//--> //--> //-->
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:"Magdalinos, Tassos"
~person:"Rahbek, Anders"
~subject:"Autocorrelation"
~subject:"Kointegration"
~subject:"Method of moments"
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
Autocorrelation
Kointegration
Method of moments
Cointegration
7
Theorie
7
Theory
7
Estimation theory
6
Schätztheorie
6
ARCH model
3
ARCH-Modell
3
Time series analysis
3
Zeitreihenanalyse
3
Heteroscedasticity
2
Heteroskedastizität
2
Regression analysis
2
Regressionsanalyse
2
Statistical test
2
Statistischer Test
2
VAR model
2
VAR-Modell
2
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Einheitswurzeltest
1
Estimation
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Metal market
1
Metallmarkt
1
Modellierung
1
Nichtlineare Regression
1
Nonlinear regression
1
Probability theory
1
Ranking method
1
Ranking-Verfahren
1
Schätzung
1
Scientific modelling
1
Unit root test
1
Wahrscheinlichkeitsrechnung
1
more ...
less ...
Online availability
All
Undetermined
2
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
Magdalinos, Tassos
Rahbek, Anders
Phillips, Peter C. B.
14
Saikkonen, Pentti
7
Wang, Qiying
7
Cavaliere, Giuseppe
6
Lütkepohl, Helmut
5
Georgiev, Iliyan
4
Sun, Yixiao
4
Bao, Yong
3
Han, Chirok
3
Lee, Lung-fei
3
Lieberman, Offer
3
Smith, Richard J.
3
Taylor, Robert
3
Vogelsang, Timothy J.
3
Xiao, Zhijie
3
Andrews, Donald W. K.
2
Aue, Alexander
2
Carrasco, Marine
2
Chambers, Marcus J.
2
Choi, In
2
Duffy, James A.
2
Florens, Jean-Pierre
2
Franchi, Massimo
2
Gao, Jiti
2
Guggenberger, Patrik
2
Hall, Alastair R.
2
Harris, David
2
Hayakawa, Kazuhiko
2
Hualde, Javier
2
Ing, Ching-kang
2
Jin, Sainan
2
Johansen, Søren
2
Jong, Robert M. de
2
Jusélius, Katarina
2
Kapetanios, George
2
Kasparis, Ioannis
2
Kiefer, Nicholas Maximilian
2
Kim, Kun Ho
2
more ...
less ...
Published in...
All
Econometric theory
8
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
2
Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
Saved in:
3
Testing and inference in nonlinear cointegrating vector erro correction models
Kristensen, Dennis
;
Rahbek, Anders
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1238-1288
Persistent link: https://www.econbiz.de/10010343726
Saved in:
4
Cointegration rank testing under conditional heteroskedasticity
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1719-1760
Persistent link: https://www.econbiz.de/10008738343
Saved in:
5
Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1682-1715
Persistent link: https://www.econbiz.de/10003904436
Saved in:
6
Limit theory for cointegrated systems with moderately integrated and moderately explosive regressors
Magdalinos, Tassos
;
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
2
,
pp. 482-526
Persistent link: https://www.econbiz.de/10003818345
Saved in:
7
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:
8
The likelihood ratio test for cointegration ranks in the I(2) model
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometric theory
23
(
2007
)
4
,
pp. 615-637
Persistent link: https://www.econbiz.de/10003549573
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->