//--> //--> //--> //-->
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
Are Spectral Estimators Useful...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
316
Zeitreihenanalyse
316
Theorie
190
Theory
190
Estimation theory
160
Schätztheorie
160
Einheitswurzeltest
35
Unit root test
35
Statistical test
30
Statistischer Test
30
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Cointegration
24
Kointegration
24
Stochastic process
24
Stochastischer Prozess
24
Regression analysis
18
Regressionsanalyse
18
Autocorrelation
15
Autokorrelation
15
Estimation
15
Schätzung
15
Volatility
12
Volatilität
12
ARCH model
10
ARCH-Modell
10
Bootstrap approach
10
Bootstrap-Verfahren
10
Heteroscedasticity
9
Heteroskedastizität
9
Statistical distribution
9
Statistische Verteilung
9
ARMA model
8
ARMA-Modell
8
Metal market
8
Metallmarkt
8
Structural break
8
Strukturbruch
8
VAR model
8
VAR-Modell
8
more ...
less ...
Online availability
All
Undetermined
63
Free
7
Type of publication
All
Article
315
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
316
Aufsatz in Zeitschrift
316
Collection of articles of several authors
4
Konferenzschrift
4
Sammelwerk
4
Conference paper
3
Conference proceedings
3
Konferenzbeitrag
3
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
317
Author
All
Phillips, Peter C. B.
19
Taylor, Robert
11
Saikkonen, Pentti
8
Cavaliere, Giuseppe
6
Gao, Jiti
6
Hong, Yongmiao
6
Johansen, Søren
6
Leybourne, Stephen James
6
Lütkepohl, Helmut
6
Robinson, Peter M.
6
Chambers, Marcus J.
5
Harris, David
5
Jong, Robert M. de
5
Linton, Oliver
5
Vogelsang, Timothy J.
5
Chan, Ngai Hang
4
Grégoir, Stéphane
4
Hidalgo, Javier
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Perron, Pierre
4
Politis, Dimitris N.
4
Wang, Qiying
4
Bierens, Herman J.
3
Breitung, Jörg
3
Cai, Zongwu
3
Chen, Bin
3
Choi, In
3
Francq, Christian
3
Horváth, Lajos
3
Kuersteiner, Guido M.
3
Li, Qi
3
Lieberman, Offer
3
Lobato, Ignacio N.
3
McCabe, Brendan Peter Martin
3
McElroy, Tucker
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Peng, Liang
3
Poskitt, Donald Stephen
3
more ...
less ...
Institution
All
Granger Centre for Time Series Econometrics
1
Published in...
All
Econometric theory
International journal of forecasting
823
MPRA Paper
789
Journal of econometrics
696
ECB Working Paper
509
Economics letters
485
Journal of forecasting
422
Discussion paper / Tinbergen Institute
421
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
417
Working Paper
400
Applied economics
386
NBER working paper series
352
Working paper
351
CESifo working papers
348
Energy economics
330
Working paper / National Bureau of Economic Research, Inc.
328
CESifo Working Paper
322
NBER Working Paper
317
Economic modelling
309
Applied economics letters
276
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
254
Working paper series / European Central Bank
248
CESifo Working Paper Series
239
Econometric reviews
221
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
214
Tinbergen Institute Discussion Paper
213
Technological forecasting & social change : an international journal
207
Working paper / Department of Econometrics and Business Statistics, Monash University
202
Discussion paper / Centre for Economic Policy Research
198
Finance research letters
185
Discussion paper
175
CREATES research paper
172
SFB 649 discussion paper
164
CEPR Discussion Papers
160
Journal of applied econometrics
158
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
158
Computational economics
149
Tinbergen Institute Discussion Papers
144
Econometrics : open access journal
142
Discussion papers / Deutsches Institut für Wirtschaftsforschung
141
more ...
less ...
Source
All
ECONIS (ZBW)
317
Showing
1
-
10
of
317
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust forecast comparison
Jin, Sainan
;
Corradi, Valentina
;
Swanson, Norman R.
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1306-1351
Persistent link: https://www.econbiz.de/10011810422
Saved in:
2
On testing for serial correlation with a wavelet-based spectral density estimator in multivariate time series
Duchesne, Pierre
- In:
Econometric theory
22
(
2006
)
4
,
pp. 633-676
Persistent link: https://www.econbiz.de/10003351876
Saved in:
3
Monitoring constancy of variance in conditionally heteroskedastic time series
Horváth, Lajos
;
Kokoszka, Piotr
;
Zhang, Aonan
- In:
Econometric theory
22
(
2006
)
3
,
pp. 373-402
Persistent link: https://www.econbiz.de/10003307471
Saved in:
4
Generalized empirical likelihood inference for nonlinear and time series models under weak identification
Otsu, Taisuke
- In:
Econometric theory
22
(
2006
)
3
,
pp. 513-527
Persistent link: https://www.econbiz.de/10003307495
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
Conditions for the propagation of memory parameter from durations to counts and realized volatilty
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Soulier, Philippe
; …
- In:
Econometric theory
25
(
2009
)
3
,
pp. 764-792
Persistent link: https://www.econbiz.de/10003864181
Saved in:
7
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:
8
Nonparametric additive models for panels of time series
Mammen, Enno
;
Støve, Bård
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
2
,
pp. 442-481
Persistent link: https://www.econbiz.de/10003818336
Saved in:
9
Regression-based seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
;
Barrio Castro, Tomas del
- In:
Econometric theory
25
(
2009
)
2
,
pp. 527-560
Persistent link: https://www.econbiz.de/10003818361
Saved in:
10
Heteroskedastic time series with a unit root
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1228-1276
Persistent link: https://www.econbiz.de/10003885750
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...
//-->