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~isPartOf:"Econometric theory"
~subject:"Heteroscedasticity"
~subject:"Panel study"
~subject:"Statistischer Test"
~subject:"Zeitreihenanalyse"
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Heteroscedasticity
Panel study
Statistischer Test
Zeitreihenanalyse
Theorie
716
Theory
716
Estimation theory
285
Schätztheorie
285
Time series analysis
190
Nichtparametrisches Verfahren
64
Nonparametric statistics
64
Regression analysis
64
Regressionsanalyse
64
Statistical test
60
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56
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56
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Phillips, Peter C. B.
13
Saikkonen, Pentti
7
Hong, Yongmiao
6
Harris, David
5
Lütkepohl, Helmut
5
Perron, Pierre
5
Taylor, Robert
5
Vogelsang, Timothy J.
5
Breitung, Jörg
4
Chambers, Marcus J.
4
Choi, In
4
Gao, Jiti
4
Johansen, Søren
4
Jong, Robert M. de
4
Linton, Oliver
4
Moon, Hyungsik Roger
4
Nabeya, Seiji
4
Park, Joon Y.
4
Robinson, Peter M.
4
Tanaka, Katsuto
4
Wang, Qiying
4
Bierens, Herman J.
3
Cavaliere, Giuseppe
3
Chen, Bin
3
Grégoir, Stéphane
3
Hahn, Jinyong
3
Meitz, Mika
3
Pötscher, Benedikt M.
3
Shum, Matthew
3
Wagner, Martin
3
Whang, Yoon-jae
3
Xiao, Zhijie
3
Abadir, Karim Maher
2
Anatolyev, Stanislav
2
Baltagi, Badi H.
2
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Beare, Brendan K.
2
Cai, Zongwu
2
Chong, Terence Tai-Leung
2
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Econometric theory
Journal of econometrics
529
Economics letters
432
International journal of forecasting
379
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
355
Econometric reviews
248
Journal of forecasting
244
Discussion paper / Tinbergen Institute
234
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
183
Applied economics
180
Journal of applied econometrics
164
Economic modelling
158
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
157
Working paper / National Bureau of Economic Research, Inc.
151
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
144
Working paper
140
Applied economics letters
138
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
128
CESifo working papers
121
Working paper / Department of Econometrics and Business Statistics, Monash University
109
The econometrics journal
101
NBER working paper series
100
CREATES research paper
97
NBER Working Paper
95
Discussion paper / Centre for Economic Policy Research
92
Oxford bulletin of economics and statistics
90
The review of economics and statistics
90
Cowles Foundation discussion paper
88
Computational economics
87
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
87
Discussion paper series / IZA
87
Energy economics
84
Journal of economic dynamics & control
83
Journal of empirical finance
75
Tinbergen Institute Discussion Paper
74
Journal of macroeconomics
72
Discussion paper / Center for Economic Research, Tilburg University
70
Technical Report
67
European journal of operational research : EJOR
66
Série des documents de travail / Centre de Recherche en Économie et Statistique
64
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ECONIS (ZBW)
264
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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
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:
3
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
4
Validity of subsampling and "plug-in asymptotic" inference for parameters defined by moment inequalities
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
Econometric theory
25
(
2009
)
3
,
pp. 669-709
Persistent link: https://www.econbiz.de/10003864159
Saved in:
5
Asymptotic
theory
for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
Saved in:
6
Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
Saved in:
7
Unit root and cointegration testing : guest editors' introduction
Lütkepohl, Helmut
;
Rodrigues, Paulo M. M.
- In:
Econometric theory
24
(
2008
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10003893874
Saved in:
8
Unit root and cointegration testing : conference program
In:
Econometric theory
24
(
2008
)
1
,
pp. 7-14
Persistent link: https://www.econbiz.de/10003893876
Saved in:
9
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
10
Testing for unit roots in panels with a factor structure
Breitung, Jörg
;
Das, Samarjit
- In:
Econometric theory
24
(
2008
)
1
,
pp. 88-108
Persistent link: https://www.econbiz.de/10003894117
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