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Phillips, Peter C. B.
129
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104
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Journal of econometrics
184
Economics letters
177
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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CESifo working papers
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International journal of finance & economics : IJFE
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Japan and the world economy : international journal of theory and policy
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16
Journal of empirical finance
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
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1
CLT for largest eigenvalues and unit root tests for high-dimensional nonstationary time series
Zhang, Bo
;
Pan, Guangming
;
Gao, Jiti
-
2016
Persistent link: https://www.econbiz.de/10011781720
Saved in:
2
A near unit root test for high-dimensional nonstationary time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2019
Persistent link: https://www.econbiz.de/10012592727
Saved in:
3
Estimation and testing for high- dimensional near unit root time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2020
Persistent link: https://www.econbiz.de/10012606951
Saved in:
4
Asymptotic refinements of a misspecification-robust
bootstrap
for GEL estimators
Lee, Seojeong
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 86-104
Persistent link: https://www.econbiz.de/10011615683
Saved in:
5
Multiple comparisons and joint significance in panel unit root testing with evidence on international interest rate linkage
Hassler, Uwe
;
Werkmann, Verena
- In:
Jahrbücher für Nationalökonomie und Statistik
234
(
2014
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10010232366
Saved in:
6
Bootstrap
point optimal unit root tests
Wang, Liqiong
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010225261
Saved in:
7
Multiple testing for output convergence
Deckers, Thomas
;
Hanck, Christoph
- In:
Macroeconomic dynamics
18
(
2014
)
1
,
pp. 199-214
Persistent link: https://www.econbiz.de/10010356149
Saved in:
8
An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Journal of international financial markets, …
35
(
2015
),
pp. 18-29
Persistent link: https://www.econbiz.de/10011474678
Saved in:
9
Public debt and macroeconomic activity : a predictive analysis for advanced economies
Baglan, Deniz
;
Yoldas, Emre
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 301-324
Persistent link: https://www.econbiz.de/10011507537
Saved in:
10
A discrete model for
bootstrap
iteration
Davidson, Russell
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 228-236
Persistent link: https://www.econbiz.de/10011918710
Saved in:
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