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~isPartOf:"Econometric theory"
~subject:"Estimation theory"
~subject:"Statistical theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Zeitreihenzerlegung"
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Estimation theory
Statistical theory
Time series analysis
314
Zeitreihenanalyse
314
Theorie
190
Theory
190
Schätztheorie
158
Einheitswurzeltest
35
Unit root test
35
Statistical test
29
Statistischer Test
29
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27
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27
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24
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24
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23
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23
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15
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Aufsatz in Zeitschrift
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162
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4
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Phillips, Peter C. B.
7
Chan, Ngai Hang
4
Johansen, Søren
4
Leybourne, Stephen James
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Perron, Pierre
3
Politis, Dimitris N.
3
Saikkonen, Pentti
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
Lütkepohl, Helmut
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
311
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Economics letters
140
Econometric reviews
94
International journal of forecasting
67
Journal of forecasting
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Applied economics letters
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
47
Econometrics : open access journal
47
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40
The econometrics journal
38
Applied economics
35
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35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of the American Statistical Association : JASA
34
Computational economics
32
Journal of applied econometrics
32
Journal of empirical finance
27
Oxford bulletin of economics and statistics
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of macroeconomics
16
Journal of risk and financial management : JRFM
16
The review of economics and statistics
16
Journal of economic dynamics & control
14
Journal of financial econometrics
14
Finance research letters
13
The review of economic studies
13
International economic review
12
Quantitative economics : QE ; journal of the Econometric Society
12
International journal of economics and financial issues : IJEFI
10
Journal of banking & finance
10
Quantitative finance
10
Central European journal of economic modelling and econometrics
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Energy economics
9
The North American journal of economics and finance : a journal of financial economics studies
9
The empirical economics letters : a monthly international journal of economics
9
Annales d'économie et de statistique
8
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ECONIS (ZBW)
162
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81
Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham
;
Pesavento, Elena
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447
Saved in:
82
Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti
;
King, Maxwell L.
;
Lu, Zu-di
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
Saved in:
83
Conditions for the propagation of memory parameter from durations to counts and realized volatilty
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Soulier, Philippe
; …
- In:
Econometric theory
25
(
2009
)
3
,
pp. 764-792
Persistent link: https://www.econbiz.de/10003864181
Saved in:
84
Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers
Georgiev, Iliyan
- In:
Econometric theory
24
(
2008
)
3
,
pp. 587-615
Persistent link: https://www.econbiz.de/10003894270
Saved in:
85
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
;
Han, Chirok
- In:
Econometric theory
24
(
2008
)
3
,
pp. 631-650
Persistent link: https://www.econbiz.de/10003894277
Saved in:
86
Limit theory for explosively cointegrated systems
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric theory
24
(
2008
)
4
,
pp. 865-887
Persistent link: https://www.econbiz.de/10003736837
Saved in:
87
Testing for trend
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Econometric theory
24
(
2008
)
1
,
pp. 72-87
Persistent link: https://www.econbiz.de/10003894114
Saved in:
88
Testing for long memory
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
Saved in:
89
Stability of regime switching error correction models under linear cointegration
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
1
,
pp. 294-318
Persistent link: https://www.econbiz.de/10003894159
Saved in:
90
Unit root and cointegration testing
Lütkepohl, Helmut
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003894166
Saved in:
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