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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~person:"Hendry, David F."
~person:"Phillips, Peter C. B."
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Statistical distribution"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation
Statistical distribution
Theorie
11
Theory
11
Time series analysis
7
Cointegration
2
Econometrics
2
Estimation theory
2
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2
Lag model
2
Lag-Modell
2
Panel
2
Panel study
2
Schätztheorie
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8
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Hendry, David F.
Phillips, Peter C. B.
Taylor, Robert
7
Spanos, Aris
6
Franses, Philip Hans
5
Maasoumi, Esfandiar
5
McAleer, Michael
5
Andreou, Elena
4
Cavaliere, Giuseppe
4
Kilian, Lutz
4
Psaradakis, Zacharias G.
4
Ullah, Aman
4
Chang, Yoosoon
3
Dagum, Estela Bee
3
Harvey, David I.
3
Kumbhakar, Subal
3
Leybourne, Stephen James
3
Park, Joon Y.
3
Proietti, Tommaso
3
Sickles, Robin C.
3
Westerlund, Joakim
3
Xiao, Zhijie
3
Asai, Manabu
2
Ashley, Richard A.
2
Audrino, Francesco
2
Bordignon, Silvano
2
Chan, Joshua
2
Fiebig, Denzil G.
2
Gospodinov, Nikolaj
2
Granger, C. W. J.
2
Greenaway-McGrevy, Ryan
2
Hafner, Christian M.
2
He, Changli
2
Herwartz, Helmut
2
Hodgson, Douglas J.
2
Inoue, Atsushi
2
Jawadi, Fredj
2
Johansen, Søren
2
Kapetanios, George
2
Kočenda, Evžen
2
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Econometric reviews
Cowles Foundation discussion paper
62
Journal of econometrics
23
Cowles Foundation Discussion Paper
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Econometric theory
12
Department of Economics discussion paper series / University of Oxford
6
International journal of forecasting
6
Journal of applied econometrics
3
The econometrics journal
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Discussion papers / Department of Economics, University of California San Diego
2
Econometrics : open access journal
2
Economics discussion papers
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic surveys
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Practical issues in cointegration analysis
2
The energy journal
2
A Century of economics : 100 years of the Royal Economic Society and the Economic Journal
1
Cowles Foundation paper
1
Department of Economics discussion paper series
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / Institute of Economics, University of Copenhagen
1
EUI working paper / ECO
1
Economic time series with random walk and other nonstationary components
1
Economics letters
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
HKIMR Working Paper
1
Handbook of econometrics ; Vol. 2
1
Handbook of economic forecasting ; 1
1
International Finance Discussion Paper
1
International finance discussion papers
1
International symposia in economic theory and econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
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ECONIS (ZBW)
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1
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
2
Misspecification testing : non-invariance of expectations models of inflation
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
; …
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 553-574
Persistent link: https://www.econbiz.de/10010360791
Saved in:
3
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
4
Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometric reviews
19
(
2000
)
3
,
pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
Saved in:
5
On the interactions of unit roots and exogeneity
Hendry, David F.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 385-419
Persistent link: https://www.econbiz.de/10001189080
Saved in:
6
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
Saved in:
7
A Bayesian analysis of trend determination in economic time series
Zivot, Eric
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 291-336
Persistent link: https://www.econbiz.de/10001172763
Saved in:
8
Testing the Lucas critique : a review
Favero, Carlo A.
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
Saved in:
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