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~isPartOf:"Econometric theory"
~subject:"Estimation theory"
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Search: subject_exact:"Zeitreihenzerlegung"
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Estimation theory
Statistical theory
Time series analysis
315
Zeitreihenanalyse
315
Theorie
190
Theory
190
Schätztheorie
159
Einheitswurzeltest
35
Unit root test
35
Statistical test
29
Statistischer Test
29
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27
Nonparametric statistics
27
Cointegration
24
Kointegration
24
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23
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23
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18
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15
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12
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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
316
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Economics letters
142
Discussion paper / Tinbergen Institute
103
Econometric reviews
95
Working paper / Department of Econometrics and Business Statistics, Monash University
68
International journal of forecasting
67
Journal of forecasting
60
CREATES research paper
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
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
48
Econometrics : open access journal
47
Cowles Foundation discussion paper
44
NBER Working Paper
42
Journal of time series econometrics
40
The econometrics journal
38
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Applied economics
36
Economic modelling
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
EUI working paper / ECO
30
NBER working paper series
30
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30
Journal of empirical finance
28
Oxford bulletin of economics and statistics
26
SFB 649 discussion paper
26
Discussion paper / Centre for Economic Forecasting
25
Technical working paper / National Bureau of Economic Research
24
Working paper series
24
Discussion paper / Center for Economic Research, Tilburg University
23
LSE STICERD Research Paper
23
NBER technical working paper series
23
Working paper / National Bureau of Economic Research, Inc.
23
Discussion paper
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
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ECONIS (ZBW)
163
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21
A property of the Hodrick-Prescott filter and its application
Sakarya, Neslihan
;
Jong, Robert M. de
- In:
Econometric theory
36
(
2020
)
5
,
pp. 840-870
Persistent link: https://www.econbiz.de/10012307241
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22
A max-correlation white noise test for weakly dependent time series
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Econometric theory
36
(
2020
)
5
,
pp. 907-960
Persistent link: https://www.econbiz.de/10012307244
Saved in:
23
Heteroskedasticity autocorrelation robust inference in time series regressions with missing data
Rho, Seung-Hwa
;
Vogelsang, Timothy J.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 601-629
Persistent link: https://www.econbiz.de/10012146158
Saved in:
24
Boundedness of m-estimators for linear regression in time series
Johansen, Søren
;
Nielsen, Bent
- In:
Econometric theory
35
(
2019
)
3
,
pp. 653-683
Persistent link: https://www.econbiz.de/10012146163
Saved in:
25
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
26
Asymptotically efficient model selection for panel data forecasting
Greenaway-McGrevy, Ryan
- In:
Econometric theory
35
(
2019
)
4
,
pp. 842-899
Persistent link: https://www.econbiz.de/10012386845
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27
Stationary integrated Arch(∞) and Ar(∞) processes with finite variance
Giraitis, Liudas
;
Surgailis, Donatas
;
Škarnulis, Andrius
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1159-1179
Persistent link: https://www.econbiz.de/10012038038
Saved in:
28
Asymptotic theory for spectral density estimates of general multivariate time series
Wu, Wei Biao
;
Zaffaroni, Paolo
- In:
Econometric theory
34
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011950919
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29
Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
Saved in:
30
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
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