//--> //--> //--> //-->
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:"Econometric theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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:"Unit root test"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Einheitswurzeltest
113
Unit root test
113
Theorie
74
Theory
74
Time series analysis
38
Zeitreihenanalyse
38
Estimation theory
25
Schätztheorie
25
Autocorrelation
18
Autokorrelation
18
Statistical test
12
Statistischer Test
12
Bootstrap approach
10
Bootstrap-Verfahren
10
Panel
10
Panel study
10
Cointegration
9
Kointegration
9
Stochastic process
9
Stochastischer Prozess
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Regression analysis
6
Regressionsanalyse
6
Estimation
5
Saisonale Schwankungen
5
Saisonkomponente
5
Schätzung
5
Seasonal component
5
Seasonal variations
5
Structural break
5
Strukturbruch
5
USA
5
United States
5
Volatility
5
Volatilität
5
Random Walk
4
Random walk
4
ARMA model
3
ARMA-Modell
3
more ...
less ...
Online availability
All
Undetermined
10
Free
2
Type of publication
All
Article
112
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
112
Aufsatz in Zeitschrift
112
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
113
Author
All
Taylor, Robert
15
Phillips, Peter C. B.
10
Cavaliere, Giuseppe
7
Leybourne, Stephen James
7
Rodrigues, Paulo M. M.
7
Harvey, David I.
6
Barrio Castro, Tomás del
3
Georgiev, Iliyan
3
Harris, David
3
Lütkepohl, Helmut
3
Nabeya, Seiji
3
Ng, Serena
3
Xiao, Zhijie
3
Bai, Jushan
2
Barrio Castro, Tomas del
2
Becheri, I. Gaia
2
Bierens, Herman J.
2
Caner, Mehmet
2
Drost, Feike C.
2
Elliott, Graham
2
Grégoir, Stéphane
2
Hansen, Bruce E.
2
Jansson, Michael
2
Juhl, Ted
2
Kasparis, Ioannis
2
Li, Wai Keung
2
Marsh, Patrick W. N.
2
Moon, Hyungsik Roger
2
Müller, Ulrich K.
2
Osborn, Denise R.
2
Perron, Pierre
2
Tanaka, Katsuto
2
Thompson, Samuel B.
2
Wagner, Martin
2
Akker, Ramon van den
1
Akker, Roman van den
1
Alvarez, Fernando
1
Andrews, Donald W. K.
1
Bandi, Federico M.
1
Bauer, Dietmar
1
more ...
less ...
Published in...
All
Econometric theory
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economics letters
148
Applied economics letters
127
Journal of econometrics
119
Applied economics
118
Economic modelling
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Econometric reviews
53
The empirical economics letters : a monthly international journal of economics
53
Cowles Foundation discussion paper
45
Oxford bulletin of economics and statistics
44
The econometrics journal
42
MPRA Paper
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Energy economics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
International review of economics & finance : IREF
28
Journal of international money and finance
26
Working paper
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
CESifo working papers
22
Discussion papers of interdisciplinary research project 373
21
International journal of economics and financial issues : IJEFI
21
Theoretical and applied economics : GAER review
21
Applied financial economics
20
Working Paper
19
Journal of macroeconomics
18
Japan and the world economy : international journal of theory and policy
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Cowles Foundation Discussion Paper
15
Economic Modelling
15
Economics bulletin : EB
15
IHS economics series : working paper
15
Computational economics
14
Discussion paper / Department of Economics, University of California San Diego
14
Empirica : journal of european economics
14
International Journal of Energy Economics and Policy : IJEEP
14
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
14
International journal of economics and finance
14
more ...
less ...
Source
All
ECONIS (ZBW)
113
Showing
1
-
10
of
113
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
2
Unit
root
test
with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
3
Nearly optimal test for long-run predictability with nearly integrated regressors
Sizova, Natalia
- In:
Econometric theory
37
(
2021
)
1
,
pp. 82-137
Persistent link: https://www.econbiz.de/10012437044
Saved in:
4
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
5
Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A.
- In:
Econometric theory
36
(
2020
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
Saved in:
6
Bootstrap-assisted unit root testing with piecewise locally stationary errors
Rho, Yeonwoo
;
Shao, Xiaofeng
- In:
Econometric theory
35
(
2019
)
1
,
pp. 142-166
Persistent link: https://www.econbiz.de/10012146125
Saved in:
7
A test for weak stationarity in the spectral domain
Hidalgo, Javier
;
Souza, Pedro C. L.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 547-600
Persistent link: https://www.econbiz.de/10012146156
Saved in:
8
Computing limiting local powers and power envelopes of panel MA unit root tests and stationarity tests
Tanaka, Katsuto
- In:
Econometric theory
35
(
2019
)
5
,
pp. 978-1011
Persistent link: https://www.econbiz.de/10012146190
Saved in:
9
Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
Saved in:
10
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->