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~isPartOf:"Econometric theory"
~isPartOf:"Journal of empirical finance"
~subject:"Bootstrap approach"
~subject:"Estimation theory"
~subject:"Statistical theory"
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Search: subject_exact:"Zeitreihenzerlegung"
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Bootstrap approach
Estimation theory
Statistical theory
Time series analysis
423
Zeitreihenanalyse
423
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242
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242
Schätztheorie
185
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60
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49
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Phillips, Peter C. B.
8
Taylor, Robert
7
Leybourne, Stephen James
5
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4
Chambers, Marcus J.
4
Chan, Ngai Hang
4
Johansen, Søren
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Nielsen, Morten Ørregaard
4
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4
Gao, Jiti
3
Grégoir, Stéphane
3
Park, Joon Y.
3
Peng, Liang
3
Perron, Pierre
3
Politis, Dimitris N.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Zakoïan, Jean-Michel
3
Zhang, Rongmao
3
Astill, Sam
2
Breitung, Jörg
2
Broze, Laurence
2
Chen, Xiaohong
2
Choi, In
2
Georgiev, Iliyan
2
Ghysels, Eric
2
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2
Harvey, Andrew C.
2
Harvey, David I.
2
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2
Hong, Yongmiao
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kim, Chang-Jin
2
Kristensen, Dennis
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Lieberman, Offer
2
Linton, Oliver
2
Lütkepohl, Helmut
2
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Econometric theory
Journal of empirical finance
Journal of econometrics
336
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
178
Economics letters
152
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107
Econometric reviews
105
International journal of forecasting
74
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71
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63
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62
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56
Applied economics letters
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42
The econometrics journal
42
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40
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
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37
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25
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25
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24
LSE STICERD Research Paper
24
Technical working paper / National Bureau of Economic Research
24
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23
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ECONIS (ZBW)
199
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
3
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
4
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
5
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:
6
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
7
Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao
;
Gao, Shang
;
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
40
(
2024
)
3
,
pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
Saved in:
8
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
9
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
10
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
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