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An dieser Stelle mchte ich mich insbesondere bei Herrn Prof. Dr. Helmut Ltkepohl fr seine Ideen und wohlwollende Kritik herzlich bedanken, der jederzeit ein offenes Ohr fr meine Pro bleme hatte. Ohne seine vielfltige und nicht nachlassende Untersttzung wre die Arbeit nicht in der jetzigen Form entstanden. Herrn Prof. Dr. Gerd Hansen und Herrn Prof. Dr. Wolfgang Wetzel danke ich fr ihre anregenden Diskussionen im Seminar des Instituts fr Statistik und konometrie. Zu dritt haben sie eine sehr fruchtbare Atmosphre am Institut geschaffen. Naturgem steht man als Autor in der Dankesschuld weiterer Personen, die das Entstehen der Arbeit hilfreich untersttzt haben. Stellvertretend mchte ich hier zwei meiner Kollegen nen nen, die auch auf dem Gebiet der Kointegration arbeiten: Herrn Wolfgang Kohn danke ich fr die Untersttzung bei verzwickten Softwareproblemen; Herrn Wolfgang Hauschulz gebhrt das Verdienst, das Manuskript sehr sorgfltig durchgesehen und wenig geschickte Formulierungen in eine flssigere Form gebracht zu haben. HansEggert Reimers Frankfurt, im Juli 1991 PS: Dank an Karin, Bernd, Christiane, UHrich und Renate, die auf ihre Art zum Gelingen dieser Arbeit beitrugen. Inhaltsverzeichnis xi Tabellenverzeichnis XV Abbildungsverzeichnis 1 Einleitung 1 2 Nichtstationaritt von univariaten Zeitreihen 6 2.1 Vorbemerkungen und Definitionen .... 6 2.2 Statistische Theorie von AR(1)Modellen 10 2.2.1 Konvergenzeigenschaft des KQSch.tzers fr AR(1)Modelle 10 2.2.2 Ein Exkurs zur Verbindung zwischen RandomWalk und WienerProze 12 2.3 Einheitswurzeltests ..................... .
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birth defects, or other reproductive harm.
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