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isPartOf:"Journal of empirical finance"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~source:"econis"
~subject:"Cointegration"
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Zeitreihenanalyse
Cointegration
Estimation theory
801
Schätztheorie
801
Theorie
303
Theory
303
Time series analysis
184
Nichtparametrisches Verfahren
110
Nonparametric statistics
110
Regression analysis
96
Regressionsanalyse
96
Estimation
50
Schätzung
50
ARCH model
48
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48
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46
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46
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40
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40
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Unit root test
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Statistical theory
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Phillips, Peter C. B.
11
Chambers, Marcus J.
5
Johansen, Søren
5
Leybourne, Stephen James
5
Chan, Ngai Hang
4
Nielsen, Morten Ørregaard
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Gao, Jiti
3
Grégoir, Stéphane
3
Kristensen, Dennis
3
Lütkepohl, Helmut
3
Peng, Liang
3
Politis, Dimitris N.
3
Rahbek, Anders
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Zakoïan, Jean-Michel
3
Zhang, Rongmao
3
Breitung, Jörg
2
Broze, Laurence
2
Chen, Xiaohong
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Harris, David
2
Harvey, Andrew C.
2
Harvey, David I.
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kim, Chang-Jin
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Lieberman, Offer
2
Linton, Oliver
2
McCabe, Brendan Peter Martin
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Park, Joon Y.
2
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Granger Centre for Time Series Econometrics
1
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Journal of empirical finance
Econometric theory
Journal of econometrics
339
Economics letters
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Discussion paper / Tinbergen Institute
106
Econometric reviews
100
CREATES research paper
68
Working paper / Department of Econometrics and Business Statistics, Monash University
68
International journal of forecasting
65
Applied economics letters
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Journal of forecasting
55
Econometrics : open access journal
53
Cowles Foundation discussion paper
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
The econometrics journal
43
Economic modelling
42
Applied economics
41
Journal of time series econometrics
40
NBER Working Paper
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
EUI working paper / ECO
35
Journal of the American Statistical Association : JASA
35
Journal of applied econometrics
33
Computational economics
31
Oxford bulletin of economics and statistics
31
NBER working paper series
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
LSE STICERD Research Paper
26
SFB 649 discussion paper
26
Working paper series
26
Discussion paper / Centre for Economic Forecasting
25
Cowles Foundation Discussion Paper
24
Discussion paper / Department of Economics, University of California San Diego
24
Working paper
24
Discussion paper / Center for Economic Research, Tilburg University
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Technical working paper / National Bureau of Economic Research
22
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
3
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
4
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
5
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
6
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
7
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
8
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
9
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
10
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
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