//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~subject:"Schätztheorie"
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
Testing fractional persistence...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Theorie
2,197
Theory
2,197
Zeitreihenanalyse
1,007
Time series analysis
1,004
Estimation theory
884
Forecasting model
750
Prognoseverfahren
750
Estimation
610
Schätzung
606
Volatility
306
Volatilität
306
Nichtparametrisches Verfahren
283
Nonparametric statistics
283
Regression analysis
256
Regressionsanalyse
256
Statistical test
199
Statistischer Test
199
Panel
196
Panel study
196
USA
184
United States
184
Stochastic process
176
Stochastischer Prozess
176
Capital income
170
Kapitaleinkommen
170
Bayes-Statistik
154
Bayesian inference
154
ARCH model
149
ARCH-Modell
149
Statistical distribution
143
Statistische Verteilung
143
Börsenkurs
140
Share price
140
VAR model
140
VAR-Modell
140
Cointegration
137
Kointegration
136
Einheitswurzeltest
130
Unit root test
130
more ...
less ...
Online availability
All
Undetermined
295
Free
1
Type of publication
All
Article
881
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
876
Aufsatz in Zeitschrift
876
Collection of articles of several authors
10
Sammelwerk
10
Conference paper
9
Konferenzbeitrag
9
Conference proceedings
3
Konferenzschrift
3
more ...
less ...
Language
All
English
884
Author
All
Phillips, Peter C. B.
19
Linton, Oliver
14
Li, Qi
10
Lee, Lung-fei
9
Leybourne, Stephen James
9
Taylor, Robert
9
Todorov, Viktor
9
Baltagi, Badi H.
8
Gao, Jiti
8
Gouriéroux, Christian
8
Tauchen, George Eugene
8
Cai, Zongwu
7
Francq, Christian
7
Park, Joon Y.
7
Ai, Chunrong
6
Andersen, Torben
6
Chen, Xiaohong
6
Chib, Siddhartha
6
Hsiao, Cheng
6
Li, Jia
6
Schmidt, Peter
6
Zakoïan, Jean-Michel
6
Chambers, Marcus J.
5
Davis, Richard A.
5
Ghysels, Eric
5
Harvey, David I.
5
Hong, Han
5
Kim, Donggyu
5
King, Maxwell L.
5
Kohn, Robert
5
Koopman, Siem Jan
5
Li, Yingying
5
Magnus, Jan R.
5
Perron, Pierre
5
Robinson, Peter M.
5
Tu, Yundong
5
White, Halbert
5
Xiao, Zhijie
5
Zhu, Ke
5
Banerjee, Anurag Narayan
4
more ...
less ...
Published in...
All
Journal of econometrics
Journal of forecasting
Economics letters
552
Econometric theory
420
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
359
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
251
Econometric reviews
239
Discussion paper / Tinbergen Institute
183
Journal of applied econometrics
165
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
Journal of quantitative economics : official journal of the Indian Econometric Society
143
The review of economics and statistics
127
Oxford bulletin of economics and statistics
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Working paper / National Bureau of Economic Research, Inc.
112
Applied economics letters
108
Applied economics
107
Discussion paper / Center for Economic Research, Tilburg University
101
Discussion paper series / IZA
98
The econometrics journal
97
NBER Working Paper
94
Working paper / Department of Econometrics and Business Statistics, Monash University
94
International journal of forecasting
92
Cowles Foundation discussion paper
90
CEMMAP working papers / Centre for Microdata Methods and Practice
89
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Economic modelling
85
CORE discussion paper : DP
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
NBER working paper series
79
Statistical papers
79
CREATES research paper
76
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
75
Working paper series
74
Discussion paper
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Working paper
71
Technical working paper / National Bureau of Economic Research
68
The review of economic studies
66
Econometrics : open access journal
65
more ...
less ...
Source
All
ECONIS (ZBW)
884
Showing
1
-
10
of
884
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
2
A test of the null of integer integration against the alternative of fractional integration
Cho, Cheol-Keun
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 217-237
Persistent link: https://www.econbiz.de/10011498931
Saved in:
3
Large-dimensional dynamic factor models :
estimation
of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
4
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
5
Level shift
estimation
in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
6
Asymptotic
theory
for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
7
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Saved in:
8
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
Saved in:
9
Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 203-229
Persistent link: https://www.econbiz.de/10001570838
Saved in:
10
Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
Pakel, Cavit
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 459-492
Persistent link: https://www.econbiz.de/10012304576
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...
//-->