//--> //--> //-->
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"
~person:"Perron, Pierre"
~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
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Theorie
5
Theory
5
Einheitswurzeltest
4
Structural break
4
Strukturbruch
4
Unit root test
4
Regression analysis
2
Regressionsanalyse
2
Additive noise
1
Asymptotic distribution
1
Bias
1
Break date
1
Change-point
1
Cointegration
1
Common breaks
1
Generalized Laplace
1
Globalisierung
1
Globalization
1
Induktive Statistik
1
Infill asymptotics
1
Joined segmented trend
1
Kleinste-Quadrate-Methode
1
Kointegration
1
Least squares method
1
Local-Whittle estimators
1
Long memory process
1
Multiple Regression
1
Multiple breaks
1
Multiple regression
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate regressions
1
Random level shifts
1
Semimartingale
1
Short memory dynamics
1
Simulation
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Perron, Pierre
Phillips, Peter C. B.
19
Linton, Oliver
14
Li, Qi
10
Lee, Lung-fei
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
Leybourne, Stephen James
7
Park, Joon Y.
7
Andersen, Torben
6
Chen, Xiaohong
6
Chib, Siddhartha
6
Hsiao, Cheng
6
Li, Jia
6
Schmidt, Peter
6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
Chambers, Marcus J.
5
Davis, Richard A.
5
Ghysels, Eric
5
Hong, Han
5
Kim, Donggyu
5
Kohn, Robert
5
Koopman, Siem Jan
5
Li, Yingying
5
Magnus, Jan R.
5
Robinson, Peter M.
5
Tu, Yundong
5
White, Halbert
5
Xiao, Zhijie
5
Zhu, Ke
5
Chen, Songnian
4
Christensen, Bent Jesper
4
Donald, Stephen G.
4
more ...
less ...
Published in...
All
Journal of econometrics
Econometric theory
4
The econometrics journal
4
Cahier / Département de Sciences Économiques, Université de Montréal
3
Econometric Research Program research memorandum
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Applied economics
1
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
1
Econometric reviews
1
Econometrics : open access journal
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of risk and financial management : JRFM
1
NBER Working Paper
1
NBER technical working paper series
1
Special issue on new developments in time series econometrics
1
Working papers / Brown University, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation
and inference in nearly unbalanced nearly cointegrated systems
Ng, Serena
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10001220088
Saved in:
2
The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10003778212
Saved in:
3
Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
Hou, Jie
;
Perron, Pierre
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 309-328
Persistent link: https://www.econbiz.de/10010497755
Saved in:
4
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Saved in:
5
The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
Perron, Pierre
- In:
Journal of econometrics
70
(
1996
)
2
,
pp. 317-350
Persistent link: https://www.econbiz.de/10001192345
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->