//--> //--> //--> //-->
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
Time-Varying Persistence in Cr...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
676
Time series analysis
673
Theorie
338
Theory
338
Estimation theory
322
Schätztheorie
322
Estimation
124
Schätzung
123
Volatility
111
Volatilität
111
Forecasting model
94
Prognoseverfahren
94
Nichtparametrisches Verfahren
86
Nonparametric statistics
86
Stochastic process
78
Stochastischer Prozess
78
Statistical test
64
Statistischer Test
64
Cointegration
58
Regression analysis
58
Regressionsanalyse
58
Kointegration
57
State space model
53
Zustandsraummodell
53
VAR model
51
VAR-Modell
51
Einheitswurzeltest
48
Factor analysis
48
Faktorenanalyse
48
Unit root test
48
Panel
45
Panel study
45
Bayes-Statistik
44
Bayesian inference
44
Börsenkurs
44
Share price
44
ARCH model
43
ARCH-Modell
43
Capital income
40
Kapitaleinkommen
40
more ...
less ...
Online availability
All
Undetermined
319
Type of publication
All
Article
714
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
718
Aufsatz in Zeitschrift
718
Collection of articles of several authors
20
Sammelwerk
20
Konferenzschrift
8
Conference proceedings
6
Festschrift
6
Aufsatzsammlung
3
Conference paper
3
Konferenzbeitrag
3
more ...
less ...
Language
All
English
728
Undetermined
1
Author
All
Phillips, Peter C. B.
26
Taylor, Robert
18
Linton, Oliver
14
Chen, Xiaohong
10
Koop, Gary
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Hallin, Marc
9
Park, Joon Y.
9
Gao, Jiti
8
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Harvey, David I.
7
Hong, Yongmiao
7
Koopman, Siem Jan
7
Li, Jia
7
Shephard, Neil G.
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Bollerslev, Tim
6
Chen, Rong
6
Fan, Yanqin
6
Francq, Christian
6
Franses, Philip Hans
6
Gouriéroux, Christian
6
Horváth, Lajos
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
Perron, Pierre
6
Pesaran, M. Hashem
6
Tauchen, George Eugene
6
Zakoïan, Jean-Michel
6
Aït-Sahalia, Yacine
5
Barigozzi, Matteo
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on Realized Volatility <2006, Montréal>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Journal of econometrics
NBER working paper series
2,608
NBER Working Paper
2,219
Working paper / National Bureau of Economic Research, Inc.
2,199
Working paper
1,448
CESifo working papers
1,348
Discussion paper / Centre for Economic Policy Research
1,259
Energy economics
1,253
IMF working papers
1,078
Policy research working paper : WPS
1,067
SpringerLink / Bücher
1,029
Applied economics
983
Economics letters
963
Finance research letters
881
Economic modelling
786
Journal of international money and finance
782
MPRA Paper
769
Applied economics letters
764
CESifo Working Paper
741
Discussion paper series / IZA
703
International journal of forecasting
672
Discussion paper / Tinbergen Institute
670
Intereconomics : review of European economic policy
667
World Bank E-Library Archive
663
IMF working paper
658
Discussion papers / CEPR
653
IMF Working Paper
646
Journal of banking & finance
633
CESifo Working Paper Series
612
Working Paper
603
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
589
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
571
International Journal of Energy Economics and Policy : IJEEP
559
Edward Elgar E-Book Archive
557
ECB Working Paper
548
Springer eBook Collection
545
The world economy : the leading journal on international economic relations
536
Technological forecasting & social change : an international journal
524
World Bank Policy Research Working Paper
523
Discussion paper
506
more ...
less ...
Source
All
ECONIS (ZBW)
728
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
729
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10003782911
Saved in:
2
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
Saved in:
3
Trends and cycles in economic time series : a Bayesina approach
Harvey, Andrew C.
;
Trimbur, Thomas M.
;
Dijk, Herman K. van
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 618-649
Persistent link: https://www.econbiz.de/10003569916
Saved in:
4
Extracting a common stochastic trend : theory with some applications
Chang, Yoosoon
;
Miller, J. Isaac
;
Park, Joon Y.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003858585
Saved in:
5
Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
Saved in:
6
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
Saved in:
7
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:
8
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 188-205
Persistent link: https://www.econbiz.de/10009270387
Saved in:
9
A Quadratic Kalman Filter
Monfort, Alain
;
Renne, Jean-Paul
;
Roussellet, Guillaume
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10011498735
Saved in:
10
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:
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...
//-->