EconStor >

Search Results

 
for  

Results 61-70 of 462.


Item hits:

DateTitle Authors
2001 Unit root tests in the presence of innovational outliersLanne, Markku / Lütkepohl, Helmut / Saikkonen, Pentti
1999 Testing for unit roots in time series with level shiftsSaikkonen, Pentti / Lütkepohl, Helmut
2002 Testing for vector autoregressive dynamics under heteroskedasticityHafner, Christian M. / Herwartz, Helmut
1999 Testing for a unit root in a time series with a level shift at unknown timeSaikkonen, Pentti / Lütkepohl, Helmut
1999 Unit root tests for time series with a structural break: When the break point is knownLütkepohl, Helmut / Müller, Christian / Saikkonen, Pentti
2013 The empirical (ir)relevance of the interest rate assumption for central bank forecastsKnüppel, Malte / Schultefrankenfeld, Guido
2010 Multiple tests for the performance of different investment strategiesFrahm, Gabriel / Wickern, Tobias / Wiechers, Christof
2007 Dependence of stock returns in bull and bear marketsDobrić, Jadran / Frahm, Gabriel / Schmid, Friedrich
2007 A new approach to bootstrap inference in functional coefficient modelsHerwartz, Helmut / Xu, Fang
2007 A robust bootstrap approach to the Hausman test in stationary panel data modelsHerwartz, Helmut / Neumann, Michael H.

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Next