//--> //--> //--> //-->
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:"Statistical distribution"
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
Statistical distribution
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
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
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
323
Free
71
Type of publication
All
Article
886
Book / Working Paper
105
Type of publication (narrower categories)
All
Article in journal
879
Aufsatz in Zeitschrift
879
Arbeitspapier
84
Working Paper
84
Graue Literatur
83
Non-commercial literature
83
Collection of articles of several authors
10
Conference paper
10
Konferenzbeitrag
10
Sammelwerk
10
Konferenzschrift
4
Conference proceedings
3
Festschrift
1
more ...
less ...
Language
All
English
991
Author
All
Phillips, Peter C. B.
74
Andrews, Donald W. K.
20
Linton, Oliver
19
Chen, Xiaohong
15
Park, Joon Y.
11
Todorov, Viktor
11
Gao, Jiti
10
Li, Qi
10
Lee, Lung-fei
9
Schmidt, Peter
9
Taylor, Robert
9
Baltagi, Badi H.
8
Gouriéroux, Christian
8
Sun, Yixiao
8
Tauchen, George Eugene
8
Andersen, Torben
7
Cai, Zongwu
7
Francq, Christian
7
Leybourne, Stephen James
7
Li, Jia
7
Swanson, Norman R.
7
Wang, Qiying
7
Chib, Siddhartha
6
Ghysels, Eric
6
Hong, Han
6
Hsiao, Cheng
6
Magnus, Jan R.
6
Xiao, Zhijie
6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
Bollerslev, Tim
5
Chambers, Marcus J.
5
Chang, Yoosoon
5
Davis, Richard A.
5
Giraitis, Liudas
5
Kim, Donggyu
5
Kohn, Robert
5
Koopman, Siem Jan
5
Li, Degui
5
Li, Yingying
5
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
All
Cowles Foundation discussion paper
Journal of econometrics
Economics letters
605
Econometric theory
446
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
423
Econometric reviews
273
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
270
Discussion paper / Tinbergen Institute
264
Journal of applied econometrics
190
Série des documents de travail / Centre de Recherche en Économie et Statistique
168
Insurance / Mathematics & economics
164
International journal of forecasting
147
Journal of quantitative economics : official journal of the Indian Econometric Society
144
Applied economics
143
Working paper / National Bureau of Economic Research, Inc.
139
The review of economics and statistics
135
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
134
Applied economics letters
133
Discussion paper / Center for Economic Research, Tilburg University
122
Oxford bulletin of economics and statistics
121
NBER Working Paper
117
Economic modelling
116
Journal of forecasting
114
Discussion paper series / IZA
110
The econometrics journal
108
Working paper / Department of Econometrics and Business Statistics, Monash University
107
NBER working paper series
103
Statistical papers
103
CEMMAP working papers / Centre for Microdata Methods and Practice
102
Working paper
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
92
SFB 649 discussion paper
89
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
87
CORE discussion paper : DP
85
CREATES research paper
85
Discussion paper
84
Working paper series
83
Journal of banking & finance
80
Econometrics : open access journal
79
more ...
less ...
Source
All
ECONIS (ZBW)
991
Showing
1
-
10
of
991
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
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
(
contributor
);
Han, Chirok
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468431
Saved in:
10
Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon
;
Kaufmann, Robert Kurt
;
Kim, Chang Sik
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
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...
//-->