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Stochastic process
Schätztheorie
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Phillips, Peter C. B.
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33
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32
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31
Chan, Joshua
23
Linton, Oliver
23
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21
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21
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21
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19
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19
Asai, Manabu
17
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14
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13
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Springer International Publishing
1
State University of New York at Albany / Department of Economics
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Symposium on Operations Research <24, 1999, Magdeburg>
1
Thailand Econometric Society
1
University of California Davis / Department of Economics
1
University of Queensland / School of Economics
1
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1
Zentrum für Europäische Wirtschaftsforschung
1
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Journal of econometrics
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Discussion paper / Tinbergen Institute
61
Econometric reviews
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
52
Econometric theory
41
European journal of operational research : EJOR
41
Quantitative finance
37
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34
CREATES research paper
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Econometrics : open access journal
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International journal of theoretical and applied finance
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
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SFB 649 discussion paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Applied economics letters
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Journal of forecasting
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Risks : open access journal
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International journal of forecasting
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1
Multiple testing for no
cointegration
under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
2
Tests of the null hypothesis of
cointegration
based on efficient tests for a unit MA root
Jansson, Michael
- In:
Identification and inference for econometric models : …
,
(pp. 357-374)
.
2005
Persistent link: https://www.econbiz.de/10003352578
Saved in:
3
Testing for stationarity at high frequency
Jiang, Bibo
;
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 341-374
Persistent link: https://www.econbiz.de/10012439463
Saved in:
4
A test for strict stationarity
Lima, Luiz Renato
;
Néri, Breno de Andrade Pinheiro
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 17-30)
.
2013
Persistent link: https://www.econbiz.de/10009711170
Saved in:
5
A modified dickey-fuller procedure to test for stationarity
Aznar Grasa, Antonio
;
Ayuda Bosque, María Isabel
-
2011
Persistent link: https://www.econbiz.de/10010429442
Saved in:
6
Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing
Messow, Philip
-
2013
Persistent link: https://www.econbiz.de/10009793512
Saved in:
7
On the power of bootstrap tests for stationarity : a Monte Carlo comparison
Gulesserian, Sevan G.
;
Kejriwal, Mohitosh
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
3
,
pp. 973-998
Persistent link: https://www.econbiz.de/10010344368
Saved in:
8
The balance between size and power in testing for linear association for two stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 230-234
Persistent link: https://www.econbiz.de/10011430410
Saved in:
9
Testing linearity using power transforms of regressors
Baek, Yaein
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 376-384
Persistent link: https://www.econbiz.de/10011499536
Saved in:
10
Testing stationarity with unobserved-components models
Morley, James C.
;
Panovska, Irina B.
;
Sinclair, Tara M.
- In:
Macroeconomic dynamics
21
(
2017
)
1
,
pp. 160-182
Persistent link: https://www.econbiz.de/10011686122
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