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subject:"Einheitswurzeltest"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Time series analysis"
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Einheitswurzeltest
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
VAR model
51
VAR-Modell
51
Factor analysis
48
Faktorenanalyse
48
Unit root test
48
ARCH model
42
ARCH-Modell
42
Börsenkurs
41
Share price
41
Autocorrelation
38
Autokorrelation
38
Capital income
38
Kapitaleinkommen
38
Panel
38
Panel study
38
Bayes-Statistik
36
Bayesian inference
36
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Article in journal
47
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47
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English
48
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Phillips, Peter C. B.
9
Taylor, Robert
7
Harvey, David I.
4
Leybourne, Stephen James
4
Lieberman, Offer
3
Park, Joon Y.
3
Westerlund, Joakim
3
Amsler, Christine Elaine
2
Chang, Yoosoon
2
Jong, Robert M. de
2
Kim, Chang Sik
2
Linton, Oliver
2
Moon, Hyungsik Roger
2
Perron, Benoit
2
Schmidt, Peter
2
Akker, Ramon van den
1
Ayat, K. Leila
1
Barigozzi, Matteo
1
Breitung, Jörg
1
Burridge, Peter
1
Cavaliere, Giuseppe
1
Chambers, Marcus J.
1
Chan, Ngai Hang
1
Chen, Xiaohong
1
Cho, Cheol-Keun
1
Corradi, Valentina
1
Demetrescu, Matei
1
Dong, Chaohua
1
Ercolani, Joanne S.
1
Fang, Xu
1
Galvão Júnior, Antônio Fialho
1
Giraitis, Liudas
1
Gomez-Biscarri, Javier
1
Hallin, Marc
1
Hansen, Bruce E.
1
Harris, David
1
Hualde, Javier
1
Jiang, Bibo
1
Johansen, Søren
1
Kaufmann, Robert Kurt
1
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Journal of econometrics
Applied economics letters
49
Economics letters
39
Applied economics
35
Econometric theory
34
Economic modelling
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Econometric reviews
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
The empirical economics letters : a monthly international journal of economics
15
Energy economics
12
The econometrics journal
11
Oxford bulletin of economics and statistics
10
International review of economics & finance : IREF
9
Journal of time series econometrics
9
Computational economics
8
Econometrics : open access journal
8
Empirica : journal of european economics
7
Journal of forecasting
7
Theoretical and applied economics : GAER review
7
Business and Economic Research : BER
6
International journal of economics and financial issues : IJEFI
6
Journal of applied econometrics
6
Finance research letters
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of empirical finance
5
Journal of risk and financial management : JRFM
5
Modern economy
5
The Manchester School
5
International journal of economics and finance
4
Jahrbücher für Nationalökonomie und Statistik
4
Journal of economic surveys
4
Journal of international financial markets, institutions & money
4
Macroeconomic dynamics
4
Review of financial economics : RFE
4
Applied financial economics
3
Cogent economics & finance
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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ECONIS (ZBW)
48
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10
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48
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1
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:
2
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
3
Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
4
Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
Lin, Yingqian
;
Tu, Yundong
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 52-65
Persistent link: https://www.econbiz.de/10012483188
Saved in:
5
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
6
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
7
Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon
;
Kaufmann, Robert Kurt
;
Kim, Chang Sik
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
Saved in:
8
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
9
Testing for stationarity at high frequency
Jiang, Bibo
;
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 341-374
Persistent link: https://www.econbiz.de/10012439463
Saved in:
10
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
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