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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"The econometrics journal"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Panel"
~subject:"Statistical distribution"
~subject:"Unit root test"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation theory
Estimation
Panel
Statistical distribution
Unit root test
Theorie
7
Theory
7
ARMA model
2
ARMA-Modell
2
1947-1993
1
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Phillips, Peter C. B.
Sibbertsen, Philipp
Leybourne, Stephen James
5
Perron, Pierre
4
Taylor, Robert
4
Abrevaya, Jason
3
Larsson, Rolf
3
Newbold, Paul
3
Cavaliere, Giuseppe
2
Ericsson, Neil R.
2
Hadri, Kaddour
2
Harvey, David I.
2
Hausman, Jerry A.
2
Horváth, Lajos
2
Kiviet, J. F.
2
Koopman, Siem Jan
2
Lee, Lung-fei
2
Nielsen, Bent
2
Saikkonen, Pentti
2
Sarafidis, Vasilis
2
Thórarinn G. Pétursson
2
Tremayne, Andrew R.
2
Yamagata, Takashi
2
Aguirregabiria, Victor
1
Amsler, Christine Elaine
1
Arkhangelsky, Dmitry
1
Asai, Manabu
1
Astill, S.
1
Bai, Jushan
1
Bailey, Ralph W.
1
Baltagi, Badi H.
1
Ban, Kyunghoon
1
Banerjee, Anindya
1
Bardsley, Patrick
1
Barigozzi, Matteo
1
Barrio Castro, Tomas del
1
Baruník, Jozef
1
Berg, Andreas
1
Bhargava, Alok
1
Bond, Stephen
1
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1
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The econometrics journal
Cowles Foundation discussion paper
75
Journal of econometrics
26
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
25
Cowles Foundation Discussion Paper
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Econometric theory
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Econometric reviews
6
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Economics letters
5
Journal of applied econometrics
4
Oxford bulletin of economics and statistics
4
The review of economic studies
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
CoFE discussion papers
2
Discussion papers / Department of Economics, University of California San Diego
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of empirical finance
2
Akademische Abhandlungen zur Mathematik
1
CREATES research paper
1
Cowles Foundation paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Essays in honor of Joon Y. Park : econometric theory
1
HKIMR Working Paper
1
Handbook of econometrics ; Vol. 1
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
NCER working paper series
1
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ECONIS (ZBW)
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1
Bimodal t-ratios : the impact of thick tails on inference
Fiorio, Carlo V.
;
Hajivassiliou, Vassilis Argyrou
; …
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 271-289
Persistent link: https://www.econbiz.de/10003978526
Saved in:
2
A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun
;
Phillips, Peter C. B.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
Saved in:
3
An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
The econometrics journal
1
(
1998
)
2
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001443696
Saved in:
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