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~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Cowles Foundation paper"
~isPartOf:"De Nederlandsche Bank Working Paper"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International economic review"
~isPartOf:"Janeway Institute working paper series"
~isPartOf:"The American journal of economics and sociology"
~person:"Chan, Ngai Hang"
~person:"Vogelsang, Timothy J."
~subject:"Heteroscedasticity"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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Heteroscedasticity
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USA
Zeitreihenanalyse
3
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2
Statistische Methodenlehre
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1959-1998
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Chan, Ngai Hang
Vogelsang, Timothy J.
Phillips, Peter C. B.
99
Harvey, Andrew C.
19
Pesaran, M. Hashem
15
Linton, Oliver
12
Chen, Xiaohong
10
Ploberger, Werner
7
Andrews, Donald W. K.
6
Lieberman, Offer
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Timmermann, Allan
6
Xiao, Zhijie
6
Yu, Jun
6
Magdalinos, Tassos
5
Onatski, Alexei
5
Pick, Andreas
5
Sun, Yixiao
5
Engle, Robert F.
4
Gao, Jiti
4
Hong, Yongmiao
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Jin, Sainan
4
Sims, Christopher A.
4
Tauchen, George Eugene
4
Wang, Qiying
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White, Halbert
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Abadir, Karim Maher
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Bollerslev, Tim
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Busetti, Fabio
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3
Stock, James H.
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3
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2
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Cowles Foundation paper
De Nederlandsche Bank Working Paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International economic review
Janeway Institute working paper series
The American journal of economics and sociology
Econometric theory
9
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5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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2
Journal of forecasting
2
CAE working paper
1
Econometric Research Program research memorandum
1
Econometric analysis of financial and economic time series ; part B
1
Economics discussion papers
1
Economics letters
1
Handbook of financial time series
1
IHS economics series : working paper
1
IHS working paper
1
Maximum likelihood estimation of misspecified models : twenty years later
1
Reihe Ökonomie
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Revista de econometria
1
Symposium on forecasting and empirical methods in macroeconomics and finance
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The econometrics journal
1
The review of economics and statistics
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Wiley Series in Probability and Statistics
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Wiley series in probability and statistics
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Wiley series in probability and statistics: Financial engineering section
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A simple test of the law of demand for the United States
Zambrano, Eduardo
;
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 1011-1020
Persistent link: https://www.econbiz.de/10001500180
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2
Additional tests for a unit root allowing for a break in the trend function at an unknown time
Vogelsang, Timothy J.
- In:
International economic review
39
(
1998
)
4
,
pp. 1073-1100
Persistent link: https://www.econbiz.de/10001338799
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3
Trend function hypothesis testing in the presence of serial correlation
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10001233467
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