//--> //--> //--> //-->
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:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Cointegration"
~subject:"Stochastic process"
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:"Testtheorie"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Stochastic process
Statistical test
47
Statistischer Test
47
Theorie
18
Theory
18
Time series analysis
13
Zeitreihenanalyse
13
Estimation theory
10
Schätztheorie
10
Estimation
8
Kointegration
8
Schätzung
8
Structural break
6
Strukturbruch
6
Correlation
5
Korrelation
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Regression analysis
5
Regressionsanalyse
5
Statistical distribution
5
Statistische Verteilung
5
Panel
4
Panel study
4
Stochastischer Prozess
4
Börsenkurs
3
Einheitswurzeltest
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Multivariate Verteilung
3
Multivariate distribution
3
Share price
3
Unit root test
3
structural break
3
Ausreißer
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Causality analysis
2
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Article
9
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Language
All
English
12
Author
All
Skrobotov, Anton
2
Westerlund, Joakim
2
Ahn, Sung K.
1
Arnold, Matthias
1
Carrion i Silvestre, Josep Lluís
1
Cho, Sinsup
1
Demetrescu, Matei
1
Dette, Holger
1
Edgerton, David L.
1
Gil-Alaña, Luis A.
1
Hanck, Christoph
1
Kurozumi, Eiji
1
Messow, Philip
1
Paruolo, Paolo
1
Preuß, Philip
1
Sansó, Andreu
1
Seong, Byeongchan
1
Vetter, Mathias
1
Wied, Dominik
1
more ...
less ...
Published in...
All
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Oxford bulletin of economics and statistics
Journal of econometrics
42
Econometric reviews
22
Economics letters
14
Applied economics letters
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Discussion papers of interdisciplinary research project 373
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
The econometrics journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Applied economics
7
SFB 649 discussion paper
7
Econometric theory
6
IHS economics series : working paper
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
CREATES research paper
5
Cowles Foundation discussion paper
5
Econometrics : open access journal
5
Journal of applied econometrics
5
Journal of time series econometrics
5
Working paper
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Reihe Ökonomie
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
The empirical economics letters : a monthly international journal of economics
4
Working paper / Department of Economics, Lund University
4
Working paper series / Department of Economics, University of Missouri-Columbia
4
Annals of finance
3
Asian African journal of economics and econometrics
3
Cambridge working papers in economics
3
Cambridge-INET working papers
3
Cowles Foundation Discussion Paper
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Department of Economics, University of California San Diego
3
EUI working paper / ECO
3
Economic modelling
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 514-535
Persistent link: https://www.econbiz.de/10011969523
Saved in:
2
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
3
Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing
Messow, Philip
-
2013
Persistent link: https://www.econbiz.de/10009793512
Saved in:
4
Testing semiparametric hypotheses in locally stationary processes
Preuß, Philip
;
Vetter, Mathias
;
Dette, Holger
-
2011
Persistent link: https://www.econbiz.de/10009153837
Saved in:
5
Trend and initial condition in stationarity tests : the asymptotic analysis
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
2
,
pp. 254-273
Persistent link: https://www.econbiz.de/10011384012
Saved in:
6
A fluctuation test for constant correlation
Wied, Dominik
;
Arnold, Matthias
-
2009
Persistent link: https://www.econbiz.de/10008811389
Saved in:
7
A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim
;
Edgerton, David L.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 665-704
Persistent link: https://www.econbiz.de/10003759121
Saved in:
8
Testing the null of cointegration with structural breaks
Carrion i Silvestre, Josep Lluís
;
Sansó, Andreu
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 623-646
Persistent link: https://www.econbiz.de/10003379224
Saved in:
9
The likelihood ratio test for the rank of a cointegration submatrix
Paruolo, Paolo
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 921-948
Persistent link: https://www.econbiz.de/10003393563
Saved in:
10
Maximum eigenvalue test for seasonal cointegrating ranks
Seong, Byeongchan
;
Cho, Sinsup
;
Ahn, Sung K.
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
4
,
pp. 497-514
Persistent link: https://www.econbiz.de/10003357466
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->