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
On the Stationarity of First-o...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
8
Zeitreihenanalyse
8
Nonlinear time series
6
Estimation theory
5
Schätztheorie
5
Nichtlineare Regression
4
Nonlinear regression
4
Statistical test
3
Statistischer Test
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Ergodicity
2
Regression analysis
2
Regressionsanalyse
2
Volatility
2
Volatilität
2
ARMA model
1
ARMA-Modell
1
Analysis
1
Beta time series
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Change-point detection
1
Compound Poisson process
1
Conditional Value-at-Risk
1
Conditional duration
1
Conditional expected shortfall
1
Conditional heteroskedasticity
1
Conditional quantile
1
Conditional volatility
1
Copulas
1
Discrete Fourier transform
1
Estimation
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Ling, Shiqing
2
Andreou, Elena
1
Chan, Kung-sik
1
Chen, Rong
1
Chung, Ray S. W.
1
Cui, Yan
1
Jentsch, Carsten
1
Li, Dong
1
McAleer, Michael
1
So, Mike Ka-pui
1
Su, Fei
1
Subba Rao, Suhasini
1
Tong, Howell
1
Wang, Chuan-Sheng
1
Werker, Bas J. M.
1
Xiao, Han
1
Yang, Jun
1
Zakoïan, Jean-Michel
1
Zhao, Zhibiao
1
Zheng, Tingguo
1
Zhou, Zhou
1
more ...
less ...
Published in...
All
Journal of econometrics
SSE/EFI Working Paper Series in Economics and Finance
18
Physica A: Statistical Mechanics and its Applications
16
Studies in Nonlinear Dynamics & Econometrics
13
IMF Working Papers
12
Econometric Institute Research Papers
8
Stochastic Processes and their Applications
8
CREATES Research Papers
7
Discussion paper / Tinbergen Institute
6
Econometric Institute Report
6
Econometric reviews
6
Economic modelling
6
International journal of forecasting
6
LSE Research Online Documents on Economics
6
MPRA Paper
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Annals of the Institute of Statistical Mathematics
5
Energy economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Statistical Inference for Stochastic Processes
5
Tinbergen Institute Discussion Paper
5
Computational Statistics & Data Analysis
4
Empirical Economics
4
Hannover Economic Papers (HEP)
4
International Journal of Forecasting
4
Journal of Econometrics
4
Statistics & Probability Letters
4
Tinbergen Institute Discussion Papers
4
Vanderbilt University Department of Economics Working Papers
4
Working paper
4
Cahiers de recherche
3
Cambridge Working Papers in Economics
3
Computational Statistics
3
Computing in Economics and Finance 2005
3
Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University
3
Econometrics
3
Economic Modelling
3
Monash Econometrics and Business Statistics Working Papers
3
NIPE Working Papers
3
Post-Print / HAL
3
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
2
Generalized ARMA models with martingale difference errors
Zheng, Tingguo
;
Xiao, Han
;
Chen, Rong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 492-506
Persistent link: https://www.econbiz.de/10011504639
Saved in:
3
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
Saved in:
4
A test for second order stationarity of a multivariate time series
Jentsch, Carsten
;
Subba Rao, Suhasini
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 124-161
Persistent link: https://www.econbiz.de/10011339888
Saved in:
5
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:
6
Statistical inference for conditional quantiles in nonlinear time series models
So, Mike Ka-pui
;
Chung, Ray S. W.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 457-472
Persistent link: https://www.econbiz.de/10011504625
Saved in:
7
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
8
Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
9
State-domain change point detection for nonlinear time series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
