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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion papers / National Institute of Economic and Social Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Krämer, Walter"
~person:"Li, Qi"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~subject:"Estimation theory"
~subject:"Schätzung"
~subject:"Time varying parameters"
~subject:"United Kingdom"
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Zeitreihenanalyse
Estimation theory
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United Kingdom
Theorie
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Theory
129
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41
Time series analysis
33
Statistical theory
13
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73
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Krämer, Walter
Li, Qi
McAleer, Michael
Schmidt, Peter
Phillips, Peter C. B.
24
Franses, Philip Hans
18
Steel, Mark F. J.
18
Lütkepohl, Helmut
15
Werker, Bas J. M.
14
Saikkonen, Pentti
13
Wooldridge, Jeffrey M.
12
Chambers, Marcus J.
11
Linton, Oliver
11
Taylor, Robert
11
Ullah, Aman
11
Drost, Feike C.
10
Kuan, Chung-ming
10
Park, Joon Y.
10
Bierens, Herman J.
9
Giles, David E. A.
9
Hassler, Uwe
9
Jong, Robert M. de
9
Lee, Lung-fei
9
Nijman, Theodore E.
9
Pesaran, M. Hashem
9
Soest, Arthur van
9
Verbeek, Marno
9
Baltagi, Badi H.
8
Davidson, James E. H.
8
Fan, Yanqin
8
Hahn, Jinyong
8
Knight, John L.
8
Lee, Myoung-jae
8
Leybourne, Stephen James
8
Osiewalski, Jacek
8
Spanos, Aris
8
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8
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7
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Discussion paper / Center for Economic Research, Tilburg University
Discussion papers / National Institute of Economic and Social Research
Econometric reviews
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Economics letters
Journal of economic dynamics & control
Journal of empirical finance
Working papers in quantitative economics and econometrics
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27
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19
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8
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7
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6
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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51
Durbin-Hausman tests for cointegration
Choi, In
- In:
Journal of economic dynamics & control
18
(
1994
)
2
,
pp. 407-480
Persistent link: https://www.econbiz.de/10001167911
Saved in:
52
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000872012
Saved in:
53
Asymptotic normality of the least-squares estimates for higher order autoregressive integrated processes with some applications
Choi, In
- In:
Econometric theory
9
(
1993
)
2
,
pp. 263-282
Persistent link: https://www.econbiz.de/10001143730
Saved in:
54
Some results on testing for stationarity using data detrended in differences
Schmidt, Peter
- In:
Economics letters
41
(
1993
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10001144028
Saved in:
55
On the power of point optimal tests of the trend stationarity hypothesis
Hwang, Jaeyoun
- In:
Economics letters
43
(
1993
)
2
,
pp. 143-147
Persistent link: https://www.econbiz.de/10001153574
Saved in:
56
A generalized method of moments estimator for long-memory processes
Tieslau, Margie A.
;
Schmidt, Peter
;
Baillie, Richard
-
1992
Persistent link: https://www.econbiz.de/10000848787
Saved in:
57
Asymptotic normality of the instrumental variable estimates for ARIMA (p, m, q) processes
Choi, In
- In:
Economics letters
40
(
1992
)
2
,
pp. 147-153
Persistent link: https://www.econbiz.de/10001138447
Saved in:
58
A Hausman specification test based on root-N-consistent semiparametric estimators
Li, Qi
- In:
Economics letters
40
(
1992
)
2
,
pp. 141-146
Persistent link: https://www.econbiz.de/10001138448
Saved in:
59
The KPSS stationarity test as a unit root test
Shin, Yongcheol
- In:
Economics letters
38
(
1992
)
4
,
pp. 387-392
Persistent link: https://www.econbiz.de/10001125470
Saved in:
60
Effects of data aggregation on the power of tests for a unit root : a simulation study
Choi, In
- In:
Economics letters
40
(
1992
)
4
,
pp. 397-401
Persistent link: https://www.econbiz.de/10001151310
Saved in:
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