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~isPartOf:"Econometric theory"
~subject:"Estimation theory"
~subject:"Statistical theory"
~subject:"Volatilität"
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Search: subject_exact:"Zeitreihenzerlegung"
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Estimation theory
Statistical theory
Volatilität
Time series analysis
316
Zeitreihenanalyse
316
Theorie
190
Theory
190
Schätztheorie
160
Einheitswurzeltest
35
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35
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30
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27
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24
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Phillips, Peter C. B.
7
Cavaliere, Giuseppe
4
Chan, Ngai Hang
4
Johansen, Søren
4
Leybourne, Stephen James
4
Taylor, Robert
4
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3
Gao, Jiti
3
Grégoir, Stéphane
3
Linton, Oliver
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Perron, Pierre
3
Politis, Dimitris N.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Vogelsang, Timothy J.
3
Zhang, Rongmao
3
Arteche, Josu
2
Breitung, Jörg
2
Chen, Xiaohong
2
Choi, In
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Harris, David
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Hurvich, Clifford M.
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kristensen, Dennis
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Lieberman, Offer
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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Econometric theory
Journal of econometrics
359
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
Economics letters
171
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160
International journal of forecasting
119
Econometric reviews
116
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91
Economic modelling
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
77
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76
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73
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70
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Applied economics letters
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59
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55
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54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
NBER Working Paper
50
The econometrics journal
48
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46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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44
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40
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
The North American journal of economics and finance : a journal of financial economics studies
36
Journal of risk and financial management : JRFM
34
Journal of the American Statistical Association : JASA
34
Journal of banking & finance
33
Journal of financial econometrics
33
Journal of economic dynamics & control
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
Working paper / National Bureau of Economic Research, Inc.
31
International review of financial analysis
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ECONIS (ZBW)
171
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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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