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isPartOf:"Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration"
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Bootstrap approach
6
Bootstrap-Verfahren
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Theorie
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4
Unit root test
4
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Smeekes, Stephan
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Urbain, Jean-Pierre
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
Journal of econometrics
179
Economics letters
71
CEMMAP working papers / Centre for Microdata Methods and Practice
61
Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Econometric theory
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Queen's Economics Department working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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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International journal of forecasting
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The econometrics journal
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Cowles Foundation discussion paper
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Discussion paper / Center for Economic Research, Tilburg University
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Applied economics letters
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion paper / Tinbergen Institute
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European journal of operational research : EJOR
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CREATES research paper
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Working paper
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Journal of productivity analysis
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Discussion papers of interdisciplinary research project 373
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Journal of banking & finance
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Journal of empirical finance
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Discussion paper / Centre for Economic Policy Research
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Computational economics
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Journal of applied econometrics
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Working papers / Rutgers University, Department of Economics
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Cardiff Economics Working Papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometrics : open access journal
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Working paper series
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Finance research letters
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Insurance / Mathematics & economics
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009389930
Saved in:
2
On the applicability of the sieve bootstrap in time series panels
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2011
Persistent link: https://www.econbiz.de/10009389935
Saved in:
3
Bootstrap sequential tests to determine the stationary units in a panel
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10008840677
Saved in:
4
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003985793
Saved in:
5
Detrending bootstrap unit root tests
Smeekes, Stephan
-
2009
Persistent link: https://www.econbiz.de/10003938598
Saved in:
6
Cross-sectional dependence robust block bootstrap panel unit root tests
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2008
Persistent link: https://www.econbiz.de/10003921438
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