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~isPartOf:"Journal of econometrics"
~subject:"Cointegration"
~subject:"Schätztheorie"
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Testing fractional persistence...
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Subject
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Cointegration
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
Panel study
191
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185
Statistischer Test
185
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161
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USA
124
United States
124
Einheitswurzeltest
119
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119
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117
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111
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111
Bayes-Statistik
108
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108
Method of moments
100
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100
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98
ARCH-Modell
98
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98
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98
Capital income
98
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98
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875
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869
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869
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9
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3
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878
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Phillips, Peter C. B.
23
Linton, Oliver
14
Taylor, Robert
11
Li, Qi
10
Baltagi, Badi H.
9
Lee, Lung-fei
9
Park, Joon Y.
9
Robinson, Peter M.
9
Todorov, Viktor
9
Gao, Jiti
8
Gouriéroux, Christian
8
Leybourne, Stephen James
8
Lütkepohl, Helmut
8
Schmidt, Peter
8
Tauchen, George Eugene
8
Cai, Zongwu
7
Francq, Christian
7
Hsiao, Cheng
7
Saikkonen, Pentti
7
Xiao, Zhijie
7
Andersen, Torben
6
Chen, Xiaohong
6
Chib, Siddhartha
6
Johansen, Søren
6
Li, Jia
6
Swanson, Norman R.
6
White, Halbert
6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
Boswijk, Herman Peter
5
Chambers, Marcus J.
5
Christensen, Bent Jesper
5
Corradi, Valentina
5
Davis, Richard A.
5
Ghysels, Eric
5
Granger, C. W. J.
5
Hong, Han
5
Inoue, Atsushi
5
Kim, Donggyu
5
Kohn, Robert
5
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Journal of econometrics
Economics letters
630
Econometric theory
462
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
397
Applied economics
281
Econometric reviews
275
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
266
Economic modelling
241
Applied economics letters
228
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
224
Discussion paper / Tinbergen Institute
208
Journal of applied econometrics
193
Série des documents de travail / Centre de Recherche en Économie et Statistique
168
Journal of quantitative economics : official journal of the Indian Econometric Society
152
Oxford bulletin of economics and statistics
148
The review of economics and statistics
132
CESifo working papers
130
International Journal of Energy Economics and Policy : IJEEP
126
Working paper
122
The econometrics journal
121
International journal of economics and financial issues : IJEFI
120
Energy economics
119
International journal of forecasting
118
Working paper / National Bureau of Economic Research, Inc.
117
The empirical economics letters : a monthly international journal of economics
113
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
112
Discussion paper series / IZA
112
Working paper / Department of Econometrics and Business Statistics, Monash University
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
NBER Working Paper
105
Discussion paper / Center for Economic Research, Tilburg University
103
Cowles Foundation discussion paper
102
Journal of forecasting
101
CREATES research paper
95
CEMMAP working papers / Centre for Microdata Methods and Practice
93
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
91
NBER working paper series
89
Working paper series
88
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
87
International journal of economics and finance
84
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ECONIS (ZBW)
878
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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