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~isPartOf:"Econometric theory"
~subject:"Estimation theory"
~subject:"Statistical theory"
~subject:"Stochastischer Prozess"
~subject:"VAR model"
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Search: subject_exact:"Zeitreihenzerlegung"
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Estimation theory
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VAR model
Time series analysis
316
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316
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190
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190
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160
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35
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Phillips, Peter C. B.
11
Johansen, Søren
5
Chan, Ngai Hang
4
Gao, Jiti
4
Leybourne, Stephen James
4
Robinson, Peter M.
4
Saikkonen, Pentti
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3
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3
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3
Hidalgo, Javier
3
Jong, Robert M. de
3
Lieberman, Offer
3
Lütkepohl, Helmut
3
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3
Park, Joon Y.
3
Peng, Liang
3
Perron, Pierre
3
Politis, Dimitris N.
3
Seo, Won-Ki
3
Taylor, Robert
3
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3
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3
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2
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2
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2
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2
Francq, Christian
2
Georgiev, Iliyan
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2
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2
Harris, David
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2
Kanaya, Shin
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Linton, Oliver
2
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2
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2
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383
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
208
Economics letters
173
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143
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118
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105
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86
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Energy economics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
188
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
9
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
10
Endogeneity in semiparametric threshold regression
Kourtellos, Andros
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric theory
38
(
2022
)
3
,
pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
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