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~person:"Lu, Yang K."
~person:"Ng, Serena"
~subject:"Kapitaleinkommen"
~subject:"Lag model"
~subject:"Strukturbruch"
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Search: person:"Perron, Pierre"
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Kapitaleinkommen
Lag model
Strukturbruch
Time series analysis
7
Zeitreihenanalyse
7
Estimation theory
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Schätztheorie
5
Theorie
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Theory
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Einheitswurzeltest
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Unit root test
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1973-1997
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Estimation
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Industrialized countries
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Kaufkraftparität
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Monte-carlo
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forecasting
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information criteria
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lag length selection
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Lu, Yang K.
Ng, Serena
Perron, Pierre
47
Yamamoto, Yohei
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Kejriwal, Mohitosh
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Kim, Dukpa
5
Oka, Tatsushi
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Deng, Ai
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Qu, Zhongjun
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Casini, Alessandro
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Estrada, Francisco
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Wada, Tatsuma
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Xu, Jiawen
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Chang, Seong Yeon
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of empirical finance
1
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ECONIS (ZBW)
2
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Modeling and forecasting stock return volatility using a random level shift model
Lu, Yang K.
;
Perron, Pierre
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 138-156
Persistent link: https://www.econbiz.de/10003943961
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2
Lag length selection and the construction of unit root tests with good size and power
Ng, Serena
;
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1519-1554
Persistent link: https://www.econbiz.de/10001624975
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