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~isPartOf:"Econometric theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Heteroscedasticity"
~subject:"Zeitreihenanalyse"
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Heteroscedasticity
Zeitreihenanalyse
Theorie
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505
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505
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462
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Phillips, Peter C. B.
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9
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Perron, Pierre
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Vogelsang, Timothy J.
7
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6
Leybourne, Stephen James
6
Saikkonen, Pentti
6
Franses, Philip Hans
5
Koop, Gary
5
Li, Wai Keung
5
McCabe, Brendan Peter Martin
5
Bierens, Herman J.
4
Cavaliere, Giuseppe
4
Chambers, Marcus J.
4
Diebold, Francis X.
4
Engle, Robert F.
4
Gao, Jiti
4
Harris, David
4
Johansen, Søren
4
Jong, Robert M. de
4
Linton, Oliver
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Lobato, Ignacio N.
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Lucas, André
4
Marcellino, Massimiliano
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Poskitt, Donald Stephen
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Robinson, Peter M.
4
Velasco, Carlos
4
Wang, Qiying
4
Aastveit, Knut Are
3
Andrews, Donald W. K.
3
Chen, Bin
3
Choi, In
3
Dijk, Herman K. van
3
Fiorentini, Gabriele
3
Francq, Christian
3
Gregory, Allan W.
3
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Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
355
International journal of forecasting
351
Economics letters
305
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234
Discussion paper / Tinbergen Institute
188
Econometric reviews
153
Applied economics
140
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
126
Economic modelling
124
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112
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Working paper
101
Working paper / National Bureau of Economic Research, Inc.
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
87
Applied economics letters
82
Working paper / Department of Econometrics and Business Statistics, Monash University
82
CREATES research paper
81
Computational economics
80
Journal of economic dynamics & control
77
NBER Working Paper
70
Energy economics
69
NBER working paper series
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The review of economics and statistics
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66
Oxford bulletin of economics and statistics
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Journal of empirical finance
64
CESifo working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
63
Cowles Foundation discussion paper
60
Tinbergen Institute Discussion Paper
60
Discussion paper / Centre for Economic Policy Research
58
The econometrics journal
54
Série des documents de travail / Centre de Recherche en Économie et Statistique
53
Finance research letters
52
European journal of operational research : EJOR
51
Discussion papers of interdisciplinary research project 373
48
Technical Report
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ECONIS (ZBW)
486
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1
Null recurrent unit root processes
Myklebust, Terje
;
Karlsen, Hans Arnfinn
;
Tjøstheim, Dag
- In:
Econometric theory
28
(
2012
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
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2
Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 266-277
Persistent link: https://www.econbiz.de/10003349339
Saved in:
3
Business cycle asymmetries : characterization and testing based on Markov-Switching autoregressions
Clements, Michael P.
;
Krolzig, Hans-Martin
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 196-211
Persistent link: https://www.econbiz.de/10001728896
Saved in:
4
Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
Saved in:
5
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.
;
MacGarry, Joanne
- In:
Econometric theory
18
(
2002
)
2
,
pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Saved in:
6
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
Saved in:
7
Structural breaks, incomplete information, and stock prices
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
Saved in:
8
Maximum likelihood estimation and inference in multivariate conditionally heteroscedastic dynamic regression models with student t innovations
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 532-546
Persistent link: https://www.econbiz.de/10001807009
Saved in:
9
Bayes estimates of Markov trends in possibly cointegrated series : an application to U.S. consumption and income
Paap, Richard
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10001807014
Saved in:
10
Foreign-exchange rate dynamics : An empirical study using maximum entropy spectral analysis
Callen, Jeffrey L.
- In:
Journal of business & economic statistics : JBES ; a …
3
(
1985
)
2
,
pp. 149-155
Persistent link: https://www.econbiz.de/10001977213
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