9
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
10
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
-
1998
Persistent link: https://www.econbiz.de/10001396969
Saved in:
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