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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Bauwens, Luc"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~source:"econis"
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Outlier Detection"
~subject:"Statistical distribution"
~subject:"Unit root test"
~type_genre:"Konferenzschrift"
~type_genre:"Sammlung"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation
Outlier Detection
Statistical distribution
Unit root test
Theorie
6
Theory
6
Time series analysis
5
Saisonkomponente
2
Seasonal component
2
08.10.1993
1
19.06.1992
1
29.04.1993
1
Additive Outliers
1
Ausreißer <Statistik>
1
Change in Persistence
1
Cointegration
1
Deutschland
1
Econometrics
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Estimation theory
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Forecasting model
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Fraktionale Kointegration
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Germany
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Information Criteria
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Innovative Outliers
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Kointegration
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Multivariate Analyse
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Nichtlineare Zeitreihe
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Nonlinear regression
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Nonlinearity
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Probability theory
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Saisonale Komponente
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Saisonale Schwankungen
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Saisonales langes Gedächtnis
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Schätztheorie
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Seasonal variations
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Book / Working Paper
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Konferenzschrift
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Graue Literatur
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100
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Bauwens, Luc
Phillips, Peter C. B.
Sibbertsen, Philipp
Barnett, William A.
4
Herwartz, Helmut
4
Eichholtz, Piet
3
Jajuga, Krzysztof
3
Lux, Thomas
3
Baltensperger, Ernst
2
Bofinger, Peter
2
Bol, Georg
2
Cebiroglu, Gökhan
2
Clausen, Volker
2
Domanski, Dietrich
2
Elliott, Graham
2
Fabritz, Nadine
2
Franz, Wolfgang
2
Ghysels, Eric
2
Gribisch, Bastian
2
Griliches, Zvi
2
Hanck, Christoph
2
Heilemann, Ullrich
2
Hendry, David F.
2
Hylleberg, Svend
2
Kalamova, Margarita M.
2
Leppin, Julian Sebastian
2
Lin, Jin-lung
2
Lütkepohl, Helmut
2
Reischmann, Markus Josef
2
Reitz, Stefan
2
Schnell, Fabian
2
Shephard, Neil G.
2
Sims, Christopher A.
2
Taylor, John B.
2
Teräsvirta, Timo
2
Walesiak, Marek
2
Zhu, Aiyong
2
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1
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1
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Gottfried Wilhelm Leibniz Universität Hannover
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ECONIS (ZBW)
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1
Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence
Rinke, Saskia
-
2017
Information criteria, nonlinearity, additive outliers, innovative outliers, change in persistence, outlier detection. - Informationskriterien, Nichtlinearität, additive Ausreißer, innovative Ausreißer, Persistenzbruch, Ausreißerermittlung
Persistent link: https://www.econbiz.de/10012123316
Saved in:
2
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
Saved in:
3
Essays on long memory time series
Leschinski, Christian Hendrik
-
2016
Persistent link: https://www.econbiz.de/10011559565
Saved in:
4
Bayesian and classical econometric modeling of time series
Bauwens, Luc
(
contributor
);
Lubrano, Michel
(
contributor
)
- In:
Journal of econometrics
69
(
1995
)
1
Persistent link: https://www.econbiz.de/10001186566
Saved in:
5
Trending multiple time series : symposium issue
Phillips, Peter C. B.
(
contributor
)
- In:
Econometric theory
11
(
1995
)
5
,
pp. 811-1176
Persistent link: https://www.econbiz.de/10001195990
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