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~isPartOf:"Journal of econometrics"
~subject:"ARCH-Modell"
~subject:"Schätztheorie"
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Testing fractional persistence...
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ARCH-Modell
Schätztheorie
Theorie
1,610
Theory
1,610
Estimation theory
802
Zeitreihenanalyse
677
Time series analysis
674
Estimation
466
Schätzung
462
Nichtparametrisches Verfahren
267
Nonparametric statistics
267
Volatility
226
Volatilität
226
Regression analysis
214
Regressionsanalyse
214
Forecasting model
193
Prognoseverfahren
193
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191
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191
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Statistischer Test
185
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161
USA
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United States
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119
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119
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118
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117
Statistical distribution
111
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111
Bayes-Statistik
108
Bayesian inference
108
Method of moments
100
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100
ARCH model
98
Bootstrap approach
98
Bootstrap-Verfahren
98
Capital income
98
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867
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860
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860
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9
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9
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3
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1
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Phillips, Peter C. B.
19
Linton, Oliver
15
Lee, Lung-fei
10
Li, Qi
10
Francq, Christian
9
Park, Joon Y.
9
Taylor, Robert
9
Todorov, Viktor
9
Baltagi, Badi H.
8
Gao, Jiti
8
Gouriéroux, Christian
8
Schmidt, Peter
8
Tauchen, George Eugene
8
Zakoïan, Jean-Michel
8
Cai, Zongwu
7
Ghysels, Eric
7
Leybourne, Stephen James
7
Andersen, Torben
6
Bollerslev, Tim
6
Chen, Xiaohong
6
Chib, Siddhartha
6
Hsiao, Cheng
6
Koopman, Siem Jan
6
Li, Jia
6
Ng, Serena
6
Xiao, Zhijie
6
Ai, Chunrong
5
Chambers, Marcus J.
5
Davis, Richard A.
5
Granger, C. W. J.
5
Hong, Han
5
Kim, Donggyu
5
Kohn, Robert
5
Li, Yingying
5
Magnus, Jan R.
5
Perron, Pierre
5
Robinson, Peter M.
5
Teräsvirta, Timo
5
Tu, Yundong
5
White, Halbert
5
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Journal of econometrics
Economics letters
600
Econometric theory
449
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
403
Econometric reviews
266
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
257
Discussion paper / Tinbergen Institute
240
Applied economics
193
Journal of applied econometrics
192
Série des documents de travail / Centre de Recherche en Économie et Statistique
170
Economic modelling
159
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
Applied economics letters
150
Journal of quantitative economics : official journal of the Indian Econometric Society
150
International journal of forecasting
148
Energy economics
143
Journal of forecasting
131
The review of economics and statistics
128
Journal of empirical finance
127
Oxford bulletin of economics and statistics
126
Finance research letters
123
The econometrics journal
122
Working paper / National Bureau of Economic Research, Inc.
119
Working paper
118
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
114
Discussion paper / Center for Economic Research, Tilburg University
105
NBER Working Paper
102
Discussion paper series / IZA
101
Working paper / Department of Econometrics and Business Statistics, Monash University
101
CORE discussion paper : DP
97
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
97
CREATES research paper
95
Cowles Foundation discussion paper
93
Journal of banking & finance
93
CEMMAP working papers / Centre for Microdata Methods and Practice
91
NBER working paper series
90
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Discussion paper
85
International review of financial analysis
84
Econometrics : open access journal
82
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ECONIS (ZBW)
870
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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
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
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:
5
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:
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
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
10
Distribution
theory
for unit root tests with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001382163
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