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New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin
- In:
Computational economics
63
(
2024
)
5
,
pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
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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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Estimating dynamic binary panel data model with random effects : a computational note
Yu, Gang
;
Wei Gao
;
Wang, Weiguo
;
Wang, Shaoping
- In:
Computational economics
51
(
2018
)
3
,
pp. 535-539
Persistent link: https://www.econbiz.de/10011963705
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