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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"ERIM report series research in management"
~isPartOf:"Econometric reviews"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Induktive Statistik"
~subject:"Theory"
~subject:"USA"
~type:"article"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Induktive Statistik
Theory
USA
Time series analysis
215
Zeitreihenanalyse
215
Theorie
130
Schätztheorie
85
Estimation
41
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41
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32
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32
Unit root test
29
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Phillips, Peter C. B.
7
Taylor, Robert
7
Teräsvirta, Timo
7
Spanos, Aris
6
Dagum, Estela Bee
5
Kilian, Lutz
5
Maasoumi, Esfandiar
5
Andreou, Elena
4
Franses, Philip Hans
4
McElroy, Tucker
4
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3
Cavaliere, Giuseppe
3
Gao, Jiti
3
Harvey, David I.
3
Hendry, David F.
3
Hsiao, Cheng
3
Kapetanios, George
3
Leybourne, Stephen James
3
Lucas, André
3
McAleer, Michael
3
Medeiros, Marcelo C.
3
Politis, Dimitris N.
3
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3
Psaradakis, Zacharias G.
3
Smeekes, Stephan
3
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2
Audrino, Francesco
2
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2
Berkowitz, Jeremy
2
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2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Chan, Joshua
2
Corsi, Fulvio
2
Davidson, Russell
2
Dong, Chaohua
2
Granger, C. W. J.
2
He, Changli
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
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Discussion papers / CEPR
ERIM report series research in management
Econometric reviews
Journal of econometrics
598
International journal of forecasting
414
Economics letters
379
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
363
Econometric theory
296
Journal of forecasting
269
Applied economics
186
Economic modelling
172
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
163
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
159
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141
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112
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105
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90
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86
The econometrics journal
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Journal of economic dynamics & control
82
Journal of empirical finance
78
Oxford bulletin of economics and statistics
75
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69
Journal of time series econometrics
67
Journal of the American Statistical Association : JASA
64
The review of economics and statistics
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European journal of operational research : EJOR
56
Finance research letters
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Macroeconomic dynamics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Journal of monetary economics
40
International review of financial analysis
37
Journal of financial econometrics
37
The empirical economics letters : a monthly international journal of economics
37
The journal of futures markets
37
Empirical economics : a quarterly journal of the Institute for Advanced Studies
36
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ECONIS (ZBW)
210
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
4
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
5
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
6
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
7
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
8
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
9
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
10
Monitoring the direction of the short-term trend of economic indicators
Dagum, Estela Bee
;
Bianconcini, Silvia
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 421-440
Persistent link: https://www.econbiz.de/10014305536
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