//--> //--> //--> //-->
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"
~subject:"Nichtparametrisches Verfahren"
~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
Nichtparametrisches Verfahren
Schätztheorie
Theorie
1,608
Theory
1,608
Estimation theory
800
Zeitreihenanalyse
676
Time series analysis
673
Estimation
465
Schätzung
461
Nonparametric statistics
267
Volatility
226
Volatilität
226
Regression analysis
214
Regressionsanalyse
214
Forecasting model
192
Prognoseverfahren
192
Panel
190
Panel study
190
Statistical test
185
Statistischer Test
185
Stochastic process
160
Stochastischer Prozess
160
USA
124
United States
124
Einheitswurzeltest
119
Unit root test
119
Cointegration
118
Kointegration
117
Statistical distribution
111
Statistische Verteilung
111
Bayes-Statistik
108
Bayesian inference
108
Method of moments
100
Momentenmethode
100
ARCH model
98
ARCH-Modell
98
Bootstrap approach
98
Bootstrap-Verfahren
98
Capital income
98
Kapitaleinkommen
98
more ...
less ...
Online availability
All
Undetermined
341
Type of publication
All
Article
949
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
946
Aufsatz in Zeitschrift
946
Collection of articles of several authors
12
Sammelwerk
12
Conference paper
11
Konferenzbeitrag
11
Conference proceedings
4
Konferenzschrift
4
Festschrift
1
more ...
less ...
Language
All
English
955
Author
All
Linton, Oliver
25
Phillips, Peter C. B.
25
Gao, Jiti
13
Chen, Xiaohong
11
Li, Qi
11
Todorov, Viktor
11
Gouriéroux, Christian
10
Lee, Lung-fei
9
Robinson, Peter M.
9
Taylor, Robert
9
Baltagi, Badi H.
8
Park, Joon Y.
8
Tauchen, George Eugene
8
Xiao, Zhijie
8
Andersen, Torben
7
Cai, Zongwu
7
Francq, Christian
7
Hsiao, Cheng
7
Leybourne, Stephen James
7
Ai, Chunrong
6
Chib, Siddhartha
6
Fan, Yanqin
6
Kohn, Robert
6
Lewbel, Arthur
6
Li, Degui
6
Li, Jia
6
Schmidt, Peter
6
Simar, Léopold
6
Su, Liangjun
6
White, Halbert
6
Zakoïan, Jean-Michel
6
Chambers, Marcus J.
5
Chen, Songnian
5
Christensen, Bent Jesper
5
Davis, Richard A.
5
Dong, Chaohua
5
Ghysels, Eric
5
Hong, Han
5
Hu, Yingyao
5
Inoue, Atsushi
5
more ...
less ...
Published in...
All
Journal of econometrics
Economics letters
594
Econometric theory
470
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
415
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
310
Econometric reviews
278
Discussion paper / Tinbergen Institute
225
Journal of applied econometrics
190
Série des documents de travail / Centre de Recherche en Économie et Statistique
177
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
162
CEMMAP working papers / Centre for Microdata Methods and Practice
160
Journal of quantitative economics : official journal of the Indian Econometric Society
145
Discussion paper series / IZA
143
Applied economics
138
The review of economics and statistics
138
Applied economics letters
136
Working paper / Department of Econometrics and Business Statistics, Monash University
129
Discussion paper / Center for Economic Research, Tilburg University
128
Oxford bulletin of economics and statistics
128
Working paper / National Bureau of Economic Research, Inc.
125
The econometrics journal
118
Cowles Foundation discussion paper
115
NBER Working Paper
114
International journal of forecasting
111
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
108
Economic modelling
107
SFB 649 discussion paper
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
105
Journal of forecasting
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of the American Statistical Association : JASA
91
NBER working paper series
91
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
87
Working paper
87
CORE discussion paper : DP
84
Statistical papers
83
Working paper series
83
CREATES research paper
82
Econometrics : open access journal
80
IZA Discussion Papers
79
more ...
less ...
Source
All
ECONIS (ZBW)
955
Showing
1
-
10
of
955
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
3
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:
4
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:
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
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:
7
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:
8
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:
9
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:
10
Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis
;
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 378-391
Persistent link: https://www.econbiz.de/10011349024
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->