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  • Search: subject:"Phillips-perron unit-root test"
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Year of publication
Subject
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Einheitswurzeltest 2 Phillips-Perron unit root test 2 Time series analysis 2 Unit root test 2 Zeitreihenanalyse 2 Bootstrap approach 1 Bootstrap-Verfahren 1 Busi- ness cycles 1 Causality analysis 1 Cointegration 1 Cyclicality 1 Error correction model 1 Estimation theory 1 Fixed-b asymptotics 1 Geldmenge 1 Geldnachfrage 1 Granger Causality test 1 Inflation rate 1 Inflationsrate 1 Johansen contegration test 1 Kausalanalyse 1 Kointegration 1 Korea 1 Money demand 1 Money demand function 1 Money supply 1 Nichtparametrisches Verfahren 1 Non-stationarity 1 Nonparametric statistics 1 Phillips-perron unit-root test 1 Schätztheorie 1 Serial correlation 1 Serial correlations 1 Sieve bootstrap 1 South Korea 1 Südkorea 1 Theorie 1 Theory 1 Vector error correction model (VECM) 1 Zivot Andrews single-break unit root test 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Castro, Tomás del Barrio 1 Cho, Hyungsun Chloe 1 Ramírez, Miguel D. 1 Rodrigues, Paulo M.M. 1 Taylor, A.M. Robert 1 Wang, Shaoping 1 Wang, Zhenxin 1 Yan, Yayi 1
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Institution
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Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora 1
Published in...
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Business and Economic Research : BER 1 CEFAGE-UE Working Papers 1 Computational economics 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
Cover Image
Sieve bootstrap for fixed-b Phillips-Perron unit root test
Wang, Zhenxin; Wang, Shaoping; Yan, Yayi - In: Computational economics 64 (2024) 6, pp. 3181-3205
Persistent link: https://www.econbiz.de/10015144195
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On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles
Castro, Tomás del Barrio; Rodrigues, Paulo M.M.; … - Centro de Estudos e Formação Avançada em Gestão e … - 2013
Is In this paper we provide a detailed analysis of the impact of persistent cycles on the well-known semi-parametric unit root tests of Phillips and Perron (1988, Biometrika 75, 335.346). It is shown analytically and through Monte Carlo simulations that the presence of complex (near) unit roots...
Persistent link: https://www.econbiz.de/10010668025
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Money demand in Korea : a cointegration analysis, 1973-2014
Cho, Hyungsun Chloe; Ramírez, Miguel D. - In: Business and Economic Research : BER 6 (2016) 1, pp. 96-110
Persistent link: https://www.econbiz.de/10011452562
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