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~subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Working papers in economics"
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Zeitreihenanalyse
Einheitswurzeltest
27
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27
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15
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13
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13
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12
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Journal of applied econometrics
Working papers in economics
Applied economics letters
48
Journal of econometrics
48
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39
Applied economics
35
Econometric theory
35
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33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Econometric reviews
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Cowles Foundation discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The empirical economics letters : a monthly international journal of economics
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Discussion papers of interdisciplinary research project 373
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Oxford bulletin of economics and statistics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
Saved in:
2
Testing for a unit root in panel time series models with multiple breaks
Westerlund, Joakim
-
2009
Persistent link: https://www.econbiz.de/10003884487
Saved in:
3
Myths and facts about panel unit root tests
Westerlund, Joakim
;
Breitung, Jörg
-
2009
Persistent link: https://www.econbiz.de/10003876024
Saved in:
4
Are crime rates really stationary?
Westerlund, Joakim
;
Blomquist, Johan
-
2009
Persistent link: https://www.econbiz.de/10003876026
Saved in:
5
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
6
A re-examination of the stationarity of inflation
Cook, Steven
- In:
Journal of applied econometrics
24
(
2009
)
6
,
pp. 1047-1053
Persistent link: https://www.econbiz.de/10003886958
Saved in:
7
Trend-stationary GNP : evidence from a new exact pointwise most powerful invariant unit root test
Shively, Philip A.
- In:
Journal of applied econometrics
16
(
2001
)
4
,
pp. 537-551
Persistent link: https://www.econbiz.de/10001601913
Saved in:
8
Near unit roots, cointegration, and the term structure of interest rates
Lanne, Markku
- In:
Journal of applied econometrics
15
(
2000
)
5
,
pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
Saved in:
9
Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
Saved in:
10
Rethinking the univariate approach to unit root testing : using covariates to increase power
Hansen, Bruce E.
-
1995
Persistent link: https://www.econbiz.de/10000919082
Saved in:
11
Unit roots, stationarity, and persistence in finite sample macroeconometrics
Blough, Stephen Richard
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000788763
Saved in:
12
Accumulating sample path estimation with applications to testing for unit roots in GNP
Bates, Charles E.
-
1989
Persistent link: https://www.econbiz.de/10000758327
Saved in:
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