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~isPartOf:"Econometric theory"
~subject:"Estimation theory"
~subject:"Statistical theory"
~subject:"VAR model"
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Search: subject_exact:"Zeitreihenzerlegung"
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Estimation theory
Statistical theory
VAR model
Time series analysis
316
Zeitreihenanalyse
316
Theorie
190
Theory
190
Schätztheorie
160
Einheitswurzeltest
35
Unit root test
35
Statistical test
30
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30
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27
Nonparametric statistics
27
Cointegration
24
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24
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12
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168
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Phillips, Peter C. B.
7
Johansen, Søren
5
Chan, Ngai Hang
4
Leybourne, Stephen James
4
Saikkonen, Pentti
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
3
Lütkepohl, Helmut
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Perron, Pierre
3
Politis, Dimitris N.
3
Seo, Won-Ki
3
Taylor, Robert
3
Vogelsang, Timothy J.
3
Zhang, Rongmao
3
Breitung, Jörg
2
Chen, Xiaohong
2
Choi, In
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Harris, David
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Lieberman, Offer
2
Linton, Oliver
2
McCabe, Brendan Peter Martin
2
Park, Joon Y.
2
Poskitt, Donald Stephen
2
Robinson, Peter M.
2
Singer, Hermann
2
Sun, Yiguo
2
Sun, Yixiao
2
Tjostheim, Dag
2
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Granger Centre for Time Series Econometrics
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Econometric theory
Journal of econometrics
345
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
Economics letters
162
Discussion paper / Tinbergen Institute
111
Econometric reviews
98
International journal of forecasting
95
Journal of forecasting
73
CREATES research paper
69
Working paper / Department of Econometrics and Business Statistics, Monash University
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
Applied economics letters
56
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52
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50
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50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
NBER Working Paper
49
Cowles Foundation discussion paper
45
Journal of applied econometrics
42
Journal of time series econometrics
41
The econometrics journal
41
Working paper
41
NBER working paper series
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Computational economics
36
Journal of the American Statistical Association : JASA
34
SFB 649 discussion paper
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Working paper / National Bureau of Economic Research, Inc.
31
Journal of empirical finance
30
Oxford bulletin of economics and statistics
30
EUI working paper / ECO
29
Journal of economic dynamics & control
29
Working paper series
29
Discussion paper
28
Discussion papers / Department of Economics, University of Copenhagen
27
CAMA working paper series
26
Discussion paper / Centre for Economic Forecasting
25
Journal of macroeconomics
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ECONIS (ZBW)
170
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41
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
42
The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality
Hansen, Bruce E.
- In:
Econometric theory
31
(
2015
)
2
,
pp. 337-361
Persistent link: https://www.econbiz.de/10010532060
Saved in:
43
Haavelmo's probability approach and the cointegrated VAR
Jusélius, Katarina
- In:
Econometric theory
31
(
2015
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010532069
Saved in:
44
A simple omnibus overidentification specification test for time series econometric models
Dominguez, Manuel A.
;
Lobato, Ignacio N.
- In:
Econometric theory
31
(
2015
)
4
,
pp. 891-910
Persistent link: https://www.econbiz.de/10011341923
Saved in:
45
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
Saved in:
46
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Saved in:
47
Estimating the persistence and the autocorrelation function of a time series that is measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Econometric theory
30
(
2014
)
1
,
pp. 60-93
Persistent link: https://www.econbiz.de/10010399787
Saved in:
48
On a family of contrasts for parametric inference in degenerate ARCH models
Truquet, Lionel
- In:
Econometric theory
30
(
2014
)
6
,
pp. 1165-1206
Persistent link: https://www.econbiz.de/10010502121
Saved in:
49
Time series regression on integrated continuous-time processes with heavy and light tails
Fasen, Vicky Maria
- In:
Econometric theory
29
(
2013
)
1
,
pp. 28-67
Persistent link: https://www.econbiz.de/10009747888
Saved in:
50
A functional version of the ARCH model
Hörmann, Siegfried
;
Horváth, Lajos
;
Reeder, Ron
- In:
Econometric theory
29
(
2013
)
2
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009760010
Saved in:
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