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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
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Time series analysis
315
Zeitreihenanalyse
315
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190
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190
Schätztheorie
159
Einheitswurzeltest
35
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35
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29
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27
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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
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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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Econometric theory
Journal of econometrics
344
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Economics letters
162
Discussion paper / Tinbergen Institute
110
Econometric reviews
97
International journal of forecasting
92
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73
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69
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65
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64
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55
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51
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49
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49
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48
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44
Journal of applied econometrics
42
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41
The econometrics journal
39
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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36
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Journal of the American Statistical Association : JASA
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31
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31
Oxford bulletin of economics and statistics
30
Journal of empirical finance
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27
Discussion papers / Department of Economics, University of Copenhagen
27
CAMA working paper series
26
Journal of economic dynamics & control
26
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25
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ECONIS (ZBW)
169
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169
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1
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:
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
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:
4
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:
5
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:
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
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:
8
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
9
Joint time-series and cross-section limit theory under mixingale assumptions
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
38
(
2022
)
5
,
pp. 942-958
Persistent link: https://www.econbiz.de/10013469685
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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