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Testverfahren zur Beurteilung der Funktionsfähigkeit von Marktprozessen

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  • Korbinian von Blanckenburg, Gerrit Reher

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File URL: http://www.wiwi.uni-muenster.de/cawm/forschen/Download/Diskussionsbeitrag_24072008_final.pdf
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Paper provided by Institute of Spatial and Housing Economics, Munster Universitary in its series Working Papers with number 201154.

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Handle: RePEc:muc:wpaper:201154

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  1. Hansen, Bruce E, 2002. "Tests for Parameter Instability in Regressions with I(1) Processes," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 20(1), pages 45-59, January.
  2. Jushan Bai, 1995. "Estimating Multiple Breaks One at a Time," Working papers 95-18, Massachusetts Institute of Technology (MIT), Department of Economics.
  3. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, Elsevier, vol. 54(1-3), pages 159-178.
  4. Zeileis, Achim & Kleiber, Christian & Krämer, Walter & Hornik, Kurt, 2002. "Testing and dating of structural changes in practice," Technical Reports 2002,39, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
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