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~isPartOf:"Econometric theory"
~subject:"Estimation theory"
~subject:"Statistical theory"
~subject:"Strukturbruch"
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Search: subject_exact:"Zeitreihenzerlegung"
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Estimation theory
Statistical theory
Strukturbruch
Time series analysis
316
Zeitreihenanalyse
316
Theorie
190
Theory
190
Schätztheorie
160
Einheitswurzeltest
35
Unit root test
35
Statistical test
30
Statistischer Test
30
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Cointegration
24
Kointegration
24
Stochastic process
24
Stochastischer Prozess
24
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18
Regressionsanalyse
18
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15
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15
Estimation
15
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15
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Article
168
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169
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169
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4
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170
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Phillips, Peter C. B.
7
Leybourne, Stephen James
6
Taylor, Robert
5
Chan, Ngai Hang
4
Johansen, Søren
4
Perron, Pierre
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
3
Hong, Yongmiao
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Politis, Dimitris N.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Vogelsang, Timothy J.
3
Zhang, Rongmao
3
Breitung, Jörg
2
Chen, Xiaohong
2
Choi, In
2
Chong, Terence Tai-Leung
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Harris, David
2
Harvey, David I.
2
Hidalgo, Javier
2
Iacone, Fabrizio
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Lieberman, Offer
2
Linton, Oliver
2
Lütkepohl, Helmut
2
McCabe, Brendan Peter Martin
2
Park, Joon Y.
2
Poskitt, Donald Stephen
2
Robinson, Peter M.
2
Singer, Hermann
2
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Granger Centre for Time Series Econometrics
1
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Econometric theory
Journal of econometrics
334
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
188
Economics letters
164
Discussion paper / Tinbergen Institute
113
Econometric reviews
99
Applied economics
74
International journal of forecasting
74
CREATES research paper
69
Journal of forecasting
68
Working paper / Department of Econometrics and Business Statistics, Monash University
68
Applied economics letters
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Economic modelling
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
Econometrics : open access journal
53
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
NBER Working Paper
45
The econometrics journal
45
Cowles Foundation discussion paper
44
Journal of time series econometrics
42
Journal of applied econometrics
38
Computational economics
34
Journal of the American Statistical Association : JASA
34
NBER working paper series
34
Journal of empirical finance
31
Oxford bulletin of economics and statistics
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
30
SFB 649 discussion paper
28
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
27
EUI working paper / ECO
27
Working paper
27
Discussion paper / Centre for Economic Forecasting
26
Working paper series
26
CESifo working papers
25
Energy economics
25
Technical working paper / National Bureau of Economic Research
24
Working paper / National Bureau of Economic Research, Inc.
24
Discussion paper / Center for Economic Research, Tilburg University
23
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ECONIS (ZBW)
170
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170
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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
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
10
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
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