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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Einheitswurzeltest"
~subject:"Forecasting model"
~subject:"Unit root test"
~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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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
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Gil-Alaña, Luis A.
11
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of economic dynamics & control
Oxford bulletin of economics and statistics
Cowles Foundation discussion paper
41
SFB 649 discussion paper
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ECONIS (ZBW)
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1
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:
2
Specification sensitivity in right-tailed unit root testing for explosive behaviour
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10010474929
Saved in:
3
An inroduction to best empirical models when the paramenter space is infinite dimensional
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 877-890
Persistent link: https://www.econbiz.de/10001860216
Saved in:
4
Backtesting beyond VaR
Härdle, Wolfgang
;
Stahl, Gerhard
-
1999
Persistent link: https://www.econbiz.de/10001470768
Saved in:
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