//--> //--> //--> //-->
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
Bayesian unit root test in dou...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,607
Theory
1,607
Estimation theory
860
Schätztheorie
860
Zeitreihenanalyse
676
Time series analysis
673
Estimation
465
Schätzung
461
Nichtparametrisches Verfahren
280
Nonparametric statistics
280
Volatility
254
Volatilität
254
Regression analysis
230
Regressionsanalyse
230
Forecasting model
207
Prognoseverfahren
207
Statistical test
197
Statistischer Test
197
Panel
192
Panel study
192
Bayes-Statistik
174
Bayesian inference
174
Stochastic process
173
Stochastischer Prozess
173
ARCH model
147
ARCH-Modell
147
Monte Carlo simulation
134
Monte-Carlo-Simulation
133
USA
130
United States
130
Einheitswurzeltest
119
Unit root test
119
Cointegration
118
Statistical distribution
118
Statistische Verteilung
118
Kointegration
117
Markov chain
116
Markov-Kette
116
Bootstrap approach
110
Bootstrap-Verfahren
110
more ...
less ...
Online availability
All
Undetermined
756
Type of publication
All
Article
2,364
Book / Working Paper
44
Type of publication (narrower categories)
All
Article in journal
2,377
Aufsatz in Zeitschrift
2,377
Collection of articles of several authors
57
Sammelwerk
57
Konferenzschrift
17
Conference paper
15
Konferenzbeitrag
15
Conference proceedings
14
Festschrift
12
Aufsatzsammlung
5
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
2,406
Undetermined
2
Author
All
Phillips, Peter C. B.
52
Linton, Oliver
33
Taylor, Robert
27
Gouriéroux, Christian
22
Ghysels, Eric
21
Koop, Gary
20
Park, Joon Y.
19
Bollerslev, Tim
18
Lee, Lung-fei
18
Yu, Jun
18
Gao, Jiti
17
Pesaran, M. Hashem
17
Robinson, Peter M.
17
Swanson, Norman R.
17
Xiao, Zhijie
17
Aït-Sahalia, Yacine
16
Todorov, Viktor
16
Dufour, Jean-Marie
15
Hsiao, Cheng
15
McAleer, Michael
15
Schmidt, Peter
15
Tauchen, George Eugene
15
White, Halbert
15
Baltagi, Badi H.
14
Chib, Siddhartha
14
Dijk, Herman K. van
14
Chen, Xiaohong
13
Corradi, Valentina
13
Diebold, Francis X.
13
Francq, Christian
13
Leybourne, Stephen James
13
Li, Qi
13
Renault, Eric
13
Timmermann, Allan
13
Andersen, Torben
12
Elliott, Graham
12
Granger, C. W. J.
12
Hidalgo, Javier
12
Hong, Yongmiao
12
Kapetanios, George
12
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
8,838
Working paper / National Bureau of Economic Research, Inc.
8,655
NBER Working Paper
8,121
Economics letters
6,048
Discussion paper / Centre for Economic Policy Research
5,657
European journal of operational research : EJOR
5,120
Discussion paper series / IZA
4,938
CESifo working papers
4,824
Working paper
3,563
Applied economics
3,279
Journal of economic theory
2,933
Discussion paper / Tinbergen Institute
2,867
IZA Discussion Paper
2,635
Journal of economic dynamics & control
2,610
The American economic review
2,601
Economic modelling
2,576
IZA Discussion Papers
2,520
CESifo Working Paper
2,475
Discussion paper
2,454
Journal of economic behavior & organization : JEBO
2,386
Computers & operations research : and their applications to problems of world concern ; an international journal
2,366
Applied economics letters
2,260
Europäische Hochschulschriften / 5
2,245
European economic review : EER
2,118
CESifo Working Paper Series
2,008
International journal of production research
2,007
The economic journal : the journal of the Royal Economic Society
1,929
Games and economic behavior
1,908
SpringerLink / Bücher
1,895
Journal of public economics
1,890
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,840
Journal of banking & finance
1,809
Discussion paper / Center for Economic Research, Tilburg University
1,785
Energy economics
1,679
Management science : journal of the Institute for Operations Research and the Management Sciences
1,652
Discussion papers / CEPR
1,612
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,575
Journal of monetary economics
1,548
Working paper series
1,467
more ...
less ...
Source
All
ECONIS (ZBW)
2,406
USB Cologne (EcoSocSci)
2
Showing
1
-
10
of
2,408
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Marginal likelihood for Markov-switching and change-point
GARCH
models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
2
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
Jacobi, Liana
;
Wagner, Helga
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 234-250
Persistent link: https://www.econbiz.de/10011704803
Saved in:
3
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
4
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:
5
Bayesian analysis of ARMA-
GARCH
models : a Markov chain sampling approach
Nakatsuma, Teruo
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 57-69
Persistent link: https://www.econbiz.de/10001432516
Saved in:
6
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
7
Time-varying sparsity in dynamic regression models
Kalli, Maria
;
Griffin, Jim E.
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 779-793
Persistent link: https://www.econbiz.de/10010257660
Saved in:
8
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
Saved in:
9
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
10
Extreme-quantile tracking for financial time series
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Sardy, S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010473421
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...
//-->