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      <title>Power of unit root tests against nonlinear and noncausal alternatives with an application to the brent crude oil price</title>
      <pubDate>Fri, 08 Aug 2025 07:35:36 +0000</pubDate>
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      <author>Bec, Frédérique</author>
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      <dc:date>2025</dc:date>
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      <title>Forecast performance of noncausal autoregressions and the importance of unit root pretesting</title>
      <pubDate>Tue, 19 Nov 2024 12:59:28 +0000</pubDate>
      <link>https://www.econbiz.de/Record/forecast-performance-of-noncausal-autoregressions-and-the-importance-of-unit-root-pretesting-bec-fr%C3%A9d%C3%A9rique/10015110600?sid=1536205708</link>
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      <author>Bec, Frédérique</author>
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      <dc:date>2024</dc:date>
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      <title>Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space</title>
      <pubDate>Fri, 10 May 2024 08:48:54 +0000</pubDate>
      <link>https://www.econbiz.de/Record/penalized-quasi-likelihood-estimation-and-model-selection-with-parameters-on-the-boundary-of-the-parameter-space-bohn-nielsen-heino/10014528095?sid=1536205708</link>
      <guid>https://www.econbiz.de/Record/penalized-quasi-likelihood-estimation-and-model-selection-with-parameters-on-the-boundary-of-the-parameter-space-bohn-nielsen-heino/10014528095?sid=1536205708</guid>
      <author>Bohn Nielsen, Heino</author>
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      <title>Analysing I(2) Systems by Transformed Vector Autoregressions</title>
      <pubDate>Tue, 16 May 2023 17:28:52 +0000</pubDate>
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      <title>An I(2)Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports</title>
      <pubDate>Tue, 16 May 2023 17:28:52 +0000</pubDate>
      <link>https://www.econbiz.de/Record/an-i-2-cointegration-analysis-of-price-and-quantity-formation-in-danish-manufactured-exports-nielsen-heino-bohn/10014091920?sid=1536205708</link>
      <guid>https://www.econbiz.de/Record/an-i-2-cointegration-analysis-of-price-and-quantity-formation-in-danish-manufactured-exports-nielsen-heino-bohn/10014091920?sid=1536205708</guid>
      <author>Nielsen, Heino Bohn</author>
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      <title>An I(2) Cointegration Model with Piecewise Linear Trends : Likelihood Analysis and Application</title>
      <pubDate>Tue, 16 May 2023 17:28:52 +0000</pubDate>
      <link>https://www.econbiz.de/Record/an-i-2-cointegration-model-with-piecewise-linear-trends-likelihood-analysis-and-application-takamitsu-kurita/10014206059?sid=1536205708</link>
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      <title>Properties of Estimated Characteristic Roots</title>
      <pubDate>Tue, 16 May 2023 17:28:52 +0000</pubDate>
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      <title>Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models</title>
      <pubDate>Wed, 16 Nov 2022 09:31:26 +0000</pubDate>
      <link>https://www.econbiz.de/Record/bootstrap-inference-on-the-boundary-of-the-parameter-space-with-application-to-conditional-volatility-models-cavaliere-giuseppe/10013441653?sid=1536205708</link>
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      <author>Cavaliere, Giuseppe</author>
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      <dc:date>2022</dc:date>
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    <item>
      <title>An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports</title>
      <pubDate>Fri, 18 Mar 2022 22:34:31 +0000</pubDate>
      <link>https://www.econbiz.de/Record/an-i-2-cointegration-analysis-of-price-and-quantity-formation-in-danish-manufactured-exports-nielsen-heino-bohn/10013128160?sid=1536205708</link>
      <guid>https://www.econbiz.de/Record/an-i-2-cointegration-analysis-of-price-and-quantity-formation-in-danish-manufactured-exports-nielsen-heino-bohn/10013128160?sid=1536205708</guid>
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      <dc:date>2011</dc:date>
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    <item>
      <title>Unit Root Vector Autoregression with Volatility Induced Stationarity</title>
      <pubDate>Fri, 18 Mar 2022 21:47:58 +0000</pubDate>
      <link>https://www.econbiz.de/Record/unit-root-vector-autoregression-with-volatility-induced-stationarity-rahbek-anders/10013105211?sid=1536205708</link>
      <guid>https://www.econbiz.de/Record/unit-root-vector-autoregression-with-volatility-induced-stationarity-rahbek-anders/10013105211?sid=1536205708</guid>
      <author>Rahbek, Anders</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2012</dc:date>
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    <item>
      <title>Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models</title>
      <pubDate>Thu, 10 Mar 2022 19:10:34 +0000</pubDate>
      <link>https://www.econbiz.de/Record/bootstrap-inference-on-the-boundary-of-the-parameter-space-with-application-to-conditional-volatility-models-cavaliere-giuseppe/10012908158?sid=1536205708</link>
      <guid>https://www.econbiz.de/Record/bootstrap-inference-on-the-boundary-of-the-parameter-space-with-application-to-conditional-volatility-models-cavaliere-giuseppe/10012908158?sid=1536205708</guid>
      <author>Cavaliere, Giuseppe</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2018</dc:date>
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    <item>
      <title>An Introduction to Bootstrap Theory in Time Series Econometrics</title>
      <pubDate>Sat, 26 Feb 2022 22:49:44 +0000</pubDate>
      <link>https://www.econbiz.de/Record/an-introduction-to-bootstrap-theory-in-time-series-econometrics-cavaliere-giuseppe/10012835479?sid=1536205708</link>
      <guid>https://www.econbiz.de/Record/an-introduction-to-bootstrap-theory-in-time-series-econometrics-cavaliere-giuseppe/10012835479?sid=1536205708</guid>
      <author>Cavaliere, Giuseppe</author>
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      <dc:date>2020</dc:date>
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      <title>An introduction to bootstrap theory in time series econometrics</title>
      <pubDate>Thu, 03 Dec 2020 09:46:18 +0000</pubDate>
      <link>https://www.econbiz.de/Record/an-introduction-to-bootstrap-theory-in-time-series-econometrics-cavaliere-giuseppe/10012319239?sid=1536205708</link>
      <guid>https://www.econbiz.de/Record/an-introduction-to-bootstrap-theory-in-time-series-econometrics-cavaliere-giuseppe/10012319239?sid=1536205708</guid>
      <author>Cavaliere, Giuseppe</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2020</dc:date>
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      <title>Mixed Causal–Noncausal Autoregressions : Bimodality Issues in Estimation and Unit Root Testing1</title>
      <pubDate>Tue, 15 Sep 2020 18:28:42 +0000</pubDate>
      <link>https://www.econbiz.de/Record/mixed-causal-noncausal-autoregressions-bimodality-issues-in-estimation-and-unit-root-testing1-bec-fr%C3%A9d%C3%A9rique/10012283288?sid=1536205708</link>
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      <author>Bec, Frédérique</author>
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      <dc:date>2020</dc:date>
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    <item>
      <title>Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing</title>
      <pubDate>Tue, 30 Jun 2020 11:35:55 +0000</pubDate>
      <link>https://www.econbiz.de/Record/mixed-causal-noncausal-autoregressions-bimodality-issues-in-estimation-and-unit-root-testing-bec-fr%C3%A9d%C3%A9rique/10012237317?sid=1536205708</link>
      <guid>https://www.econbiz.de/Record/mixed-causal-noncausal-autoregressions-bimodality-issues-in-estimation-and-unit-root-testing-bec-fr%C3%A9d%C3%A9rique/10012237317?sid=1536205708</guid>
      <author>Bec, Frédérique</author>
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      <dc:date>2019</dc:date>
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    <item>
      <title>Estimation bias and bias correction in reduced rank autoregressions</title>
      <pubDate>Thu, 26 Mar 2020 12:13:09 +0000</pubDate>
      <link>https://www.econbiz.de/Record/estimation-bias-and-bias-correction-in-reduced-rank-autoregressions-bohn-nielsen-heino/10012181296?sid=1536205708</link>
      <guid>https://www.econbiz.de/Record/estimation-bias-and-bias-correction-in-reduced-rank-autoregressions-bohn-nielsen-heino/10012181296?sid=1536205708</guid>
      <author>Bohn Nielsen, Heino</author>
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      <dc:date>2019</dc:date>
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    <item>
      <title>Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling</title>
      <pubDate>Tue, 24 Mar 2020 12:58:08 +0000</pubDate>
      <link>https://www.econbiz.de/Record/bootstrapping-noncausal-autoregressions-with-applications-to-explosive-bubble-modeling-cavaliere-giuseppe/10012179509?sid=1536205708</link>
      <guid>https://www.econbiz.de/Record/bootstrapping-noncausal-autoregressions-with-applications-to-explosive-bubble-modeling-cavaliere-giuseppe/10012179509?sid=1536205708</guid>
      <author>Cavaliere, Giuseppe</author>
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      <dc:date>2020</dc:date>
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    <item>
      <title>Bootstrap inference on the boundary of the parameter space with application to conditional volatility models</title>
      <pubDate>Fri, 04 Jan 2019 14:47:19 +0000</pubDate>
      <link>https://www.econbiz.de/Record/bootstrap-inference-on-the-boundary-of-the-parameter-space-with-application-to-conditional-volatility-models-cavaliere-giuseppe/10011948862?sid=1536205708</link>
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      <author>Cavaliere, Giuseppe</author>
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      <dc:date>2018</dc:date>
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      <title>The co-integrated vector autoregression with errors-in-variables</title>
      <pubDate>Tue, 25 Oct 2016 14:00:11 +0000</pubDate>
      <link>https://www.econbiz.de/Record/the-co-integrated-vector-autoregression-with-errors-in-variables-bohn-nielsen-heino/10011549904?sid=1536205708</link>
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      <dc:date>2016</dc:date>
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      <title>Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models</title>
      <pubDate>Fri, 23 Oct 2015 12:45:26 +0000</pubDate>
      <link>https://www.econbiz.de/Record/bootstrap-testing-of-hypotheses-on-co-integration-relations-in-vector-autoregressive-models-cavaliere-giuseppe/10011350499?sid=1536205708</link>
      <guid>https://www.econbiz.de/Record/bootstrap-testing-of-hypotheses-on-co-integration-relations-in-vector-autoregressive-models-cavaliere-giuseppe/10011350499?sid=1536205708</guid>
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      <title>Unit root vector autoregression with volatility induced stationarity</title>
      <pubDate>Mon, 03 Aug 2015 09:24:43 +0000</pubDate>
      <link>https://www.econbiz.de/Record/unit-root-vector-autoregression-with-volatility-induced-stationarity-bohn-nielsen-heino/10011300499?sid=1536205708</link>
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      <author>Bohn Nielsen, Heino</author>
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      <title>Bootstrap Testing of Hypotheses on Co‐Integration Relations in Vector Autoregressive Models</title>
      <pubDate>Fri, 12 Jun 2015 14:25:39 +0000</pubDate>
      <link>https://www.econbiz.de/Record/bootstrap-testing-of-hypotheses-on-co-integration-relations-in-vector-autoregressive-models-cavaliere-giuseppe/10011235037?sid=1536205708</link>
      <guid>https://www.econbiz.de/Record/bootstrap-testing-of-hypotheses-on-co-integration-relations-in-vector-autoregressive-models-cavaliere-giuseppe/10011235037?sid=1536205708</guid>
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      <dc:date>2015</dc:date>
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    <item>
      <title>Unit root vector autoregression with volatility induced stationarity</title>
      <pubDate>Fri, 12 Jun 2015 14:22:10 +0000</pubDate>
      <link>https://www.econbiz.de/Record/unit-root-vector-autoregression-with-volatility-induced-stationarity-nielsen-heino-bohn/10011116268?sid=1536205708</link>
      <guid>https://www.econbiz.de/Record/unit-root-vector-autoregression-with-volatility-induced-stationarity-nielsen-heino-bohn/10011116268?sid=1536205708</guid>
      <author>Nielsen, Heino Bohn</author>
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      <title>Properties of estimated characteristic roots</title>
      <pubDate>Fri, 12 Jun 2015 14:17:13 +0000</pubDate>
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      <title>Unit Root Vector Autoregression with volatility Induced Stationarity</title>
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      <title>Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices</title>
      <pubDate>Fri, 12 Jun 2015 13:48:04 +0000</pubDate>
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      <title>Unit root vector autoregression with volatility induced stationarity</title>
      <pubDate>Fri, 12 Jun 2015 13:43:54 +0000</pubDate>
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