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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Hassler, Uwe"
~person:"Phillips, Peter C. B."
~person:"Stambaugh, Robert F."
~subject:"Einheitswurzeltest"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Theorie
189
Theory
189
Time series analysis
71
Unit root test
32
Estimation theory
30
Schätztheorie
30
Stochastic process
28
Stochastischer Prozess
28
USA
26
United States
26
Regression analysis
25
Regressionsanalyse
25
Estimation
20
Schätzung
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CAPM
19
Cointegration
18
Kointegration
18
Kapitaleinkommen
17
Autocorrelation
15
Autokorrelation
15
Nichtparametrisches Verfahren
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Nonparametric statistics
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Investment Fund
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Investmentfonds
13
Portfolio selection
11
Portfolio-Management
11
Statistical test
10
Statistischer Test
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Börsenkurs
9
Method of moments
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Momentenmethode
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Panel
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Panel study
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Share price
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Systematischer Fehler
9
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Book / Working Paper
106
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Working Paper
Arbeitspapier
106
Graue Literatur
101
Non-commercial literature
101
Article in journal
97
Aufsatz in Zeitschrift
97
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5
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Language
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English
104
German
2
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Hassler, Uwe
Phillips, Peter C. B.
Stambaugh, Robert F.
Gil-Alaña, Luis A.
79
Franses, Philip Hans
65
Koopman, Siem Jan
64
Caporale, Guglielmo Maria
63
Pesaran, M. Hashem
58
Härdle, Wolfgang
48
Dijk, Herman K. van
40
Lütkepohl, Helmut
40
Maravall Herrero, Agustín
40
Diebold, Francis X.
38
Kunst, Robert M.
38
Lucas, André
36
Sibbertsen, Philipp
36
McAleer, Michael
34
Koop, Gary
33
Timmermann, Allan
33
Feng, Yuanhua
32
Teräsvirta, Timo
32
Hyndman, Rob J.
29
Saikkonen, Pentti
29
Beran, Jan
28
Hallin, Marc
28
Marcellino, Massimiliano
28
Swanson, Norman R.
27
Bauwens, Luc
26
Breitung, Jörg
25
Lux, Thomas
24
Bollerslev, Tim
23
Taylor, Robert
23
Schmid, Wolfgang
22
Dijk, Dick van
20
Lanne, Markku
20
Engle, Robert F.
19
Fried, Roland
19
Haldrup, Niels
19
Johansen, Søren
19
Kilian, Lutz
19
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University of Chicago / Center for Research in Security Prices
3
Rodney L. White Center for Financial Research
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Cowles Foundation discussion paper
49
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
14
Working paper / National Bureau of Economic Research, Inc.
8
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
7
Darmstadt discussion papers in economics : Arbeitspapiere der Volkswirtschaftlichen Fachgebiete der TU Darmstadt
4
Darmstadt discussion papers in economics : applied research in economics
4
Working paper series / Center for Research in Security Prices
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Working papers / Rodney L. White Center for Financial Research
3
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / Department of Economics, University of California San Diego
2
Rodney L. White Center for Financial Research
2
Technical working paper / National Bureau of Economic Research
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Diskussionsarbeit / Fachbereich Wirtschaftswissenschaft der Freien Universität Berlin / Fachbereich Wirtschaftswissenschaft der Freien Universität Berlin
1
Diskussionsarbeit / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
1
Documento de trabajo / Fundación de las Cajas de Ahorros
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics
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ECONIS (ZBW)
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71
Nonsense regressions due to neglected time-varying means
Hassler, Uwe
-
2001
Persistent link: https://www.econbiz.de/10001538047
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72
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
73
Liquidity risk and expected stock returns
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011423
Saved in:
74
Forecasting New Zealand's real GDP
Schiff, Aaron F.
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001513379
Saved in:
75
GMM estimation of autoregressive roots near unity with panel data
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001516078
Saved in:
76
Forecasting New Zealand's real GDP
Schiff, Aaron F.
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001520966
Saved in:
77
The equity premium and structural breaks
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001524833
Saved in:
78
Pooled log periodogram regression
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499557
Saved in:
79
Trending time series and macroeconomic activity : some present and future challenges
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499568
Saved in:
80
Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg
;
Hassler, Uwe
-
2000
Persistent link: https://www.econbiz.de/10001509562
Saved in:
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