//--> //--> //--> //-->
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
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:"Local to unity asymptotics"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Local to unity asymptotics
5
impulse response functions
4
local-to-unity asymptotics
4
persistence
4
Einheitswurzeltest
2
Local-to-unity asymptotics
2
Neyman-Pearson lemma
2
Unit root test
2
nuisance parameters
2
power envelope
2
unit root testing
2
Bias
1
Common factors
1
Dynamic panel data models
1
Estimation theory
1
Factor analysis
1
Factor analytical method
1
Faktorenanalyse
1
Fixed effects
1
Forward premium anomaly
1
Generalized Method of Moments
1
Interactive effects
1
Local-to-zero asymptotics
1
Panel
1
Panel study
1
Panel unit root test
1
Poisson limit experiment
1
Redundancy
1
Schätztheorie
1
Superefficiency
1
Tests for stationarity
1
Theorie
1
Theory
1
Unit root tests
1
VARs
1
Weak moment conditions
1
confidence bands
1
high persistence
1
impulse responses
1
integer-valued times series
1
more ...
less ...
Online availability
All
Free
6
Undetermined
2
Type of publication
All
Book / Working Paper
11
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
7
Undetermined
5
Author
All
Pesavento, Elena
4
Rossi, Barbara
4
Gospodinov, Nikolay
2
King, Maxwell L.
2
Sriananthakumar, Sivagowry
2
Drost, Feike C.
1
Kruiniger, Hugo
1
Müller, Ulrich K.
1
Norkutė, Milda
1
Werker, Bas J.M.
1
Westerlund, Joakim
1
van den Akker, R.
1
more ...
less ...
Institution
All
C.E.P.R. Discussion Papers
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, Concordia University
1
Department of Economics, European University Institute
1
Duke University, Department of Economics
1
Econometric Society
1
School of Economics and Finance, Queen Mary
1
School of Economics and Political Science, Universität St. Gallen
1
Society for Computational Economics - SCE
1
Tilburg University, Center for Economic Research
1
more ...
less ...
Published in...
All
CEPR Discussion Papers
1
Computing in Economics and Finance 2001
1
Discussion Paper / Tilburg University, Center for Economic Research
1
Econometric Society 2004 North American Winter Meetings
1
Economics Working Papers / Department of Economics, European University Institute
1
Journal of econometrics
1
Monash Econometrics and Business Statistics Working Papers
1
University of St. Gallen Department of Economics working paper series 2002
1
Working Papers / Department of Economics, Concordia University
1
Working Papers / Duke University, Department of Economics
1
Working Papers / School of Economics and Finance, Queen Mary
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
more ...
less ...
Source
All
RePEc
10
ECONIS (ZBW)
2
Showing
11
-
12
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes: An Application to Purchasing Power Parity
Gospodinov, Nikolay
-
Society for Computational Economics - SCE
-
2001
Many economic time series are charecterized by high persistence which typically requires nonstandard limit theory for inference. This paper proposes a new method for constructing confidence intervals for the impulse response functions of nearly nonstationary processes. The method is based on...
Persistent link: https://www.econbiz.de/10005537771
Saved in:
12
GMM Estimation of Dynamic Panel Data Models with Persistent Data
Kruiniger, Hugo
-
School of Economics and Finance, Queen Mary
-
2000
in this context, and we employ
local-to-unity
asymptotics
, which is developed in this paper, for the estimators for the …
Persistent link: https://www.econbiz.de/10005106332
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->