//--> //--> //--> //-->
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:"Schätztheorie"
~subject:"Schätzung"
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
Schätzung
Theorie
2,243
Theory
2,243
Estimation theory
892
Zeitreihenanalyse
783
Time series analysis
780
Estimation
532
Nichtparametrisches Verfahren
303
Nonparametric statistics
303
Regression analysis
254
Regressionsanalyse
254
Volatility
237
Volatilität
237
Forecasting model
210
Prognoseverfahren
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
410
Free
112
Type of publication
All
Article
1,046
Book / Working Paper
150
Type of publication (narrower categories)
All
Article in journal
1,040
Aufsatz in Zeitschrift
1,040
Arbeitspapier
128
Working Paper
128
Graue Literatur
127
Non-commercial literature
127
Conference paper
11
Konferenzbeitrag
11
Collection of articles of several authors
10
Sammelwerk
10
Conference proceedings
3
Konferenzschrift
3
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,196
Author
All
Phillips, Peter C. B.
88
Linton, Oliver
20
Andrews, Donald W. K.
19
Todorov, Viktor
15
Chen, Xiaohong
14
Fair, Ray C.
11
Li, Qi
11
Gao, Jiti
10
Gouriéroux, Christian
10
Lee, Lung-fei
10
Su, Liangjun
10
Tauchen, George Eugene
10
Taylor, Robert
10
Andersen, Torben
9
Baltagi, Badi H.
9
Bollerslev, Tim
9
Ghysels, Eric
9
Koop, Gary
9
Park, Joon Y.
9
Schmidt, Peter
9
Xiao, Zhijie
9
Sun, Yixiao
8
Aït-Sahalia, Yacine
7
Cai, Zongwu
7
Francq, Christian
7
Hsiao, Cheng
7
Koopman, Siem Jan
7
Leybourne, Stephen James
7
Li, Jia
7
Pesaran, M. Hashem
7
Robinson, Peter M.
7
Sul, Donggyu
7
Zakoïan, Jean-Michel
7
Chib, Siddhartha
6
Hong, Han
6
Inoue, Atsushi
6
Kohn, Robert
6
Swanson, Norman R.
6
Wang, Qiying
6
Zhang, Xinyu
6
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Journal of econometrics
Discussion paper series / IZA
3,048
Working paper / National Bureau of Economic Research, Inc.
2,651
NBER working paper series
2,342
NBER Working Paper
2,177
Applied economics
1,819
IZA Discussion Papers
1,569
CESifo working papers
1,440
Discussion paper / Centre for Economic Policy Research
1,440
IZA Discussion Paper
1,275
Applied economics letters
1,224
Economics letters
1,146
Working paper
959
Economic modelling
861
Discussion paper
802
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
797
CESifo Working Paper
664
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
613
Discussion paper / Tinbergen Institute
575
ZEW discussion papers
572
Energy economics
521
International review of economics & finance : IREF
498
Journal of applied econometrics
487
Journal of international money and finance
477
Finance research letters
461
CESifo Working Paper Series
460
ZEW Discussion Papers
456
Applied financial economics
451
Discussion papers / CEPR
451
Journal of banking & finance
451
Econometric theory
441
Discussion papers / Deutsches Institut für Wirtschaftsforschung
439
The review of economics and statistics
402
Working paper series
344
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
341
International review of financial analysis
340
Econometric reviews
331
Kiel working paper
326
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
323
Working Paper
321
more ...
less ...
Source
All
ECONIS (ZBW)
1,196
Showing
1
-
10
of
1,196
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
Unit root quantile autoregression testing using covariates
Galvão Júnior, Antônio Fialho
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10003892736
Saved in:
3
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
4
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
5
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
6
Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels
;
Valdés, J. Eduardo Vera
- In:
Journal of econometrics
199
(
2017
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011818800
Saved in:
7
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:
8
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:
9
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:
10
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:
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...
//-->