//--> //--> //--> //-->
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:"Panel study"
~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
Panel study
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
Panel
191
Statistical test
185
Statistischer Test
185
Stochastic process
161
Stochastischer Prozess
161
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
333
Type of publication
All
Article
906
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
903
Aufsatz in Zeitschrift
903
Collection of articles of several authors
12
Sammelwerk
12
Conference paper
10
Konferenzbeitrag
10
Conference proceedings
4
Konferenzschrift
4
Festschrift
1
more ...
less ...
Language
All
English
912
Author
All
Phillips, Peter C. B.
24
Linton, Oliver
15
Li, Qi
12
Lee, Lung-fei
11
Schmidt, Peter
11
Gao, Jiti
10
Gouriéroux, Christian
10
Baltagi, Badi H.
9
Pesaran, M. Hashem
9
Taylor, Robert
9
Todorov, Viktor
9
Xiao, Zhijie
9
Hsiao, Cheng
8
Su, Liangjun
8
Tauchen, George Eugene
8
Cai, Zongwu
7
Francq, Christian
7
Leybourne, Stephen James
7
Park, Joon Y.
7
Shin, Yongcheol
7
Westerlund, Joakim
7
Andersen, Torben
6
Chen, Xiaohong
6
Chib, Siddhartha
6
Ghysels, Eric
6
Li, Jia
6
Robinson, Peter M.
6
Zakoïan, Jean-Michel
6
Ahn, Seung Chan
5
Ai, Chunrong
5
Chambers, Marcus J.
5
Chen, Songnian
5
Davis, Richard A.
5
Fernández-Val, Iván
5
Hahn, Jinyong
5
Hong, Han
5
Kapetanios, George
5
Kim, Donggyu
5
Kohn, Robert
5
Koopman, Siem Jan
5
more ...
less ...
Published in...
All
Journal of econometrics
Economics letters
669
Econometric theory
449
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
398
Econometric reviews
291
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
270
Applied economics
233
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Discussion paper / Tinbergen Institute
221
Discussion paper series / IZA
218
Applied economics letters
214
Economic modelling
213
Journal of applied econometrics
208
Série des documents de travail / Centre de Recherche en Économie et Statistique
170
CESifo working papers
160
Journal of quantitative economics : official journal of the Indian Econometric Society
147
Oxford bulletin of economics and statistics
146
Working paper / National Bureau of Economic Research, Inc.
136
The review of economics and statistics
134
The econometrics journal
130
Working paper
125
NBER Working Paper
121
Working paper / Department of Econometrics and Business Statistics, Monash University
120
CEMMAP working papers / Centre for Microdata Methods and Practice
117
Discussion paper / Center for Economic Research, Tilburg University
115
NBER working paper series
109
International journal of forecasting
108
Cowles Foundation discussion paper
105
Working paper series
103
IZA Discussion Paper
100
Discussion paper
98
Energy economics
96
The empirical economics letters : a monthly international journal of economics
92
Journal of forecasting
90
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
87
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
87
CORE discussion paper : DP
85
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
84
CREATES research paper
83
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
82
more ...
less ...
Source
All
ECONIS (ZBW)
912
Showing
1
-
10
of
912
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
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
3
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:
4
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:
5
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
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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...
//-->