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~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~subject:"Heteroscedasticity"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Heteroscedasticity
Statistische Verteilung
Zeitreihenanalyse
Theorie
926
Theory
926
Estimation theory
307
Schätztheorie
307
Time series analysis
268
Stochastic process
77
Stochastischer Prozess
77
Regression analysis
74
Regressionsanalyse
74
Statistical test
72
Statistischer Test
72
Nichtparametrisches Verfahren
71
Nonparametric statistics
71
Forecasting model
66
Prognoseverfahren
66
USA
65
United States
65
Einheitswurzeltest
59
Unit root test
59
Estimation
57
Schätzung
57
Volatility
56
Volatilität
56
Cointegration
55
Kointegration
55
ARCH model
51
ARCH-Modell
51
VAR model
39
VAR-Modell
39
Statistical theory
37
Statistische Methodenlehre
37
Statistical distribution
35
Autocorrelation
34
Autokorrelation
34
Bootstrap approach
29
Bootstrap-Verfahren
29
Econometrics
27
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Free
94
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32
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227
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227
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88
Graue Literatur
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Non-commercial literature
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2
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2
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2
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2
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2
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1
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English
315
Author
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Phillips, Peter C. B.
12
Johansen, Søren
9
Hong, Yongmiao
7
Podolskij, Mark
6
Saikkonen, Pentti
6
Taylor, Robert
6
Grassi, Stefano
5
Haldrup, Niels
5
Lütkepohl, Helmut
5
Santucci de Magistris, Paolo
5
Teräsvirta, Timo
5
Vogelsang, Timothy J.
5
Abadir, Karim Maher
4
Chambers, Marcus J.
4
Harris, David
4
Jong, Robert M. de
4
Kruse, Robinson
4
Linton, Oliver
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Perron, Pierre
4
Robinson, Peter M.
4
Wang, Qiying
4
Bierens, Herman J.
3
Bollerslev, Tim
3
Bredahl Kock, Anders
3
Cavaliere, Giuseppe
3
Chen, Bin
3
Choi, In
3
Christensen, Kim
3
Christoffersen, Peter F.
3
Ergemen, Yunus Emre
3
Florens, Jean-Pierre
3
Gao, Jiti
3
Grégoir, Stéphane
3
He, Changli
3
Jansson, Michael
3
Larsson, Rolf
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
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CREATES research paper
Econometric theory
Journal of econometrics
422
International journal of forecasting
391
Economics letters
347
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
325
Journal of forecasting
257
Discussion paper / Tinbergen Institute
248
Econometric reviews
186
Applied economics
163
Insurance / Mathematics & economics
155
Economic modelling
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
139
Journal of applied econometrics
132
Working paper / National Bureau of Economic Research, Inc.
130
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
Working paper
125
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
112
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
108
Applied economics letters
105
Computational economics
98
European journal of operational research : EJOR
95
Journal of economic dynamics & control
94
Tinbergen Institute Discussion Paper
92
NBER Working Paper
91
NBER working paper series
88
Risks : open access journal
88
Working paper / Department of Econometrics and Business Statistics, Monash University
88
Journal of empirical finance
85
The review of economics and statistics
80
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
77
Energy economics
76
Finance research letters
76
CESifo working papers
75
Discussion paper / Centre for Economic Policy Research
74
Journal of macroeconomics
69
Cowles Foundation discussion paper
68
Oxford bulletin of economics and statistics
68
Discussion paper / Center for Economic Research, Tilburg University
66
The econometrics journal
65
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ECONIS (ZBW)
315
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315
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1
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
2
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
3
Pre-averaging based estimation of quadratic variation in the presence of noise and jumps :
theory
, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
-
2010
Persistent link: https://www.econbiz.de/10008651782
Saved in:
4
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
5
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
6
Null recurrent unit root processes
Myklebust, Terje
;
Karlsen, Hans Arnfinn
;
Tjøstheim, Dag
- In:
Econometric theory
28
(
2012
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
Saved in:
7
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
Saved in:
8
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.
;
MacGarry, Joanne
- In:
Econometric theory
18
(
2002
)
2
,
pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Saved in:
9
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
10
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
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