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Unit Root Tests for Time Serie...
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Güth, W.
70
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48
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Unit Root Tests in the Presence of Innovational Outliers
Lanne, M.
;
Lütkepohl, H.
;
Saikkonen, P.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794917
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Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
Lanne, M.
;
Lütkepohl, H.
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Saikkonen, P.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796215
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Comparison of Unit Root Tests for Time Series with Level Shifts
Lanne, M.
;
Lütkepohl, H.
;
Saikkonen, P.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796272
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Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
Lanne, M.
;
Saikkonen, P.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838277
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Reducing Size Distortions of Parametric Stationarity Tests
Lanne, M.
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Saikkonen, P.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794903
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Nonlinear GARCH Models for Highly Persistent Volatility
Lanne, M.
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Saikkonen, P.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794994
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Was There a Regime Change in the German Monetary Transmission Mechanism in 1983?
Candelon, B.
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Lütkepohl, H.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742932
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Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process
Saikkonen, P.
;
Lütkepohl, H.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742948
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Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time
Saikkonen, P.
;
Lütkepohl, H.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742966
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Estimating the Kronecker Indices of Cointegrated Echelon Form VARMA Models
Bartel, H.
;
Lütkepohl, H.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742978
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