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subject:"Einheitswurzeltest"
~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~subject:"Panel"
~type:"article"
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Search: subject_exact:"Time series analysis"
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Einheitswurzeltest
ARCH model
Panel
Time series analysis
662
Zeitreihenanalyse
662
Theorie
319
Theory
319
Estimation theory
308
Schätztheorie
308
Estimation
115
Schätzung
114
Volatility
100
Volatilität
100
Forecasting model
87
Prognoseverfahren
87
Nichtparametrisches Verfahren
79
Nonparametric statistics
79
Stochastic process
70
Stochastischer Prozess
70
Statistical test
63
Statistischer Test
63
Cointegration
57
Kointegration
56
Regression analysis
51
Regressionsanalyse
51
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51
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Factor analysis
48
Faktorenanalyse
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Unit root test
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Börsenkurs
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Autocorrelation
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38
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38
Kapitaleinkommen
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Panel study
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121
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English
122
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Phillips, Peter C. B.
11
Taylor, Robert
7
Francq, Christian
5
Hallin, Marc
4
Harvey, David I.
4
Leybourne, Stephen James
4
Westerlund, Joakim
4
Bai, Jushan
3
Barigozzi, Matteo
3
Chang, Yoosoon
3
Kim, Donggyu
3
Li, Guodong
3
Lieberman, Offer
3
Linton, Oliver
3
Park, Joon Y.
3
Perron, Benoit
3
Zakoïan, Jean-Michel
3
Amsler, Christine Elaine
2
Baltagi, Badi H.
2
Blasques, F.
2
Chen, Xiaohong
2
Ergemen, Yunus Emre
2
Gonçalves, Sílvia
2
Jong, Robert M. de
2
Kao, Chihwa
2
Kim, Chang Sik
2
La Vecchia, Davide
2
Li, Wai Keung
2
Medeiros, Marcelo C.
2
Moon, Hyungsik Roger
2
Ng, Serena
2
Schmidt, Peter
2
Swanson, Norman R.
2
Teräsvirta, Timo
2
Velasco, Carlos
2
Wang, Fa
2
Wang, Yazhen
2
Werker, Bas J. M.
2
Xiao, Zhijie
2
Zhu, Ke
2
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Journal of econometrics
Economics letters
73
Economic modelling
67
Applied economics
65
Applied economics letters
59
Econometric reviews
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Econometric theory
48
Energy economics
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Journal of empirical finance
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
International journal of forecasting
41
Finance research letters
35
The econometrics journal
29
International review of economics & finance : IREF
26
Journal of forecasting
25
Econometrics : open access journal
23
Journal of risk and financial management : JRFM
23
Journal of time series econometrics
23
The North American journal of economics and finance : a journal of financial economics studies
23
International review of financial analysis
21
The empirical economics letters : a monthly international journal of economics
20
Computational economics
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Research in international business and finance
19
International Journal of Energy Economics and Policy : IJEEP
18
International journal of economics and financial issues : IJEFI
18
Journal of banking & finance
16
Oxford bulletin of economics and statistics
16
Journal of international financial markets, institutions & money
15
Journal of financial econometrics
14
International journal of economics and finance
13
Applied financial economics
12
Journal of applied econometrics
12
Journal of economic surveys
12
International journal of finance & economics : IJFE
11
Journal of risk
11
Journal of economic dynamics & control
10
Journal of economics and finance
10
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ECONIS (ZBW)
122
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1
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10
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122
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1
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
2
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
3
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
4
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
6
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
7
Robust likelihood estimation of dynamic panel data models
Alvarez, Javier
;
Arellano, Manuel
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 21-61
Persistent link: https://www.econbiz.de/10013440479
Saved in:
8
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
9
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
10
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
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