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~person:"Taylor, Robert"
~subject:"seasonal unit root"
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seasonal unit root
Einheitswurzeltest
11
Saisonkomponente
11
Seasonal component
11
Unit root test
11
Theorie
8
Theory
8
Time series analysis
7
Zeitreihenanalyse
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Saisonale Schwankungen
4
Seasonal variations
4
HEGY tests
2
Kleinste-Quadrate-Methode
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Lag model
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Lag-Modell
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Least squares method
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OLS and GLS detrending
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Robust statistics
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Robustes Verfahren
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Bootstrap approach
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Bootstrap-Verfahren
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Data-based lag selection
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Robust tests
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Seasonal level breaks
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Seasonal unit root
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Seasonal unit roots
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Seasonality
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Stochastic process
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Stochastischer Prozess
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data-based lag selection
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Taylor, Robert
Castro, Tomás del Barrio
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Osborn, Denise R.
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Swanson, Norman R.
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Urbach, Richard
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Economics discussion paper series : EDP
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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
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