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Publications by Emmanuel Guerre

Adaptive Consistent Unit-Root Tests Based on Autoregressive Threshold Model

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2008English

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Capital Adjustment and Limit Cycles: An Empirical Analysis Based on the Threshold Autoregressive Model

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A Threshold Autoregressive Model for Wholesale Electricity Prices

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Unit Root Tests and Heavy-Tailed Innovations

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Truncated Product Methods for Panel Unit Root Tests*

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Seasonal Unit Root Tests With Seasonal Mean Shifts

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