//--> //--> //--> //-->
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 test"
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 test
Theorie
2,285
Theory
2,285
Estimation theory
944
Zeitreihenanalyse
828
Time series analysis
825
Estimation
571
Schätzung
567
Nichtparametrisches Verfahren
320
Nonparametric statistics
320
Regression analysis
273
Regressionsanalyse
273
Volatility
248
Volatilität
248
Panel
222
Panel study
222
Forecasting model
220
Prognoseverfahren
220
Statistischer Test
217
Stochastic process
201
Stochastischer Prozess
201
USA
181
United States
181
Einheitswurzeltest
167
Unit root test
167
Cointegration
148
Kointegration
147
Statistical distribution
133
Statistische Verteilung
133
Method of moments
128
Momentenmethode
128
Bayes-Statistik
120
Bayesian inference
120
Bootstrap approach
118
Bootstrap-Verfahren
118
Nichtlineare Regression
110
Nonlinear regression
110
Börsenkurs
109
Share price
109
more ...
less ...
Online availability
All
Undetermined
374
Free
89
Type of publication
All
Article
982
Book / Working Paper
117
Type of publication (narrower categories)
All
Article in journal
975
Aufsatz in Zeitschrift
975
Arbeitspapier
95
Working Paper
95
Graue Literatur
94
Non-commercial literature
94
Collection of articles of several authors
10
Sammelwerk
10
Conference paper
9
Konferenzbeitrag
9
Conference proceedings
3
Konferenzschrift
3
more ...
less ...
Language
All
English
1,099
Author
All
Phillips, Peter C. B.
92
Andrews, Donald W. K.
24
Linton, Oliver
19
Chen, Xiaohong
15
Sun, Yixiao
12
Taylor, Robert
12
Gao, Jiti
11
Yu, Jun
11
Lee, Lung-fei
10
Li, Qi
10
Park, Joon Y.
10
Todorov, Viktor
10
Xiao, Zhijie
10
Leybourne, Stephen James
9
Schmidt, Peter
9
Tauchen, George Eugene
9
Baltagi, Badi H.
8
Cai, Zongwu
8
Francq, Christian
8
Gouriéroux, Christian
8
Li, Jia
8
Ghysels, Eric
7
Hsiao, Cheng
7
Khalaf, Lynda
7
Perron, Pierre
7
Su, Liangjun
7
Wang, Qiying
7
Whang, Yoon-jae
7
Andersen, Torben
6
Chib, Siddhartha
6
Giraitis, Liudas
6
Harvey, David I.
6
Hong, Han
6
King, Maxwell L.
6
Koopman, Siem Jan
6
Li, Yingying
6
Swanson, Norman R.
6
Tu, Yundong
6
White, Halbert
6
Zakoïan, Jean-Michel
6
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Journal of econometrics
Economics letters
640
Econometric theory
480
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
440
Econometric reviews
311
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
300
Discussion paper / Tinbergen Institute
211
Journal of applied econometrics
196
Série des documents de travail / Centre de Recherche en Économie et Statistique
168
Applied economics letters
160
Journal of quantitative economics : official journal of the Indian Econometric Society
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
The review of economics and statistics
136
Oxford bulletin of economics and statistics
134
Discussion paper series / IZA
130
Working paper / National Bureau of Economic Research, Inc.
130
Applied economics
129
The econometrics journal
127
International journal of forecasting
124
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
120
Discussion paper / Center for Economic Research, Tilburg University
118
CEMMAP working papers / Centre for Microdata Methods and Practice
117
NBER Working Paper
113
Working paper / Department of Econometrics and Business Statistics, Monash University
110
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
106
Working paper
102
Journal of forecasting
97
NBER working paper series
95
Economic modelling
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
CREATES research paper
91
Journal of the American Statistical Association : JASA
86
Statistical papers
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
CORE discussion paper : DP
85
Discussion paper
85
SFB 649 discussion paper
84
Working paper series
83
CESifo working papers
76
more ...
less ...
Source
All
ECONIS (ZBW)
1,099
Showing
1
-
10
of
1,099
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
Semi-parametric single-index predictive regression models with cointegrated regressors
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015073842
Saved in:
10
The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
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...
//-->