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~accessRights:"restricted"
~isPartOf:"Discussion paper / Deutsche Bundesbank"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The econometrics journal"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Newbold, Paul"
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~person:"Taylor, Robert"
~subject:"Einheitswurzeltest"
~subject:"Forecasting model"
~subject:"Unit root test"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Einheitswurzeltest
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Unit root test
Zeitreihenanalyse
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3
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2
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Newbold, Paul
Phillips, Peter C. B.
Shogren, Jason F.
Taylor, Robert
Lütkepohl, Helmut
5
Chan, Joshua
4
Hanaki, Nobuyuki
3
Zaremba, Adam
3
Aguiar-Conraria, Luís
2
Akiyama, Eizo
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2
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Ishikawa, Ryuichiro
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Kapetanios, George
2
Li, Kai
2
Liu, Zhi
2
Long, Huaigang
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Martins, Manuel Mota Freitas
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Netšunajev, Aleksei
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Schorfheide, Frank
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Yu, Xuewen
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Discussion paper / Deutsche Bundesbank
Journal of economic dynamics & control
The econometrics journal
Journal of econometrics
27
Applied economics
10
Econometric theory
8
Econometric reviews
6
Journal of empirical finance
3
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Digital finance : smart data analytics, investment innovation, and financial technology
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Essays in honor of Joon Y. Park : econometric theory
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Eurasian economic review : a journal in applied macroeconomics and finance
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Journal of Post Keynesian economics
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Journal of contemporary accounting & economics
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Journal of international financial markets, institutions & money
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Journal of post-Keynesian economics : JPKE
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Journal of quantitative economics
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Journal of time series econometrics
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of corporate finance : contracting, governance and organization
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The journal of financial research : the journal of the Southern Finance Association and the Southwestern Finance Association
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ECONIS (ZBW)
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1
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
2
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
Saved in:
3
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
Saved in:
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