//--> //--> //--> //-->
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
A new score test for unit root...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Einheitswurzeltest
119
Unit root test
119
Theorie
65
Theory
65
Time series analysis
48
Zeitreihenanalyse
48
Estimation theory
27
Schätztheorie
27
Panel
21
Panel study
21
Cointegration
19
Kointegration
19
Stochastic process
14
Stochastischer Prozess
14
Statistical test
13
Statistischer Test
13
Autocorrelation
12
Autokorrelation
12
Regression analysis
11
Regressionsanalyse
11
Nichtlineare Regression
10
Nonlinear regression
10
Bootstrap approach
8
Bootstrap-Verfahren
8
Estimation
8
Schätzung
8
Structural break
7
Strukturbruch
7
Unit root
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Saisonale Schwankungen
5
Saisonkomponente
5
Seasonal component
5
Seasonal variations
5
ARCH model
4
ARCH-Modell
4
Forecasting model
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
more ...
less ...
Online availability
All
Undetermined
22
Type of publication
All
Article
119
Type of publication (narrower categories)
All
Article in journal
117
Aufsatz in Zeitschrift
117
Language
All
English
119
Author
All
Taylor, Robert
15
Phillips, Peter C. B.
12
Chang, Yoosoon
6
Leybourne, Stephen James
6
Westerlund, Joakim
6
Harvey, David I.
5
Park, Joon Y.
5
Shin, Dong-wan
5
Perron, Pierre
4
Breitung, Jörg
3
Burridge, Peter
3
Elliott, Graham
3
Jong, Robert M. de
3
Lieberman, Offer
3
Moon, Hyungsik Roger
3
Perron, Benoit
3
Amsler, Christine Elaine
2
Cavaliere, Giuseppe
2
Chambers, Marcus J.
2
Choi, In
2
Distaso, Walter
2
Jansson, Michael
2
Kim, Chang Sik
2
Larsson, Rolf
2
Lee, Oesook
2
Linton, Oliver
2
Luger, Richard
2
Magdalinos, Tassos
2
Montañés, Antonio
2
Pesaran, M. Hashem
2
Rodrigues, Paulo M. M.
2
Schmidt, Peter
2
Shin, Yongcheol
2
So, Beong Soo
2
Abadir, Karim Maher
1
Akker, Ramon van den
1
Ayat, K. Leila
1
Barigozzi, Matteo
1
Bec, Frédérique
1
Busetti, Fabio
1
more ...
less ...
Published in...
All
Journal of econometrics
Economics letters
147
Applied economics letters
127
Applied economics
118
Economic modelling
98
Econometric theory
91
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Econometric reviews
53
The empirical economics letters : a monthly international journal of economics
53
Cowles Foundation discussion paper
45
Oxford bulletin of economics and statistics
44
The econometrics journal
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Energy economics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
International review of economics & finance : IREF
28
Journal of international money and finance
26
Working paper
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
CESifo working papers
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Discussion papers of interdisciplinary research project 373
21
Applied financial economics
20
International journal of economics and financial issues : IJEFI
20
Theoretical and applied economics : GAER review
20
Journal of macroeconomics
18
Working Paper
18
Japan and the world economy : international journal of theory and policy
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Cowles Foundation Discussion Paper
15
Economics bulletin : EB
15
IHS economics series : working paper
15
MPRA Paper
15
Computational economics
14
Discussion paper / Department of Economics, University of California San Diego
14
Empirica : journal of european economics
14
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
14
International journal of economics and finance
14
International journal of finance & economics : IJFE
14
Working papers in economics
14
more ...
less ...
Source
All
ECONIS (ZBW)
119
Showing
1
-
10
of
119
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
I(0) In, integration and cointegration out : time series properties of endogenous growth models
Lau, Sau-Him Paul
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001406635
Saved in:
2
On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.
;
Zinde-Walsh, Victoria
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10001406636
Saved in:
3
Inference for unit roots in dynamic panels where the time dimension is fixed
Harris, Richard D. F.
;
Tzavalis, Elias
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 201-226
Persistent link: https://www.econbiz.de/10001382078
Saved in:
4
Distribution theory for unit root tests with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001382163
Saved in:
5
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:
6
Instrumental variable and variable addition based inference in predictive regressions
Breitung, Jörg
;
Demetrescu, Matei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 358-375
Persistent link: https://www.econbiz.de/10011499478
Saved in:
7
New tools for understanding the local asymptotic power of panel unit root tests
Westerlund, Joakim
;
Larsson, Rolf
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 59-93
Persistent link: https://www.econbiz.de/10011500261
Saved in:
8
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:
9
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
10
Nonstationarity in time series of state densities
Chang, Yoosoon
;
Kim, Chang Sik
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
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...
//-->