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Testverfahren zur Beurteilung der Funktionsfähigkeit von Marktprozessen

  • von Blanckenburg, Korbinian
  • Reher, Gerrit

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File URL: https://econstor.eu/bitstream/10419/51306/1/671434845.pdf
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Paper provided by University of Münster, Center of Applied Economic Research Münster (CAWM) in its series Beiträge zur angewandten Wirtschaftsforschung with number 23.

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Date of creation: 2008
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Handle: RePEc:zbw:cawmbg:23
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Web page: http://www.wiwi.uni-muenster.de/cawm/

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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, vol. 20(1), pages 45-59, January.
  2. Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "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?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
  3. 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.
  4. Jarque, Carlos M. & Bera, Anil K., 1980. "Efficient tests for normality, homoscedasticity and serial independence of regression residuals," Economics Letters, Elsevier, vol. 6(3), pages 255-259.
  5. Bai, Jushan, 1997. "Estimating Multiple Breaks One at a Time," Econometric Theory, Cambridge University Press, vol. 13(03), pages 315-352, June.
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