//--> //--> //--> //-->
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
Testing for serial correlation...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
1,639
Schätztheorie
1,639
Theorie
378
Theory
378
Zeitreihenanalyse
316
Nichtparametrisches Verfahren
315
Nonparametric statistics
315
Time series analysis
315
Regression analysis
269
Regressionsanalyse
269
Estimation
221
Schätzung
217
Panel
156
Panel study
156
Statistical test
150
Statistischer Test
150
Volatility
125
Volatilität
125
Method of moments
99
Momentenmethode
98
Induktive Statistik
84
Statistical inference
84
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Forecasting model
80
Prognoseverfahren
80
Autocorrelation
78
Autokorrelation
78
Bootstrap approach
73
Bootstrap-Verfahren
73
Instrumental variables
69
Cointegration
64
Stochastic process
64
Stochastischer Prozess
64
Kointegration
63
Statistical distribution
61
Statistische Verteilung
61
Causality analysis
60
Kausalanalyse
60
IV-Schätzung
58
more ...
less ...
Online availability
All
Undetermined
702
Type of publication
All
Article
1,647
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
1,620
Aufsatz in Zeitschrift
1,620
Conference paper
24
Konferenzbeitrag
24
Collection of articles of several authors
22
Sammelwerk
22
Konferenzschrift
5
Conference proceedings
4
Festschrift
3
Aufsatzsammlung
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,659
Author
All
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Chen, Xiaohong
14
Cai, Zongwu
13
Fan, Yanqin
13
Gao, Jiti
13
Taylor, Robert
12
Andrews, Donald W. K.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
Li, Dong
8
Magnus, Jan R.
8
Ng, Serena
8
Simar, Léopold
8
Tauchen, George Eugene
8
Zakoïan, Jean-Michel
8
more ...
less ...
Institution
All
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
All
Journal of econometrics
Economics letters
1,089
NBER working paper series
837
NBER Working Paper
800
Econometric theory
729
Working paper / National Bureau of Economic Research, Inc.
685
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
647
Journal of international money and finance
479
Econometric reviews
461
IMF Working Papers
425
Applied economics
416
CEMMAP working papers / Centre for Microdata Methods and Practice
366
Discussion paper / Tinbergen Institute
361
IMF working papers
355
Discussion paper / Centre for Economic Policy Research
342
Journal of the American Statistical Association : JASA
325
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
322
Applied economics letters
319
Working paper
300
Economic modelling
285
The econometrics journal
276
Discussion paper
261
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
252
CESifo working papers
251
Journal of applied econometrics
248
Série des documents de travail / Centre de Recherche en Économie et Statistique
240
IMF working paper
227
Cowles Foundation discussion paper
221
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Discussion paper series / IZA
211
International journal of forecasting
208
Oxford bulletin of economics and statistics
203
Discussion paper / Center for Economic Research, Tilburg University
201
Journal of international economics
196
European journal of operational research : EJOR
188
The review of economics and statistics
188
IMF Staff Country Reports
182
Journal of forecasting
182
Journal of quantitative economics : official journal of the Indian Econometric Society
174
Working paper / Department of Econometrics and Business Statistics, Monash University
169
more ...
less ...
Source
All
ECONIS (ZBW)
1,659
Showing
1
-
10
of
1,659
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
2
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
3
Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Racine, Jeffrey
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10001504420
Saved in:
4
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
5
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
6
A semiparametric two-step estimator in a multivariate long memory model
Lobato, Ignacio N.
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10001353790
Saved in:
7
Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
Saved in:
8
Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 329-341
Persistent link: https://www.econbiz.de/10003782994
Saved in:
9
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
10
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
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...
//-->