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~subject:"Stochastischer Prozess"
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Nonstationary-volatility robust panel unit root tests and the great moderation : conference paper
Hanck, Christoph
;
Czudaj, Robert
-
2013
resampling
. Monte Carlo experiments show that other panel unit root tests suffer from sometimes severe size distortions in the …
Persistent link: https://www.econbiz.de/10010343777
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2
A nonlinear time series workshop : a toolkit for detecting and identifying nonlinear serial dependence
Patterson, Douglas M.
;
Ashley, Richard A.
-
2000
Persistent link: https://www.econbiz.de/10001425839
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3
Editorial: Special issue on statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee
;
Bordignon, Silvano
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 1-3
Persistent link: https://www.econbiz.de/10003800644
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society...
Huynh, Van-Nam
(
contributor
)
-
2013
-
1., 2013
Persistent link: https://www.econbiz.de/10009683104
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