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~isPartOf:"Journal of econometrics"
~subject:"Einheitswurzeltest"
~subject:"Schätztheorie"
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Einheitswurzeltest
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
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193
Prognoseverfahren
193
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191
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191
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185
Statistischer Test
185
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161
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161
USA
124
United States
124
Unit root test
119
Cointegration
118
Kointegration
117
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111
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111
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108
Bayesian inference
108
Method of moments
100
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100
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98
ARCH-Modell
98
Bootstrap approach
98
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98
Capital income
98
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98
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891
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3
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884
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884
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9
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9
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9
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9
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3
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3
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894
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Phillips, Peter C. B.
27
Taylor, Robert
20
Linton, Oliver
15
Park, Joon Y.
12
Leybourne, Stephen James
11
Li, Qi
10
Gao, Jiti
9
Lee, Lung-fei
9
Schmidt, Peter
9
Todorov, Viktor
9
Baltagi, Badi H.
8
Chang, Yoosoon
8
Francq, Christian
8
Gouriéroux, Christian
8
Perron, Pierre
8
Tauchen, George Eugene
8
Cai, Zongwu
7
Harvey, David I.
7
Hsiao, Cheng
7
Westerlund, Joakim
7
Zakoïan, Jean-Michel
7
Andersen, Torben
6
Chambers, Marcus J.
6
Chen, Xiaohong
6
Chib, Siddhartha
6
Elliott, Graham
6
Li, Jia
6
Pesaran, M. Hashem
6
Shin, Dong-wan
6
Ai, Chunrong
5
Davis, Richard A.
5
Ghysels, Eric
5
Hong, Han
5
Jong, Robert M. de
5
Kim, Donggyu
5
Kohn, Robert
5
Koop, Gary
5
Koopman, Siem Jan
5
Li, Yingying
5
Magnus, Jan R.
5
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Journal of econometrics
Economics letters
688
Econometric theory
492
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
396
Econometric reviews
286
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
269
Applied economics
216
Applied economics letters
214
Discussion paper / Tinbergen Institute
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
193
Economic modelling
180
Journal of applied econometrics
175
Série des documents de travail / Centre de Recherche en Économie et Statistique
168
Oxford bulletin of economics and statistics
160
Journal of quantitative economics : official journal of the Indian Econometric Society
146
The econometrics journal
132
The review of economics and statistics
131
Cowles Foundation discussion paper
126
Working paper / National Bureau of Economic Research, Inc.
117
Discussion paper / Center for Economic Research, Tilburg University
106
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
106
Discussion paper series / IZA
105
Working paper
101
Working paper / Department of Econometrics and Business Statistics, Monash University
100
NBER Working Paper
99
International journal of forecasting
97
Journal of forecasting
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
CEMMAP working papers / Centre for Microdata Methods and Practice
91
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
88
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
CORE discussion paper : DP
84
NBER working paper series
84
CREATES research paper
82
Statistical papers
82
CESifo working papers
80
Working paper series
80
Discussion paper
77
Econometrics : open access journal
72
Technical working paper / National Bureau of Economic Research
70
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ECONIS (ZBW)
894
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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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