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~type_genre:"Aufsatz in Zeitschrift"
~isPartOf:"Economics letters"
~subject:"Statistischer Test"
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Statistischer Test
Einheitswurzeltest
144
Unit root test
144
Theorie
62
Theory
62
Time series analysis
38
Zeitreihenanalyse
38
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31
Panel study
31
Structural break
18
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Unit root
8
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Nichtlineare Regression
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Nonlinear regression
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7
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Abadir, Karim Maher
1
Arezki, Rabah
1
Busetti, Fabio
1
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1
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1
Hu, Junjuan
1
Jhee, Won-Chul
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1
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1
Lucas, André
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1
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1
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1
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Economics letters
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13
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10
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9
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8
Econometric reviews
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The empirical economics letters : a monthly international journal of economics
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Journal of time series econometrics
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Oxford bulletin of economics and statistics
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International journal of public sector performance management : IJPSPM
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Applied econometrics and international development
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China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
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1
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
2
Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis
Yang, Lixiong
;
Lee, Chingnun
;
Su, Jen-je
- In:
Economics letters
159
(
2017
),
pp. 128-133
Persistent link: https://www.econbiz.de/10011903459
Saved in:
3
A
unit
root
test
against globally stationary ESTAR models when local condition is non-stationary
Hu, Junjuan
;
Chen, Zhenlong
- In:
Economics letters
146
(
2016
),
pp. 89-94
Persistent link: https://www.econbiz.de/10011619120
Saved in:
4
Testing the Prebish-Singer hypothesis using second-generation panel data stationarity tests with a break
Arezki, Rabah
;
Hadri, Kaddour
;
Kurozumi, Eiji
;
Rao, Yao
- In:
Economics letters
117
(
2012
)
3
,
pp. 814-816
Persistent link: https://www.econbiz.de/10009682663
Saved in:
5
Initial conditions and stationarity tests
Busetti, Fabio
- In:
Economics letters
105
(
2009
)
3
,
pp. 296-299
Persistent link: https://www.econbiz.de/10003931092
Saved in:
6
Tests for asymmetry in possibly nonstationary dynamic panel models
Shin, Dong-wan
;
Jhee, Won-Chul
- In:
Economics letters
91
(
2006
)
1
,
pp. 15-20
Persistent link: https://www.econbiz.de/10003314911
Saved in:
7
A Lagrange multiplier stationarity test using covariates
Juhl, Ted
- In:
Economics letters
85
(
2004
)
3
,
pp. 321-326
Persistent link: https://www.econbiz.de/10002367590
Saved in:
8
Quantiles for t-statistics based on M-estimators of unit roots
Abadir, Karim Maher
;
Lucas, André
- In:
Economics letters
67
(
2000
)
2
,
pp. 131-137
Persistent link: https://www.econbiz.de/10001471315
Saved in:
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