//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~person:"Chen, Zhanshou"
~person:"Sibbertsen, Philipp"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Time series analysis
7
Zeitreihenanalyse
7
Estimation
2
Fractional integration
2
Long memory
2
Schätzung
2
Structural break
2
Strukturbruch
2
Analysis of variance
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
CUSUM-based statistic
1
Change point
1
Change point monitoring
1
Changing persistence
1
Cointegration
1
Common variance change-point
1
Heavy-tailed time series
1
Heteroskedasticity
1
Kointegration
1
Long memory process
1
Modulated process
1
Panel
1
Panel data models
1
Panel study
1
Persistence
1
Rank likelihood ratio
1
Share price
1
Short memory process
1
Sieve bootstrap
1
Statistical method
1
Statistical test
1
Statistische Methode
1
Statistischer Test
1
Structural breaks
1
Time-varying variance
1
Varianzanalyse
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Chen, Zhanshou
Sibbertsen, Philipp
Stark, Oded
19
Krämer, Walter
14
Peel, David
13
Matsumura, Toshihiro
12
Mukherjee, Arijit
12
Franses, Philip Hans
11
Färe, Rolf
11
Lambertini, Luca
11
Marjit, Sugata
11
Schmidt, Peter
11
Lai, Ching-chong
10
Schmitz, Patrick W.
10
Basu, Kaushik
9
Beladi, Hamid
9
Eeckhoudt, Louis R.
9
Giles, David E. A.
9
Harrington, Joseph Emmett
9
Lee, Junsoo
9
Li, Qi
9
Stengos, Thanasēs
9
Andersen, Torben M.
8
Aronsson, Thomas
8
Bénassy, Jean-Pascal
8
Gehrlein, William V.
8
Neilson, William
8
Shaffer, Sherrill
8
Thomson, William
8
Wang, Leonard F. S.
8
Baye, Michael R.
7
Braid, Ralph M.
7
Campbell, Donald E.
7
Corchón, Luis C.
7
Egger, Peter
7
Friehe, Tim
7
Güth, Werner
7
Hassler, Uwe
7
Hecq, Alain W. J.
7
Kapetanios, George
7
Konrad, Kai A.
7
Kumbhakar, Subal
7
more ...
less ...
Published in...
All
Economics letters
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
30
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Springer-Lehrbuch
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
CoFE discussion papers
2
SpringerLink / Bücher
2
Akademische Abhandlungen zur Mathematik
1
CREATES research paper
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Lehrbuch
1
Open economies review
1
Oxford bulletin of economics and statistics
1
Quantitative finance and economics
1
Springer eBook Collection
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Distinguishing between breaks in the mean and breaks in persistence under long memory
Wingert, Simon
;
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509210
Saved in:
2
Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
Chen, Zhanshou
;
Xu, Qiongyao
;
Li, Huini
- In:
Economics letters
179
(
2019
),
pp. 53-56
Persistent link: https://www.econbiz.de/10012121700
Saved in:
3
A simple test on structural change in long-memory time series
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Economics letters
163
(
2018
),
pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
Saved in:
4
Sieve bootstrap monitoring for change from short to long memory
Chen, Zhanshou
;
Xing, Yuhong
;
Li, Fuxiao
- In:
Economics letters
140
(
2016
),
pp. 53-56
Persistent link: https://www.econbiz.de/10011615973
Saved in:
5
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei
;
Sibbertsen, Philipp
- In:
Economics letters
144
(
2016
),
pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
Saved in:
6
Variance change-point detection in panel data models
Li, Fuxiao
;
Zheng, Tian
;
Xiao, Yanting
;
Chen, Zhanshou
- In:
Economics letters
126
(
2015
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011376444
Saved in:
7
Long memory and changing persistence
Kruse, Robinson
;
Sibbertsen, Philipp
- In:
Economics letters
114
(
2012
)
3
,
pp. 268-272
Persistent link: https://www.econbiz.de/10009550790
Saved in:
8
The power of the KPSS-test for cointegration when residuals are fractionally integrated
Sibbertsen, Philipp
;
Krämer, Walter
- In:
Economics letters
91
(
2006
)
3
,
pp. 321-324
Persistent link: https://www.econbiz.de/10003333609
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->