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~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~subject:"Einheitswurzeltest"
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ARCH model
Einheitswurzeltest
Theorie
1,610
Theory
1,610
Estimation theory
802
Schätztheorie
802
Zeitreihenanalyse
677
Time series analysis
674
Estimation
466
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462
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Taylor, Robert
15
Phillips, Peter C. B.
12
Francq, Christian
9
Zakoïan, Jean-Michel
8
Park, Joon Y.
7
Chang, Yoosoon
6
Leybourne, Stephen James
6
Westerlund, Joakim
6
Harvey, David I.
5
Shin, Dong-wan
5
Hallin, Marc
4
Paolella, Marc S.
4
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4
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3
Barigozzi, Matteo
3
Bollerslev, Tim
3
Breitung, Jörg
3
Burridge, Peter
3
Elliott, Graham
3
Jong, Robert M. de
3
Kapetanios, George
3
Kim, Donggyu
3
Li, Guodong
3
Lieberman, Offer
3
Linton, Oliver
3
Moon, Hyungsik Roger
3
Perron, Benoit
3
Rombouts, Jeroen V. K.
3
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2
Blasques, F.
2
Cavaliere, Giuseppe
2
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2
Chan, Ngai Hang
2
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2
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2
Corradi, Valentina
2
Dijk, Herman K. van
2
Distaso, Walter
2
Ghysels, Eric
2
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2
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Journal of econometrics
Applied economics
210
Economics letters
205
Economic modelling
177
Applied economics letters
173
Energy economics
150
Econometric theory
131
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
116
Finance research letters
110
Journal of empirical finance
96
International review of economics & finance : IREF
91
Econometric reviews
87
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
International review of financial analysis
80
Discussion paper / Tinbergen Institute
78
International journal of forecasting
71
The econometrics journal
71
Working paper
69
The North American journal of economics and finance : a journal of financial economics studies
67
The empirical economics letters : a monthly international journal of economics
67
Journal of international financial markets, institutions & money
64
Journal of forecasting
62
Research in international business and finance
62
Journal of risk and financial management : JRFM
60
Journal of banking & finance
59
Applied financial economics
57
International journal of economics and financial issues : IJEFI
53
Oxford bulletin of economics and statistics
50
Cowles Foundation discussion paper
49
Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
Journal of international money and finance
47
The European journal of finance
46
International Journal of Energy Economics and Policy : IJEEP
43
CESifo working papers
42
Computational economics
42
International journal of finance & economics : IJFE
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40
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40
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ECONIS (ZBW)
213
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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
Nonlinear
estimation
using estimated cointegrated relations
Jong, Robert M. de
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 109-122
Persistent link: https://www.econbiz.de/10001545122
Saved in:
3
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
4
Unit root quantile autoregression testing using covariates
Galvão Júnior, Antônio Fialho
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10003892736
Saved in:
5
Estimation
in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
Saved in:
6
Nonlinear minimization estimators in the presence of cointegrating relations
Jong, Robert M. de
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 241-259
Persistent link: https://www.econbiz.de/10001703512
Saved in:
7
Nonlinear IV unit root tests in panels with cross-sectional dependency
Chang, Yoosoon
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 261-292
Persistent link: https://www.econbiz.de/10001703514
Saved in:
8
Nonparametric tests for unit roots and cointegration
Breitung, Jörg
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 343-363
Persistent link: https://www.econbiz.de/10001657612
Saved in:
9
Testing for a unit root in the nonlinear STAR framework
Kapetanios, George
;
Shin, Yongcheol
;
Snell, Andy
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 359-379
Persistent link: https://www.econbiz.de/10001731323
Saved in:
10
A generalized nonlinear IV unit root test for panel data with cross-sectional dependence
Wang, Shaoping
;
Wang, Peng
;
Yang, Jisheng
;
Li, Zinai
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 101-109
Persistent link: https://www.econbiz.de/10008661829
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