//--> //--> //--> //-->
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
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~subject:"Schätztheorie"
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
Testing fractional persistence...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Theorie
3,912
Theory
3,912
Estimation
1,364
Schätzung
1,359
Zeitreihenanalyse
1,047
Time series analysis
1,044
Estimation theory
977
Volatility
421
Volatilität
420
Forecasting model
361
Prognoseverfahren
361
Panel
345
Panel study
345
Nichtparametrisches Verfahren
334
Nonparametric statistics
334
Regression analysis
312
Regressionsanalyse
312
Cointegration
311
Kointegration
309
United States
308
USA
307
Einheitswurzeltest
262
Unit root test
262
Stochastic process
256
Stochastischer Prozess
256
Geldpolitik
248
Monetary policy
248
Börsenkurs
245
Share price
245
Statistical test
228
Statistischer Test
228
Capital income
218
Kapitaleinkommen
218
Welt
217
World
217
Economic growth
202
VAR model
198
VAR-Modell
198
Wirtschaftswachstum
197
more ...
less ...
Online availability
All
Undetermined
320
Free
62
Type of publication
All
Article
884
Book / Working Paper
93
Type of publication (narrower categories)
All
Article in journal
878
Aufsatz in Zeitschrift
878
Arbeitspapier
74
Working Paper
74
Graue Literatur
73
Non-commercial literature
73
Conference paper
10
Konferenzbeitrag
10
Collection of articles of several authors
9
Sammelwerk
9
Conference proceedings
3
Konferenzschrift
3
more ...
less ...
Language
All
English
977
Author
All
Phillips, Peter C. B.
71
Andrews, Donald W. K.
19
Linton, Oliver
16
Chen, Xiaohong
13
Gao, Jiti
10
Li, Qi
10
Lee, Lung-fei
9
Schmidt, Peter
9
Taylor, Robert
9
Todorov, Viktor
9
Baltagi, Badi H.
8
Gouriéroux, Christian
8
Park, Joon Y.
8
Sun, Yixiao
8
Tauchen, George Eugene
8
Cai, Zongwu
7
Francq, Christian
7
Leybourne, Stephen James
7
Li, Jia
7
Andersen, Torben
6
Chib, Siddhartha
6
Hong, Han
6
Hsiao, Cheng
6
Wang, Qiying
6
Xiao, Zhijie
6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
Chambers, Marcus J.
5
Davis, Richard A.
5
Ghysels, Eric
5
Giraitis, Liudas
5
Kim, Donggyu
5
Kohn, Robert
5
Koopman, Siem Jan
5
Li, Degui
5
Li, Yingying
5
Magnus, Jan R.
5
Perron, Pierre
5
Robinson, Peter M.
5
Su, Liangjun
5
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Economic modelling
Journal of econometrics
Economics letters
555
Econometric theory
422
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
368
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
251
Econometric reviews
240
Discussion paper / Tinbergen Institute
186
Journal of applied econometrics
165
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
Journal of quantitative economics : official journal of the Indian Econometric Society
143
The review of economics and statistics
127
Oxford bulletin of economics and statistics
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Working paper / National Bureau of Economic Research, Inc.
112
Applied economics letters
108
Applied economics
107
Discussion paper / Center for Economic Research, Tilburg University
101
Discussion paper series / IZA
100
The econometrics journal
99
NBER Working Paper
94
Working paper / Department of Econometrics and Business Statistics, Monash University
94
International journal of forecasting
92
CEMMAP working papers / Centre for Microdata Methods and Practice
90
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Journal of forecasting
84
CORE discussion paper : DP
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
NBER working paper series
80
Statistical papers
79
CREATES research paper
76
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
75
Working paper
75
Working paper series
75
Discussion paper
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Technical working paper / National Bureau of Economic Research
68
Econometrics : open access journal
67
SFB 649 discussion paper
66
more ...
less ...
Source
All
ECONIS (ZBW)
977
Showing
1
-
10
of
977
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
2
Estimation
of demand function for natural gas in Iran : evidences based on smooth transition regression models
Kani, Alireza H.
;
Abbasspour, Madjid
;
Abedi, Zahra
- In:
Economic modelling
36
(
2014
),
pp. 341-347
Persistent link: https://www.econbiz.de/10010415477
Saved in:
3
A test of the null of integer integration against the alternative of fractional integration
Cho, Cheol-Keun
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 217-237
Persistent link: https://www.econbiz.de/10011498931
Saved in:
4
Large-dimensional dynamic factor models :
estimation
of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
5
Level shift
estimation
in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
6
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
7
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Gaglianone, Wagner Piazza
;
Guillén, Osmani Teixeira de …
- In:
Economic modelling
73
(
2018
),
pp. 407-430
Persistent link: https://www.econbiz.de/10012100499
Saved in:
8
A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban
;
Karul, Cagin
- In:
Economic modelling
61
(
2017
),
pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
Saved in:
9
Asymptotic
theory
for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
10
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->