//--> //--> //--> //-->
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 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 new nonparametric test of co...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Nichtparametrisches Verfahren
170
Nonparametric statistics
170
Estimation theory
129
Schätztheorie
129
Theorie
100
Theory
100
Cointegration
77
Kointegration
77
Regression analysis
54
Regressionsanalyse
54
Time series analysis
47
Zeitreihenanalyse
47
Statistical test
26
Statistischer Test
26
Estimation
15
Schätzung
15
Einheitswurzeltest
12
Unit root test
12
VAR model
11
VAR-Modell
11
Stochastic process
10
Stochastischer Prozess
10
IV-Schätzung
9
Induktive Statistik
9
Instrumental variables
9
Statistical distribution
9
Statistical inference
9
Statistische Verteilung
9
Causality analysis
8
Kausalanalyse
8
Modellierung
8
Scientific modelling
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Heteroscedasticity
7
Heteroskedastizität
7
Method of moments
7
Momentenmethode
7
Nichtlineare Regression
7
Nonlinear regression
7
more ...
less ...
Online availability
All
Undetermined
76
Free
6
Type of publication
All
Article
239
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
241
Aufsatz in Zeitschrift
241
Collection of articles of several authors
2
Sammelwerk
2
Konferenzschrift
1
Language
All
English
241
Author
All
Phillips, Peter C. B.
13
Linton, Oliver
12
Wang, Qiying
9
Li, Qi
7
Su, Liangjun
6
Cai, Zongwu
5
Chen, Songnian
5
Gao, Jiti
5
Lütkepohl, Helmut
5
Saikkonen, Pentti
5
Xiao, Zhijie
5
Hoderlein, Stefan
4
Kanaya, Shin
4
Khan, Shakeeb
4
Lewbel, Arthur
4
Mammen, Enno
4
Otsu, Taisuke
4
Rahbek, Anders
4
Florens, Jean-Pierre
3
Guerre, Emmanuel
3
Harris, David
3
Kapetanios, George
3
Kristensen, Dennis
3
Li, Degui
3
Liao, Zhipeng
3
Lu, Xun
3
Magdalinos, Tassos
3
McCabe, Brendan Peter Martin
3
Rodrigues, Paulo M. M.
3
Sasaki, Yuya
3
Sperlich, Stefan
3
Sun, Yiguo
3
Sun, Yixiao
3
Taylor, Robert
3
Vieu, Philippe
3
White, Halbert
3
Xia, Yingcun
3
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Breunig, Christoph
2
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
693
Applied economics
430
MPRA Paper
357
International Journal of Energy Economics and Policy : IJEEP
343
Economics letters
318
Economic modelling
313
Energy economics
281
CEMMAP working papers / Centre for Microdata Methods and Practice
261
Applied economics letters
242
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
242
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Econometric reviews
196
International journal of economics and financial issues : IJEFI
192
The empirical economics letters : a monthly international journal of economics
164
International journal of economics and finance
154
Working paper
145
Discussion paper series / IZA
142
Discussion paper / Tinbergen Institute
139
European journal of operational research : EJOR
131
IMF Working Papers
130
CESifo working papers
124
The econometrics journal
123
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
119
Working paper / Department of Econometrics and Business Statistics, Monash University
111
Journal of the American Statistical Association : JASA
110
Theoretical and applied economics : GAER review
110
Cogent economics & finance
109
Journal of applied econometrics
106
SFB 649 discussion paper
106
Discussion papers of interdisciplinary research project 373
105
Cowles Foundation discussion paper
102
International review of economics & finance : IREF
98
Working Paper
96
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
93
NBER Working Paper
91
NBER working paper series
90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
80
International journal of forecasting
80
more ...
less ...
Source
All
ECONIS (ZBW)
241
Showing
1
-
10
of
241
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Break date estimation for VAR processes with level shift with an application to
cointegration
testing
Saikkonen, Pentti
;
Lütkepohl, Helmut
;
Trenkler, Carsten
- In:
Econometric theory
22
(
2006
)
1
,
pp. 15-68
Persistent link: https://www.econbiz.de/10003272608
Saved in:
2
The rank of a submatrix of
cointegration
Kurozumi, Eiji
- In:
Econometric theory
21
(
2005
)
2
,
pp. 299-325
Persistent link: https://www.econbiz.de/10002740620
Saved in:
3
Determining the
cointegration
rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
Saved in:
4
Exact local whittle estimation of fractional integration with unknown mean and time trend
Shimotsu, Katsumi
- In:
Econometric theory
26
(
2010
)
2
,
pp. 501-540
Persistent link: https://www.econbiz.de/10003968609
Saved in:
5
Nonparametric cointegrating regression with NNH errors
Wang, Qiying
;
Wang, Ying Xiang Rachel
- In:
Econometric theory
29
(
2013
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009747954
Saved in:
6
Fractional
cointegration
in stochastic volatility models
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1207-1253
Persistent link: https://www.econbiz.de/10003748745
Saved in:
7
Specification testing driven by orthogonal series for nonlinear
cointegration
with endogeneity
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric theory
34
(
2018
)
4
,
pp. 754-789
Persistent link: https://www.econbiz.de/10011951426
Saved in:
8
Simple, robust, and accurate F and t tests in cointegrated systems
Hwang, Jungbin
;
Sun, Yixiao
- In:
Econometric theory
34
(
2018
)
5
,
pp. 949-984
Persistent link: https://www.econbiz.de/10011951445
Saved in:
9
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Duffy, James A.
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1387-1417
Persistent link: https://www.econbiz.de/10011810424
Saved in:
10
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
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...
//-->