//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
subject:"Statistical theory"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~person:"Cavaliere, Giuseppe"
~subject:"Heteroscedasticity"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Statistical theory
Heteroscedasticity
Cointegration
2
Estimation theory
2
Kointegration
2
Schätztheorie
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Heteroskedastizität
1
Time series analysis
1
VAR model
1
VAR-Modell
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
adaptive estimation
1
autoregressive lag length
1
co-integration rank
1
information criteria
1
non-stationary volatility
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Cavaliere, Giuseppe
Phillips, Peter C. B.
11
Dette, Holger
4
King, Maxwell L.
4
Andrews, Donald W. K.
3
Bera, Anil K.
3
Boswijk, Herman Peter
2
Brooks, Robert
2
Cho, Jin Seo
2
Dalla, Violetta
2
Gilberg, Frank
2
Giraitis, Liudas
2
Hartung, Joachim
2
Lee, Chiang-Sheng
2
Ploberger, Werner
2
Sun, Yixiao
2
Tu, Yundong
2
Vardeman, Stephen B.
2
Andrews, Donald W.
1
Argaç, Dogan
1
Baltagi, Badi H.
1
Berenguer-Rico, Vanessa
1
Bollerslev, Tim
1
Bresson, Georges
1
Brunnert, Marcus
1
Byron, Raymond P.
1
Cai, Jun
1
Choi, Chi-young
1
Chu, Chia-shang James
1
Cordeiro, Gauss M.
1
Cribari-Neto, Francisco
1
Dastoor, Naorayex K.
1
De Angelis, Luca
1
DeLima, Pedro J. F.
1
Dolado, Juan J.
1
Fan, Yanqin
1
Giratis, Liudas
1
Godfrey, L. G.
1
González-Rivera, Gloria
1
Haines, Linda M.
1
more ...
less ...
Published in...
All
Journal of quantitative economics : official journal of the Indian Econometric Society
Cowles Foundation discussion paper
Econometric reviews
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
CREATES research paper
3
Queen's Economics Department working paper
2
CREATES Research Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->