//--> //--> //--> //-->
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
Essays on time econometrics
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,608
Theory
1,608
Zeitreihenanalyse
676
Time series analysis
673
Estimation theory
637
Schätztheorie
637
Estimation
229
Schätzung
228
Nichtparametrisches Verfahren
194
Nonparametric statistics
194
Volatility
188
Volatilität
188
Statistical test
168
Statistischer Test
168
Forecasting model
163
Prognoseverfahren
163
Regression analysis
154
Regressionsanalyse
154
Stochastic process
136
Stochastischer Prozess
136
Panel
114
Panel study
114
Cointegration
109
Kointegration
108
USA
104
United States
104
Bayes-Statistik
100
Bayesian inference
100
Statistical distribution
96
Statistische Verteilung
96
Ökonometrie
93
Einheitswurzeltest
92
Unit root test
92
Bootstrap approach
91
Bootstrap-Verfahren
91
VAR model
90
VAR-Modell
90
Econometrics
89
Method of moments
87
Momentenmethode
87
more ...
less ...
Online availability
All
Undetermined
530
Type of publication
All
Article
1,930
Book / Working Paper
42
Type of publication (narrower categories)
All
Article in journal
1,942
Aufsatz in Zeitschrift
1,942
Collection of articles of several authors
55
Sammelwerk
55
Konferenzschrift
16
Conference proceedings
13
Festschrift
12
Conference paper
8
Konferenzbeitrag
8
Aufsatzsammlung
5
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,971
Undetermined
1
Author
All
Phillips, Peter C. B.
48
Linton, Oliver
24
Taylor, Robert
23
Gouriéroux, Christian
18
Koop, Gary
18
Ghysels, Eric
17
Robinson, Peter M.
17
Swanson, Norman R.
17
Lee, Lung-fei
16
Pesaran, M. Hashem
16
Yu, Jun
16
Xiao, Zhijie
15
Park, Joon Y.
14
Aït-Sahalia, Yacine
13
Leybourne, Stephen James
13
McAleer, Michael
13
Renault, Eric
13
Schmidt, Peter
13
Bollerslev, Tim
12
Chen, Xiaohong
12
Diebold, Francis X.
12
Dufour, Jean-Marie
12
Gao, Jiti
12
Granger, C. W. J.
12
Li, Qi
12
Tauchen, George Eugene
12
Timmermann, Allan
12
White, Halbert
12
Baltagi, Badi H.
11
Chib, Siddhartha
11
Corradi, Valentina
11
Elliott, Graham
11
Hong, Yongmiao
11
Hsiao, Cheng
11
Ng, Serena
11
Patton, Andrew J.
11
Steel, Mark F. J.
11
Todorov, Viktor
11
Dijk, Herman K. van
10
Hallin, Marc
10
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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
Published in...
All
Journal of econometrics
NBER working paper series
6,940
Working paper / National Bureau of Economic Research, Inc.
6,572
NBER Working Paper
6,366
Economics letters
5,423
European journal of operational research : EJOR
4,969
Discussion paper / Centre for Economic Policy Research
4,551
CESifo working papers
3,663
Journal of economic theory
2,894
Working paper
2,871
Discussion paper / Tinbergen Institute
2,504
Journal of economic dynamics & control
2,451
The American economic review
2,372
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,216
Discussion paper series / IZA
2,212
Europäische Hochschulschriften / 5
2,172
International journal of production research
1,946
European economic review : EER
1,936
CESifo Working Paper
1,888
Games and economic behavior
1,864
Economic modelling
1,822
Discussion paper
1,813
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,812
The economic journal : the journal of the Royal Economic Society
1,798
SpringerLink / Bücher
1,772
Journal of public economics
1,743
Applied economics
1,736
Discussion paper / Center for Economic Research, Tilburg University
1,676
CESifo Working Paper Series
1,610
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,525
IZA Discussion Paper
1,501
Management science : journal of the Institute for Operations Research and the Management Sciences
1,491
Journal of monetary economics
1,428
Journal of banking & finance
1,427
Public choice
1,396
International economic review
1,375
Social choice and welfare
1,317
Discussion papers / CEPR
1,293
International journal of production economics
1,272
more ...
less ...
Source
All
ECONIS (ZBW)
1,970
USB Cologne (EcoSocSci)
2
Showing
1
-
10
of
1,972
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Saved in:
2
A consistent nonparametric test for serial independence
Pinkse, Joris
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 205-231
Persistent link: https://www.econbiz.de/10001241549
Saved in:
3
A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
Ahn, Seung Chan
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 309-319
Persistent link: https://www.econbiz.de/10001194730
Saved in:
4
The Bierens test under data dependence
Jong, Robert M. de
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001198034
Saved in:
5
Testing the null of stationarity for multiple time series
Choi, In
- In:
Journal of econometrics
88
(
1999
)
1
,
pp. 41-77
Persistent link: https://www.econbiz.de/10001250280
Saved in:
6
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J.
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10001252783
Saved in:
7
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
Bierens, Herman J.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 29-64
Persistent link: https://www.econbiz.de/10001336802
Saved in:
8
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
9
Hahn–Hausman test as a specification test
Lee, Yoonseok
;
Okui, Ryo
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 133-139
Persistent link: https://www.econbiz.de/10009551430
Saved in:
10
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
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...
//-->