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~subject:"Stochastic process"
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Search: subject_exact:"Unit Root Test"
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Essays in honor of Joon Y. Park : econometric theory
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Testing the null hypothesis of cointegration
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A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
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2
A unified approach to testing for stationarity and unit roots
Harvey, Andrew C.
- In:
Identification and inference for econometric models : …
,
(pp. 403-425)
.
2005
Persistent link: https://www.econbiz.de/10003352588
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3
On median unbiased inference for first order autoregressive models
Carstensen, Kai
;
Paolella, Marc S.
- In:
Contributions to modern econometrics : from data …
,
(pp. 23-38)
.
2002
Persistent link: https://www.econbiz.de/10001905011
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4
Point optimal invariant tests of the null hypothesis of cointegration
Jansson, Michael
- In:
Testing the null hypothesis of cointegration
,
(pp. 45-107)
.
2000
Persistent link: https://www.econbiz.de/10001601883
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5
Efficiency gains from quasi-differencing under nonstationarity
Phillips, Peter C. B.
;
Lee, Chin Chin
-
1996
Persistent link: https://www.econbiz.de/10001589738
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