//--> //--> //--> //-->
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"
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
Shortcomings of tests for auto...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,608
Theory
1,608
Estimation theory
572
Schätztheorie
572
Time series analysis
384
Zeitreihenanalyse
384
Statistical test
324
Statistischer Test
324
Estimation
189
Schätzung
189
Nichtparametrisches Verfahren
182
Nonparametric statistics
182
Regression analysis
166
Regressionsanalyse
166
Forecasting model
145
Prognoseverfahren
145
Volatility
139
Volatilität
139
Autocorrelation
135
Autokorrelation
135
Panel
118
Panel study
118
Stochastic process
118
Stochastischer Prozess
118
Method of moments
108
Momentenmethode
108
Bootstrap approach
95
Bootstrap-Verfahren
95
USA
94
United States
94
Bayes-Statistik
91
Bayesian inference
91
Statistical distribution
90
Statistische Verteilung
90
Ökonometrie
88
Econometrics
86
Cointegration
85
Kointegration
84
Monte Carlo simulation
82
Monte-Carlo-Simulation
82
more ...
less ...
Online availability
All
Undetermined
479
Type of publication
All
Article
1,845
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,858
Aufsatz in Zeitschrift
1,858
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
17
Conference proceedings
14
Conference paper
12
Konferenzbeitrag
12
Festschrift
9
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,881
Author
All
Phillips, Peter C. B.
39
Lee, Lung-fei
26
Swanson, Norman R.
17
Yu, Jun
17
Ghysels, Eric
16
Koop, Gary
16
Linton, Oliver
16
Pesaran, M. Hashem
16
Gouriéroux, Christian
15
Hsiao, Cheng
14
Robinson, Peter M.
14
Taylor, Robert
14
Aït-Sahalia, Yacine
13
McAleer, Michael
13
Schmidt, Peter
13
White, Halbert
13
Andrews, Donald W. K.
12
Diebold, Francis X.
12
Dufour, Jean-Marie
12
Granger, C. W. J.
12
Hong, Yongmiao
12
Li, Qi
12
Sun, Yixiao
12
Baltagi, Badi H.
11
Chib, Siddhartha
11
Corradi, Valentina
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Park, Joon Y.
10
Whang, Yoon-jae
10
Delgado, Miguel A.
9
Hausman, Jerry A.
9
Horowitz, Joel
9
Lewbel, Arthur
9
Lütkepohl, Helmut
9
Su, Liangjun
9
Teräsvirta, Timo
9
Tsionas, Efthymios G.
9
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
6,869
Working paper / National Bureau of Economic Research, Inc.
6,513
NBER Working Paper
6,274
Economics letters
5,377
European journal of operational research : EJOR
5,002
Discussion paper / Centre for Economic Policy Research
4,509
CESifo working papers
3,619
Journal of economic theory
2,896
Working paper
2,796
Journal of economic dynamics & control
2,434
Discussion paper / Tinbergen Institute
2,390
The American economic review
2,363
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Discussion paper series / IZA
2,230
Journal of economic behavior & organization : JEBO
2,212
Europäische Hochschulschriften / 5
2,157
International journal of production research
1,956
European economic review : EER
1,923
CESifo Working Paper
1,865
Games and economic behavior
1,863
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,813
Discussion paper
1,798
The economic journal : the journal of the Royal Economic Society
1,790
Journal of public economics
1,747
SpringerLink / Bücher
1,738
Economic modelling
1,705
Discussion paper / Center for Economic Research, Tilburg University
1,671
CESifo Working Paper Series
1,589
Applied economics
1,566
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,527
IZA Discussion Paper
1,503
Management science : journal of the Institute for Operations Research and the Management Sciences
1,474
Journal of banking & finance
1,401
Journal of monetary economics
1,401
Public choice
1,390
IMF working papers
1,388
International economic review
1,375
Social choice and welfare
1,317
Discussion papers / CEPR
1,312
more ...
less ...
Source
All
ECONIS (ZBW)
1,881
Showing
1
-
10
of
1,881
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How to implement the bootstrap in static or stable dynamic regression models : test statistik versus confidence region approach
Giersbergen, Noud P. A. van
;
Kiviet, J. F.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 133-156
Persistent link: https://www.econbiz.de/10001656607
Saved in:
2
Testing parameter constancy in linear models against stochastic stationary parameters
Lin, Chien-fu Jeff
;
Teräsvirta, Timo
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 193-213
Persistent link: https://www.econbiz.de/10001382111
Saved in:
3
Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
Saved in:
4
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
Saved in:
5
Testing serial correlations in high-dimensional time series via extreme value
theory
Tsay, Ruey S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 106-117
Persistent link: https://www.econbiz.de/10012439650
Saved in:
6
An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos
;
Lobato, Ignacio N.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 140-149
Persistent link: https://www.econbiz.de/10003877949
Saved in:
7
Portmanteau-type tests for unit-root and cointegration
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012116354
Saved in:
8
Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
Yang, Yaxing
;
Ling, Shiqing
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 368-381
Persistent link: https://www.econbiz.de/10011818364
Saved in:
9
Residual-based rank specification tests for AR-GARCH type models
Andreou, Elena
;
Werker, Bas J. M.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011348447
Saved in:
10
Multi-scale tests for serial correlation
Gençay, Ramazan
;
Signori, Daniele
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 62-80
Persistent link: https://www.econbiz.de/10011326817
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...
//-->