//--> //--> //-->
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:"Econometric reviews"
~subject:"Long memory"
~subject:"Structural breaks"
~subject:"Theory"
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
A multivariate long-memory mod...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Long memory
Structural breaks
Theory
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Schätztheorie
5
Structural break
5
Strukturbruch
5
Theorie
4
Estimation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätzung
3
Einheitswurzeltest
2
Fractional integration
2
Inflation
2
Phillips curve
2
Phillips-Kurve
2
State space model
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Unit root test
2
Zustandsraummodell
2
fractional integration
2
ARCH model
1
ARCH-Modell
1
Asset allocation
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian nonparametrics
1
Capital income
1
Confidence intervals
1
Erwartungsbildung
1
Expectation formation
1
Expectations
1
Forecasting
1
Forecasting model
1
Fractional Brownian motion
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Castle, Jennifer
1
D'Innocenzo, Enzo
1
Doornik, Jurgen A.
1
Hendry, David F.
1
Jochmann, Markus
1
Luati, Alessandra
1
Mazzocchi, Mario
1
Nymoen, Ragnar
1
Smallwood, Aaron D.
1
Trokić, Mirza
1
more ...
less ...
Published in...
All
Econometric reviews
Energy economics
39
Economic modelling
33
Empirical Economics
22
MPRA Paper
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
CESifo working papers
14
Economic Modelling
14
International review of economics & finance : IREF
14
Economics letters
12
Journal of econometrics
12
Journal of empirical finance
11
Research in international business and finance
11
Finance research letters
10
Applied economics
9
Energy Economics
9
International review of financial analysis
9
The North American journal of economics and finance : a journal of financial economics studies
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Journal of economics and finance
8
Journal of international financial markets, institutions & money
8
Computational Statistics & Data Analysis
7
Defence and Peace Economics
7
Journal of Economic Studies
7
Journal of banking & finance
7
Economics Letters
6
International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of macroeconomics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Working Papers / School of Economics and Finance, Queen Mary
6
Applied economics letters
5
CBN journal of applied statistics
5
Discussion paper / Tinbergen Institute
5
Economics and finance working paper series
5
Journal of International Financial Markets, Institutions and Money
5
Panoeconomicus
5
SSE/EFI Working Paper Series in Economics and Finance
5
CBN Journal of Applied Statistics
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A robust score-driven filter for multivariate time series
D'Innocenzo, Enzo
;
Luati, Alessandra
;
Mazzocchi, Mario
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 441-470
Persistent link: https://www.econbiz.de/10014305555
Saved in:
2
Wavelet energy ratio unit root tests
Trokić, Mirza
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
Saved in:
3
Modeling US inflation dynamics : a Bayesian nonparametric approach
Jochmann, Markus
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 537-558
Persistent link: https://www.econbiz.de/10011373257
Saved in:
4
Misspecification testing : non-invariance of expectations models of inflation
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
; …
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 553-574
Persistent link: https://www.econbiz.de/10010360791
Saved in:
5
A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->