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subject:"Zeitreihenanalyse"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~person:"Taylor, Robert"
~subject:"Arbeitslosigkeit"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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Zeitreihenanalyse
Arbeitslosigkeit
Theorie
278
Theory
278
Time series analysis
99
Einheitswurzeltest
50
Unit root test
50
Estimation theory
49
Schätztheorie
49
Stochastic process
45
Stochastischer Prozess
45
Volatility
32
Volatilität
32
Cointegration
27
Estimation
27
Schätzung
27
Kointegration
26
Regression analysis
24
Regressionsanalyse
24
Econometrics
23
Ökonometrie
23
Statistical test
22
Statistischer Test
22
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
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16
Autokorrelation
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Bootstrap approach
15
Bootstrap-Verfahren
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15
Seasonal variations
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Statistical theory
14
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13
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13
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12
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12
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Undetermined
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Article
97
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Article in journal
Aufsatz in Zeitschrift
99
Arbeitspapier
90
Working Paper
90
Graue Literatur
85
Non-commercial literature
85
Aufsatz im Buch
5
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5
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English
99
Author
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McAleer, Michael
Phillips, Peter C. B.
Taylor, Robert
Franses, Philip Hans
53
Gil-Alaña, Luis A.
46
Perron, Pierre
29
Koop, Gary
25
Koopman, Siem Jan
24
Leybourne, Stephen James
24
Caporale, Guglielmo Maria
23
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Granger, C. W. J.
20
Newbold, Paul
20
Hong, Yongmiao
19
Hyndman, Rob J.
19
Ghysels, Eric
18
Hassler, Uwe
18
Mills, Terence C.
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Teräsvirta, Timo
18
Hendry, David F.
17
Gupta, Rangan
16
Peña, Daniel
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Herwartz, Helmut
15
Makridakis, Spyros G.
15
Proietti, Tommaso
15
Saikkonen, Pentti
15
Engle, Robert F.
14
Lucas, André
14
Marcellino, Massimiliano
14
McElroy, Tucker
14
Pesaran, M. Hashem
14
Spiliotis, Evangelos
14
Yu, Jun
14
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Journal of econometrics
22
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
Econometric reviews
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The econometrics journal
5
Journal of economic surveys
4
Journal of empirical finance
4
Oxford bulletin of economics and statistics
3
The review of economic studies
2
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
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
Practical issues in cointegration analysis
1
Special issue on new developments in time series econometrics
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
99
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99
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1
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
4
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
5
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:
6
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
7
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
8
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
9
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:
10
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
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