//--> //--> //-->
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
~person:"Duffy, James A."
~person:"Han, Chirok"
~person:"Hitomi, Kohtaro"
~person:"Hurvich, Clifford M."
~subject:"Stochastic process"
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: "Econometric theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Estimation theory
9
Schätztheorie
9
Theorie
7
Theory
7
Stochastischer Prozess
5
Time series analysis
5
Zeitreihenanalyse
5
Autocorrelation
3
Autokorrelation
3
Einheitswurzeltest
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Unit root test
3
IV-Schätzung
2
Instrumental variables
2
Method of moments
2
Momentenmethode
2
Panel
2
Panel study
2
Volatility
2
Volatilität
2
CAPM
1
Cointegration
1
Correlation
1
DDS Brownian motion
1
Duration analysis
1
Estimation
1
Heteroscedasticity
1
Heteroskedastizität
1
Kointegration
1
Korrelation
1
Modellierung
1
Sampling
1
Schätzung
1
Scientific modelling
1
Sequential sampling
1
Statistical distribution
1
Statistical test
1
Statistische Bestandsanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Aufsatz im Buch
1
Book section
1
Language
All
English
5
Author
All
Duffy, James A.
Han, Chirok
Hitomi, Kohtaro
Hurvich, Clifford M.
Phillips, Peter C. B.
6
Bandi, Federico M.
3
Lieberman, Offer
3
Robinson, Peter M.
3
Arteche, Josu
2
Cavaliere, Giuseppe
2
Davidson, James E. H.
2
Georgiev, Iliyan
2
Hashimzade, Nigar
2
Kanaya, Shin
2
Park, Joon Y.
2
Stelzer, Robert
2
Tanaka, Katsuto
2
Taylor, Robert
2
Wang, Qiying
2
Yu, Jun
2
Aknouche, Abdelhakim
1
Andrews, Donald W. K.
1
Berkes, István
1
Bravo, Francesco
1
Caner, Mehmet
1
Carrasco, Marine
1
Chen, Xiaohong
1
Christopeit, Norbert
1
Deo, Rohit S.
1
Ercolani, Joanne S.
1
Fabozzi, Frank J.
1
Francq, Christian
1
Gao, Jiti
1
Hammes, David L.
1
Harvey, Andrew C.
1
Hassler, Uwe
1
Haug, Stephan
1
Hidalgo, Javier
1
Horváth, Lajos
1
Hwang, Soosung
1
more ...
less ...
Published in...
All
Econometric theory
4
Essays in honor of Joon Y. Park : econometric theory
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
2
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Duffy, James A.
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1387-1417
Persistent link: https://www.econbiz.de/10011810424
Saved in:
3
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
Saved in:
4
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:
5
On the log periodogram regression estimator of the memory parameter in long memory stochastic volatility models
Deo, Rohit S.
;
Hurvich, Clifford M.
- In:
Econometric theory
17
(
2001
)
4
,
pp. 686-710
Persistent link: https://www.econbiz.de/10001606768
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->