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~subject:"Schätztheorie"
~subject:"Statistischer Test"
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Testing fractional persistence...
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Schätztheorie
Statistischer Test
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
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226
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214
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193
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191
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108
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100
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100
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933
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927
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927
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Phillips, Peter C. B.
23
Linton, Oliver
16
Taylor, Robert
12
Lee, Lung-fei
10
Li, Qi
10
Leybourne, Stephen James
9
Park, Joon Y.
9
Tauchen, George Eugene
9
Todorov, Viktor
9
Baltagi, Badi H.
8
Cai, Zongwu
8
Chen, Xiaohong
8
Gao, Jiti
8
Gouriéroux, Christian
8
Schmidt, Peter
8
Xiao, Zhijie
8
Francq, Christian
7
Ghysels, Eric
7
Hsiao, Cheng
7
Khalaf, Lynda
7
Andersen, Torben
6
Chib, Siddhartha
6
Harvey, David I.
6
King, Maxwell L.
6
Li, Jia
6
Perron, Pierre
6
Sun, Yixiao
6
White, Halbert
6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
Andrews, Donald W. K.
5
Chambers, Marcus J.
5
Davis, Richard A.
5
Delgado, Miguel A.
5
Donald, Stephen G.
5
Giraitis, Liudas
5
Hong, Han
5
Horowitz, Joel
5
Kim, Donggyu
5
Kohn, Robert
5
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Journal of econometrics
Economics letters
636
Econometric theory
480
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
440
Econometric reviews
311
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
300
Discussion paper / Tinbergen Institute
210
Journal of applied econometrics
196
Série des documents de travail / Centre de Recherche en Économie et Statistique
168
Applied economics letters
157
Journal of quantitative economics : official journal of the Indian Econometric Society
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
The review of economics and statistics
136
Oxford bulletin of economics and statistics
134
Applied economics
130
Working paper / National Bureau of Economic Research, Inc.
130
Discussion paper series / IZA
128
The econometrics journal
127
International journal of forecasting
124
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
121
CEMMAP working papers / Centre for Microdata Methods and Practice
118
Discussion paper / Center for Economic Research, Tilburg University
118
NBER Working Paper
113
Cowles Foundation discussion paper
107
Working paper / Department of Econometrics and Business Statistics, Monash University
107
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
106
Working paper
101
Journal of forecasting
97
NBER working paper series
96
Economic modelling
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
CREATES research paper
91
Journal of the American Statistical Association : JASA
86
Statistical papers
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
CORE discussion paper : DP
85
SFB 649 discussion paper
84
Discussion paper
83
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83
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ECONIS (ZBW)
937
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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
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:
3
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:
4
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:
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
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:
7
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:
8
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:
9
The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
Saved in:
10
Beyond panel unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10009666772
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