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Search: subject:"local to unity"
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Estimation theory
18
Schätztheorie
18
local to unity
17
Local to unity
14
Zeitreihenanalyse
12
Time series analysis
11
Einheitswurzeltest
10
Forecasting model
10
Prognoseverfahren
10
Unit root test
10
Autocorrelation
8
Autokorrelation
8
Regressionsanalyse
8
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7
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7
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7
Local-to-unity
6
Predictive regression
6
Local to unity asymptotics
5
Unit root
5
local-to-unity
5
predictive regression
5
Bias
4
Capital income
4
Estimation
4
Kapitaleinkommen
4
Schätzung
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impulse response functions
4
local-to-unity asymptotics
4
nuisance parameters
4
panel data
4
persistence
4
pooled regression
4
unit roots
4
Asymptotic power envelope
3
Earnings dynamics
3
Heteroscedasticity
3
Idiosyncratic income risk
3
Kleinste-Quadrate-Methode
3
Least squares method
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39
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Book / Working Paper
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24
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17
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English
48
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Phillips, Peter C.B.
14
Phillips, Peter C. B.
6
Moon, Hyungsik Roger
5
Rossi, Barbara
5
Giraitis, Liudas
4
Lee, Ji Hyung
4
Maynard, Alex
4
Pesavento, Elena
4
Gustavsson, Magnus
3
Perron, Benoit
3
Shimotsu, Katsumi
3
Sun, Yixiao
3
Österholm, Pär
3
Cook, Steven
2
Gospodinov, Nikolay
2
Guo, Gangzheng
2
Kejriwal, Mohitosh
2
King, Maxwell L.
2
Magdalinos, Tassos
2
Moon, Hyungsik R.
2
Moon, Seongman
2
Müller, Ulrich K.
2
Sizova, Natalia
2
Sriananthakumar, Sivagowry
2
Velasco, Carlos
2
Wang, Shaoping
2
Wang, Xiaohu
2
Yu, Jun
2
Yu, Xuewen
2
Bauer, Dietmar
1
Brissimis, Sophocles N.
1
Bykhovskaya, Anna
1
Chang, Seong Yeon
1
Demetrescu, Matei
1
Deng, Kaihua
1
Drost, Feike C.
1
Elliott, Graham
1
Gouriéroux, Christian
1
Hjalmarsson, Erik
1
Hwang, Jungbin
1
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Cowles Foundation for Research in Economics, Yale University
12
Duke University, Department of Economics
2
Econometric Society
2
Nationalekonomiska Institutionen, Uppsala Universitet
2
C.E.P.R. Discussion Papers
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, Concordia University
1
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1
Department of Economics, University of California-San Diego (UCSD)
1
Economics Department, Queen's University
1
Graduate School of Economics, Hitotsubashi University
1
Institute of Economic Policy Research (IEPR), University of Southern California
1
Nationalekonomiska institutionen, Handelshögskolan
1
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1
School of Economics and Finance, Queen Mary
1
School of Economics and Political Science, Universität St. Gallen
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1
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Cowles Foundation Discussion Papers
12
Journal of econometrics
5
Discussion papers / Graduate School of Economics, Hitotsubashi University
2
Econometric reviews
2
Economics letters
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2
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2
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2
Annals of economics and statistics
1
CEPR Discussion Papers
1
Computing in Economics and Finance 2001
1
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1
Discussion Paper / Tilburg University, Center for Economic Research
1
Discussion Papers / Graduate School of Economics, Hitotsubashi University
1
Econometric Society 2004 Far Eastern Meetings
1
Econometric Society 2004 North American Winter Meetings
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics Working Papers / Department of Economics, European University Institute
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of economic forecasting ; 1
1
IEPR Working Papers
1
Journal of Applied Statistics
1
Journal of Econometrics
1
Journal of Empirical Finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Monash Econometrics and Business Statistics Working Papers
1
Purdue University Economics Department working paper
1
Queen's Economics Department Working Paper
1
Recent work / Department of Economics, UC San Diego
1
Statistical Papers / Springer
1
The International Journal of Applied Economics
1
University of California at San Diego, Economics Working Paper Series
1
University of St. Gallen Department of Economics working paper series 2002
1
Working Paper Series / Nationalekonomiska Institutionen, Uppsala Universitet
1
Working Paper Series, Center for Labor Studies
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Working Papers / Department of Economics and Finance, College of Business and Economics
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RePEc
39
ECONIS (ZBW)
26
EconStor
3
Showing
21
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68
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21
On Confidence Intervals for Autoregressive Roots and Predictive Regression
Phillips, Peter C.B.
-
Cowles Foundation for Research in Economics, Yale University
-
2012
A prominent use of
local
to
unity
limit theory in applied work is the construction of confidence intervals for … confidence intervals are valid when the true model has an autoregressive root that is
local
to
unity
(rho = 1 + (c/n)) but are …
Persistent link: https://www.econbiz.de/10011015213
Saved in:
22
VARs with Mixed Roots Near Unity
Phillips, Peter C.B.
;
Lee, Ji Hyung
-
Cowles Foundation for Research in Economics, Yale University
-
2012
nonstationarity -- in particular for distinguishing mildly explosive roots from roots that are
local
to
unity
and for testing …
Persistent link: https://www.econbiz.de/10009391711
Saved in:
23
Inflation persistence, learning dynamics and the rationality of inflation expectations
Brissimis, Sophocles N.
;
Migiakis, Petros M.
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
3
,
pp. 963-979
Persistent link: https://www.econbiz.de/10011554358
Saved in:
24
A refined asymptotic framework for dividend yield in predictive regressions
Deng, Kaihua
- In:
Economics letters
138
(
2016
),
pp. 60-63
Persistent link: https://www.econbiz.de/10011615492
Saved in:
25
Predictive quantile regression with persistent covariates : IVX-QR approach
Lee, Ji Hyung
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10011616003
Saved in:
26
Robust econometric inference with mixed integrated and mildly explosive regressors
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10011704727
Saved in:
27
Does the labor-income process contain a unit root? Evidence from individual-specific time series
Gustavsson, Magnus
;
Österholm, Pär
-
2010
follow a cohort of workers from 1968 to 2005, we are able to obtain distributions of median unbiased estimates of
local-to-unity
…
Persistent link: https://www.econbiz.de/10010321408
Saved in:
28
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series
Gustavsson, Magnus
;
Österholm, Pär
-
Nationalekonomiska Institutionen, Uppsala Universitet
-
2010
Employing econometric methods for univariate time series, this paper investigates the empirical validity of assuming a unit root in individuals’ labor-income processes. Using a Swedish register-based longitudinal dataset which allows us to follow a cohort of workers from 1968 to 2005, we are...
Persistent link: https://www.econbiz.de/10008764798
Saved in:
29
Persistence-robust Granger causality testing
Bauer, Dietmar
;
Maynard, Alex
-
Department of Economics and Finance, College of …
-
2010
-robust Granger causality test that accommodates i.a. stationary, nonstationary,
local-to-unity
, long-memory, and certain (unmodelled …
Persistent link: https://www.econbiz.de/10008455884
Saved in:
30
Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
Saved in:
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