//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"DAE working paper"
~isPartOf:"Econometric theory"
~subject:"Bootstrap-Verfahren"
~subject:"Statistical theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Zeitreihenzerlegung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap-Verfahren
Statistical theory
Time series analysis
335
Zeitreihenanalyse
335
Theorie
202
Theory
202
Estimation theory
166
Schätztheorie
166
Einheitswurzeltest
35
Unit root test
35
Statistical test
31
Statistischer Test
31
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Cointegration
26
Kointegration
26
Stochastic process
25
Stochastischer Prozess
25
Estimation
21
Schätzung
21
Regression analysis
19
Regressionsanalyse
19
Autocorrelation
15
Autokorrelation
15
Volatility
12
Volatilität
12
ARCH model
10
ARCH-Modell
10
Bootstrap approach
10
Heteroscedasticity
9
Heteroskedastizität
9
Statistical distribution
9
Statistische Verteilung
9
ARMA model
8
ARMA-Modell
8
Metal market
8
Metallmarkt
8
Statistische Methodenlehre
8
Structural break
8
Strukturbruch
8
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
16
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
2
Working Paper
2
Language
All
English
18
Author
All
Taylor, Robert
3
Cavaliere, Giuseppe
2
Park, Joon Y.
2
Su, Liangjun
2
Vogelsang, Timothy J.
2
Ango Nze, Patrick
1
Breitung, Jörg
1
Choi, In
1
Doukhan, Paul
1
Ferraty, Frederic
1
Fu, Zhonghao
1
Gao, Shang
1
Grose, Simone D.
1
Han, Xu
1
Hounyo, Ulrich
1
Inoue, Atsushi
1
Martin, M.
1
McAleer, Michael
1
McKenzie, Colin
1
Ng, Wai Leong
1
Otto, Sven
1
Pan, Shenyi
1
Perron, Pierre
1
Pesaran, M. Hashem
1
Poskitt, Donald Stephen
1
Quintela del Río, Alejandro
1
Rahbek, Anders
1
Smith, Richard J.
1
Ullah, Aman
1
Vieu, Philippe
1
Wang, Xia
1
Yau, Chun Yip
1
Yu, Byungchul
1
more ...
less ...
Published in...
All
DAE working paper
Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Journal of econometrics
43
Econometric reviews
25
Economics letters
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Discussion paper / Tinbergen Institute
16
International journal of forecasting
11
Journal of forecasting
11
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Computational economics
9
Discussion papers of interdisciplinary research project 373
8
Working paper series
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers / Department of Economics, University of Copenhagen
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of applied econometrics
7
Universitext
7
CREATES research paper
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The econometrics journal
6
Discussion paper
5
Economic modelling
5
Economics and commerce : discussion papers
5
International economic review
5
Journal of time series econometrics
5
Lehr- und Handbücher der Statistik
5
SFB 649 discussion paper
5
Applied economics
4
CEA_372Cass working paper series
4
Cowles Foundation Discussion Paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
Oxford bulletin of economics and statistics
4
Special issue on Bayesian forecasting
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
Working paper
4
Working paper series / University of Zurich, Department of Economics
4
Working papers / Rutgers University, Department of Economics
4
Birkbeck working papers in economics and finance : BWPEF
3
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao
;
Gao, Shang
;
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
40
(
2024
)
3
,
pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
Saved in:
2
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
3
Bootstrap inference for multiple change-points in time series
Ng, Wai Leong
;
Pan, Shenyi
;
Yau, Chun Yip
- In:
Econometric theory
38
(
2022
)
4
,
pp. 752-792
Persistent link: https://www.econbiz.de/10013366926
Saved in:
4
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
5
A local Gaussian bootstrap method for realized volatility and realized beta
Hounyo, Ulrich
- In:
Econometric theory
35
(
2019
)
2
,
pp. 360-416
Persistent link: https://www.econbiz.de/10012146140
Saved in:
6
Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, M.
;
Grose, Simone D.
- In:
Econometric theory
33
(
2017
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
Saved in:
7
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Saved in:
8
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2013
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
Saved in:
9
Specification test for conditional distribution with functional data
Ferraty, Frederic
;
Quintela del Río, Alejandro
;
Vieu, …
- In:
Econometric theory
28
(
2012
)
2
,
pp. 363-386
Persistent link: https://www.econbiz.de/10009520944
Saved in:
10
Special issue of "Economic theory" on bootstrap and numerical methods in time series : guest editors' introduction
Taylor, Robert
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 929-932
Persistent link: https://www.econbiz.de/10009379769
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->