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~isPartOf:"Journal of econometrics"
~subject:"Nonparametric statistics"
~subject:"Schätztheorie"
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Testing fractional persistence...
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Subject
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Nonparametric statistics
Schätztheorie
Theorie
1,610
Theory
1,610
Estimation theory
802
Zeitreihenanalyse
677
Time series analysis
674
Estimation
466
Schätzung
462
Nichtparametrisches Verfahren
267
Volatility
226
Volatilität
226
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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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United States
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119
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119
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117
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111
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108
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108
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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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951
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947
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947
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12
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12
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957
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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
Schmidt, Peter
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
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
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Journal of econometrics
Economics letters
597
Econometric theory
472
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
429
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
281
Discussion paper / Tinbergen Institute
228
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
161
Discussion paper series / IZA
145
Journal of quantitative economics : official journal of the Indian Econometric Society
145
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
120
Cowles Foundation discussion paper
115
NBER Working Paper
114
International journal of forecasting
111
SFB 649 discussion paper
109
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
108
Economic modelling
107
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
NBER working paper series
93
Working paper
92
Journal of the American Statistical Association : JASA
91
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
87
Working paper series
85
CORE discussion paper : DP
84
Statistical papers
83
CREATES research paper
82
Econometrics : open access journal
82
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77
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ECONIS (ZBW)
957
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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
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
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:
6
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:
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
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