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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~person:"Phillips, Peter C. B."
~person:"Taylor, Robert"
~subject:"Arbeitslosigkeit"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Arbeitslosigkeit
Theorie
16
Theory
16
Time series analysis
9
Einheitswurzeltest
6
Unit root test
6
Bootstrap approach
4
Bootstrap-Verfahren
4
Cointegration
3
Econometrics
3
Kointegration
3
Lag model
3
Lag-Modell
3
Statistical test
3
Statistischer Test
3
Volatility
3
Volatilität
3
Ökonometrie
3
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
Estimation
2
Panel
2
Panel study
2
Regression analysis
2
Regressionsanalyse
2
Saisonale Schwankungen
2
Schätzung
2
Seasonal variations
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
(periodic) nonstationary volatility
1
Analysis of variance
1
Augmented regression
1
BIC
1
Bootstrap
1
Bubbles
1
Capital income
1
Co-integration
1
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Article
9
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Article in journal
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9
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English
9
Author
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Phillips, Peter C. B.
Taylor, Robert
Spanos, Aris
6
Andreou, Elena
4
Kilian, Lutz
4
Dagum, Estela Bee
3
Franses, Philip Hans
3
Maasoumi, Esfandiar
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Ashley, Richard A.
2
Audrino, Francesco
2
Cavaliere, Giuseppe
2
Granger, C. W. J.
2
Harvey, David I.
2
He, Changli
2
Hendry, David F.
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
Johansen, Søren
2
Kapetanios, George
2
Kočenda, Evžen
2
Leybourne, Stephen James
2
McAleer, Michael
2
McElroy, Tucker
2
Osborn, Denise R.
2
Su, Liangjun
2
Teräsvirta, Timo
2
Abaye, A.
1
Alcalá-Fdez, Jesús
1
Alexandrov, Theodore
1
Allen, David E.
1
Anatolyev, Stanislav
1
Anderson, Richard G.
1
Antoch, Jaromír
1
Aoki, Masanao
1
Arauzo, Antonio
1
Armah, Nii Ayi
1
Arsova, Antonia
1
Asai, Manabu
1
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Econometric reviews
Journal of econometrics
19
Econometric theory
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of empirical finance
4
The econometrics journal
4
Oxford bulletin of economics and statistics
3
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
International economic review
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of quantitative economics
1
Journal of time series econometrics
1
New Zealand economic papers
1
Special issue on new developments in time series econometrics
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies
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ECONIS (ZBW)
9
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1
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9
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9
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date (oldest first)
1
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
2
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
3
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
4
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
5
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
6
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
7
Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometric reviews
19
(
2000
)
3
,
pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
Saved in:
8
A Bayesian analysis of trend determination in economic time series
Zivot, Eric
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 291-336
Persistent link: https://www.econbiz.de/10001172763
Saved in:
9
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
Saved in:
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