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Testverfahren zur Beurteilung der Funktionsfähigkeit von Marktprozessen

  • 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. Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory.
  2. Jushan Bai, 1995. "Estimating Multiple Breaks One at a Time," Working papers 95-18, Massachusetts Institute of Technology (MIT), Department of Economics.
  3. Hansen, Bruce E, 2002. "Tests for Parameter Instability in Regressions with I(1) Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 45-59, January.
  4. Zeileis, Achim & Kleiber, Christian & Kramer, Walter & Hornik, Kurt, 2003. "Testing and dating of structural changes in practice," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 109-123, October.
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