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~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:"Perron, Pierre"
~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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13
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Newbold, Paul
Perron, Pierre
Phillips, Peter C. B.
Shogren, Jason F.
Taylor, Robert
Schumacher, Christian
7
Leybourne, Stephen James
6
Marcellino, Massimiliano
6
Knüppel, Malte
5
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5
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4
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4
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4
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4
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4
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3
Aoki, Masanao
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3
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3
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3
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3
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Discussion paper / Deutsche Bundesbank
Journal of economic dynamics & control
The econometrics journal
Cowles Foundation discussion paper
85
Journal of econometrics
82
Econometric theory
53
SFB 649 discussion paper
47
Applied economics
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
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19
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19
Oxford bulletin of economics and statistics
19
Department of Economics discussion paper / Department of Economics, The University of Birmingham
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers of interdisciplinary research project 373
11
Economics letters
10
Economic research paper / Loughborough University, Department of Economics
7
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7
Journal of empirical finance
7
CREATES research paper
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
6
Discussion papers in economics / School of Economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International economic review
4
International journal of forecasting
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International statistical review : a journal of the International Statistical Institute and its associations
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Journal of forecasting
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Special issue on new developments in time series econometrics
3
The review of economics and statistics
3
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
19
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1
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19
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date (newest first)
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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:
4
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
5
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
6
Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 338-372
Persistent link: https://www.econbiz.de/10010498715
Saved in:
7
Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
Saved in:
8
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices
Qu, Zhongjun
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 309-339
Persistent link: https://www.econbiz.de/10010253639
Saved in:
9
Testing for common trends in semi‐parametric panel data models with fixed effects
Zhang, Yonghui
;
Su, Liangjun
;
Phillips, Peter C. B.
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 56-100
Persistent link: https://www.econbiz.de/10009520548
Saved in:
10
Seasonal unit root tests and the role of initial conditions
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 409-442
Persistent link: https://www.econbiz.de/10003802328
Saved in:
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