Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783867884907
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Essen
- (wer)
-
Rheinisch-Westfälisches Institut für Wirtschaftsforschung
- (wann)
-
2013
- Urheber
- URN
-
urn:nbn:de:101:1-201309108493
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:49 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Hanck, Christoph
- Czudaj, Robert
- Rheinisch-Westfälisches Institut für Wirtschaftsforschung
Entstanden
- 2013
Ähnliche Objekte (12)
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
Bootstrapping Non-Stationary Stochastic Volatility
Adaptive Testing for Cointegration with Nonstationary Volatility
Great Volatility and Great Moderation
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Inequality and volatility moderation in Russia: evidence from micro-level panel data on consumption and income
Inequality and volatility moderation in Russia: evidence from micro-level panel data on consumption and income
Multiple comparisons and combinations of significance in nonstationary panel data
Testing for Common Cyclical Features in Nonstationary Panel Data Models
Discerning trends in international metal prices in the presence of non-stationary volatility
Inference on the long-memory properties of time series with non-stationary volatility
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
Bootstrapping Non-Stationary Stochastic Volatility
Adaptive Testing for Cointegration with Nonstationary Volatility
Great Volatility and Great Moderation
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Inequality and volatility moderation in Russia: evidence from micro-level panel data on consumption and income
Inequality and volatility moderation in Russia: evidence from micro-level panel data on consumption and income
Multiple comparisons and combinations of significance in nonstationary panel data
Testing for Common Cyclical Features in Nonstationary Panel Data Models
Discerning trends in international metal prices in the presence of non-stationary volatility
Inference on the long-memory properties of time series with non-stationary volatility
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
Bootstrapping Non-Stationary Stochastic Volatility
Adaptive Testing for Cointegration with Nonstationary Volatility
Great Volatility and Great Moderation
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Inequality and volatility moderation in Russia: evidence from micro-level panel data on consumption and income
Inequality and volatility moderation in Russia: evidence from micro-level panel data on consumption and income
Multiple comparisons and combinations of significance in nonstationary panel data
Testing for Common Cyclical Features in Nonstationary Panel Data Models
Discerning trends in international metal prices in the presence of non-stationary volatility