//--> //--> //--> //-->
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:"Journal of econometrics"
~subject:"Prognoseverfahren"
~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
Prognoseverfahren
Schätztheorie
Theorie
2,243
Theory
2,243
Estimation theory
892
Zeitreihenanalyse
783
Time series analysis
780
Estimation
532
Schätzung
528
Nichtparametrisches Verfahren
303
Nonparametric statistics
303
Regression analysis
254
Regressionsanalyse
254
Volatility
237
Volatilität
237
Forecasting model
210
Statistical test
210
Statistischer Test
210
Panel
209
Panel study
209
Stochastic process
197
Stochastischer Prozess
197
USA
181
United States
181
Einheitswurzeltest
164
Unit root test
164
Cointegration
141
Kointegration
140
Statistical distribution
126
Statistische Verteilung
126
Method of moments
125
Momentenmethode
125
Bayes-Statistik
119
Bayesian inference
119
Bootstrap approach
113
Bootstrap-Verfahren
113
Börsenkurs
105
Capital income
105
Kapitaleinkommen
105
Nichtlineare Regression
105
more ...
less ...
Online availability
All
Undetermined
360
Free
71
Type of publication
All
Article
950
Book / Working Paper
110
Type of publication (narrower categories)
All
Article in journal
944
Aufsatz in Zeitschrift
944
Arbeitspapier
86
Working Paper
86
Graue Literatur
84
Non-commercial literature
84
Conference paper
12
Konferenzbeitrag
12
Collection of articles of several authors
11
Sammelwerk
11
Konferenzschrift
4
Conference proceedings
3
more ...
less ...
Language
All
English
1,060
Author
All
Phillips, Peter C. B.
77
Linton, Oliver
20
Andrews, Donald W. K.
19
Chen, Xiaohong
14
Swanson, Norman R.
12
Gao, Jiti
10
Ghysels, Eric
10
Li, Qi
10
Taylor, Robert
10
Todorov, Viktor
10
Lee, Lung-fei
9
Patton, Andrew J.
9
Schmidt, Peter
9
Baltagi, Badi H.
8
Cai, Zongwu
8
Diebold, Francis X.
8
Elliott, Graham
8
Gouriéroux, Christian
8
Koop, Gary
8
Leybourne, Stephen James
8
Li, Jia
8
Park, Joon Y.
8
Sun, Yixiao
8
Tauchen, George Eugene
8
Andersen, Torben
7
Bollerslev, Tim
7
Chib, Siddhartha
7
Francq, Christian
7
Hsiao, Cheng
7
Marcellino, Massimiliano
7
Timmermann, Allan
7
Zhang, Xinyu
7
Granger, C. W. J.
6
Hong, Han
6
Inoue, Atsushi
6
Koopman, Siem Jan
6
Pesaran, M. Hashem
6
Su, Liangjun
6
Wang, Qiying
6
Xiao, Zhijie
6
more ...
less ...
Institution
All
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Cowles Foundation discussion paper
Journal of econometrics
International journal of forecasting
977
Economics letters
663
Journal of forecasting
599
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
515
Econometric theory
431
Discussion paper / Tinbergen Institute
309
Econometric reviews
284
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
265
Applied economics
256
Journal of applied econometrics
251
Economic modelling
232
Working paper / National Bureau of Economic Research, Inc.
226
Applied economics letters
220
NBER Working Paper
212
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
206
NBER working paper series
202
Working paper
199
Finance research letters
196
Working paper / Department of Econometrics and Business Statistics, Monash University
189
Energy economics
185
Journal of empirical finance
166
Série des documents de travail / Centre de Recherche en Économie et Statistique
166
Discussion paper / Centre for Economic Policy Research
162
The review of economics and statistics
162
Journal of banking & finance
161
Computational economics
152
European journal of operational research : EJOR
151
Journal of quantitative economics : official journal of the Indian Econometric Society
149
Oxford bulletin of economics and statistics
147
CESifo working papers
143
CREATES research paper
142
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
133
Discussion paper
125
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
123
SFB 649 discussion paper
116
Discussion paper series / IZA
115
Journal of economic dynamics & control
115
Discussion paper / Center for Economic Research, Tilburg University
114
International review of financial analysis
114
more ...
less ...
Source
All
ECONIS (ZBW)
1,060
Showing
1
-
10
of
1,060
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
Saved in:
9
Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
Pakel, Cavit
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 459-492
Persistent link: https://www.econbiz.de/10012304576
Saved in:
10
The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828077
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...
//-->