//--> //--> //-->
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"
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
Estimating & Testing Linear Mo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
5
Schätztheorie
5
Time series analysis
3
Zeitreihenanalyse
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Regression analysis
2
Regressionsanalyse
2
Structural break
2
Strukturbruch
2
Theorie
2
Theory
2
1995-2005
1
Aktienindex
1
Autocorrelation
1
Autokorrelation
1
Bootstrap
1
Break dates
1
Einheitswurzeltest
1
Endogeneity
1
Estimation
1
HAC standard errors
1
Heteroscedasticity
1
Heteroskedastizität
1
Hong Kong
1
Hongkong
1
Hypothesis testing
1
Local asymptotics
1
Modellierung
1
Panel
1
Panel study
1
Parameter variations
1
Schätzung
1
Scientific modelling
1
Stock index
1
Structural change
1
Unit root test
1
change-points
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Undetermined
2
Author
All
Perron, Pierre
6
Bai, Jushan
3
Chen, Haiqiang
2
Chong, Terence Tai-Leung
2
Ando, Tomohiro
1
Andreou, Elena
1
Belotti, Federico
1
Casini, Alessandro
1
Catania, Leopoldo
1
Chang, Seong Yeon
1
Grassi, Stefano
1
Li, Ye
1
Spanos, Aris
1
Yamamoto, Yohei
1
more ...
less ...
Published in...
All
Econometric reviews
Working papers / Economics Department, Massachusetts Institute of Technology (MIT)
776
Journal of econometrics
69
Boston University - Department of Economics - Working Papers Series
50
Econometric theory
28
Journal of Econometrics
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Econometric Theory
17
MPRA Paper
16
The econometrics journal
16
Econometrica
12
Econometric Research Program research memorandum
11
Journal of applied econometrics
11
Econometrics Journal
8
Economics letters
8
Journal of Business & Economic Statistics
8
The review of economics and statistics
8
Boston College Working Papers in Economics
7
Econometrics
6
Journal of empirical finance
6
The review of economic studies
6
Cahiers de recherche
5
Economics Letters
5
Journal of Applied Econometrics
5
Journal of Time Series Analysis
5
Annals of Economics and Finance
4
Annals of economics and finance
4
Home Pages
4
Review of Economic Studies
4
Applied economics
3
CEMA Working Papers
3
Cahier / Département de Sciences Économiques, Université de Montréal
3
Columbia economics discussion paper series / Department of Economics, Columbia University
3
Econometrics : open access journal
3
Economics Working Paper Archive
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of forecasting
3
Journal of Empirical Finance
3
Journal of monetary economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
7
OLC EcoSci
2
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Theory and applications of TAR model with two threshold variables
Chen, Haiqiang
;
Chong, Terence Tai-Leung
;
Bai, Jushan
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 142-170
Persistent link: https://www.econbiz.de/10009515966
Saved in:
2
Selecting the regularization parameters in high-dimensional panel data models : consistency and efficiency
Ando, Tomohiro
;
Bai, Jushan
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 183-211
Persistent link: https://www.econbiz.de/10012038541
Saved in:
3
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
Saved in:
4
Theory and Applications of TAR Model with Two Threshold Variables
Chen, Haiqiang
;
Chong, Terence Tai-Leung
;
Bai, Jushan
- In:
Econometric reviews
31
(
2012
)
2
,
pp. 142-171
Persistent link: https://www.econbiz.de/10009986248
Saved in:
5
On the usefulness or lack thereof of optimality criteria for structural change tests
Perron, Pierre
;
Yamamoto, Yohei
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 782-844
Persistent link: https://www.econbiz.de/10011589912
Saved in:
6
A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
Chang, Seong Yeon
;
Perron, Pierre
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 577-601
Persistent link: https://www.econbiz.de/10012040396
Saved in:
7
Inference on locally ordered breaks in multiple regressions
Li, Ye
;
Perron, Pierre
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 289-353
Persistent link: https://www.econbiz.de/10011795213
Saved in:
8
Comment on "Statistical Adequacy and the Testing of Trend Versus Difference Stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-246
Persistent link: https://www.econbiz.de/10006884250
Saved in:
9
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->