//--> //--> //--> //-->
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
The use of the HP-filter in co...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
700
Time series analysis
697
Theorie
343
Theory
343
Estimation theory
330
Schätztheorie
330
Estimation
125
Schätzung
124
Volatility
105
Volatilität
105
Forecasting model
93
Prognoseverfahren
93
Nichtparametrisches Verfahren
82
Nonparametric statistics
82
Stochastic process
73
Stochastischer Prozess
73
Statistical test
65
Statistischer Test
65
Cointegration
59
Regression analysis
59
Regressionsanalyse
59
Kointegration
58
VAR model
54
VAR-Modell
54
Factor analysis
50
Faktorenanalyse
50
Einheitswurzeltest
49
Unit root test
49
ARCH model
44
ARCH-Modell
44
Börsenkurs
44
Share price
44
Capital income
42
Kapitaleinkommen
42
Panel
41
Panel study
41
Autocorrelation
40
Autokorrelation
40
Bayes-Statistik
38
Bayesian inference
38
more ...
less ...
Online availability
All
Undetermined
317
Free
7
Type of publication
All
Article
712
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
711
Aufsatz in Zeitschrift
711
Collection of articles of several authors
17
Sammelwerk
17
Konferenzschrift
7
Festschrift
6
Conference proceedings
5
Conference paper
3
Konferenzbeitrag
3
Aufsatzsammlung
2
more ...
less ...
Language
All
English
722
Undetermined
2
Author
All
Phillips, Peter C. B.
29
Taylor, Robert
18
Linton, Oliver
13
Chen, Xiaohong
10
Hallin, Marc
10
Koop, Gary
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Park, Joon Y.
9
Yu, Jun
9
Gao, Jiti
8
Koopman, Siem Jan
8
Swanson, Norman R.
8
Teräsvirta, Timo
8
Todorov, Viktor
8
Andersen, Torben
7
Francq, Christian
7
Harvey, David I.
7
Li, Jia
7
Velasco, Carlos
7
Barigozzi, Matteo
6
Cavaliere, Giuseppe
6
Chen, Rong
6
Hong, Yongmiao
6
Horváth, Lajos
6
Li, Yingying
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
Perron, Pierre
6
Tauchen, George Eugene
6
Zakoïan, Jean-Michel
6
Bollerslev, Tim
5
Breitung, Jörg
5
Chang, Yoosoon
5
Davis, Richard A.
5
Delgado, Miguel A.
5
Elliott, Graham
5
Fan, Jianqing
5
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Journal of econometrics
Statens offentliga utredningar : SOU
2,586
NBER working paper series
1,494
NBER Working Paper
1,296
Working paper / National Bureau of Economic Research, Inc.
1,276
Economics letters
771
Ekonomisk debatt
750
Discussion paper / Centre for Economic Policy Research
725
Discussion paper series / IZA
651
Applied economics
631
International journal of forecasting
618
Economic modelling
553
Working paper
540
Working Paper
526
CESifo working papers
493
Ifo Schnelldienst
484
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
445
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
439
IMF working papers
427
ifo Schnelldienst
423
Discussion paper / Tinbergen Institute
415
IZA Discussion Papers
414
IZA Discussion Paper
412
Journal of economic dynamics & control
412
Ifo-Schnelldienst
411
Applied economics letters
410
Journal of monetary economics
363
Umeå economic studies
362
Journal of forecasting
352
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
351
Statens offentliga utredningar
341
Discussion papers / CEPR
323
Econometric theory
318
Journal of macroeconomics
306
Energy economics
304
The journal of real estate finance and economics
302
Ekonomisk revy
291
The American economic review
274
ECB Working Paper
271
Statens Offentliga Utredningar
268
more ...
less ...
Source
All
ECONIS (ZBW)
723
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
724
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae
;
Liao, Yuan
;
Seo, Myung Hwan
;
Shin, Youngki
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
Saved in:
2
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
Saved in:
3
Testing for common deterministic trend slopes
Vogelsang, Timothy J.
;
Franses, Philip Hans
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10002538623
Saved in:
4
An I(d) model with trend and cycles
Abadir, Karim Maher
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 186-199
Persistent link: https://www.econbiz.de/10009270611
Saved in:
5
Business cycle durations
Filardo, Andrew J.
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001240380
Saved in:
6
Nonparametric evidence on asymmetry in business cycles using aggregate employment time series
Hussey, Robert Miller
- In:
Journal of econometrics
51
(
1992
)
1
,
pp. 217-231
Persistent link: https://www.econbiz.de/10001118267
Saved in:
7
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
8
Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo
;
Giannone, Domenico
;
Lenza, Michele
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 500-519
Persistent link: https://www.econbiz.de/10013464909
Saved in:
9
Modelling cycles in climate series : the fractional sinusoidal waveform process
Proietti, Tommaso
;
Maddanu, Federico
- In:
Journal of econometrics
239
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015073959
Saved in:
10
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:
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...
//-->