//--> //--> //--> //-->
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:"The econometrics journal"
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
Quantile Spectral Processes: A...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
95
Zeitreihenanalyse
95
Theorie
47
Theory
47
Estimation theory
39
Schätztheorie
39
Estimation
17
Schätzung
17
Volatility
14
Volatilität
14
ARCH model
13
ARCH-Modell
13
Stochastic process
13
Stochastischer Prozess
13
Einheitswurzeltest
11
Unit root test
11
Cointegration
10
Kointegration
10
Statistical test
10
Statistischer Test
10
Forecasting model
9
Prognoseverfahren
9
Autocorrelation
8
Autokorrelation
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Regression analysis
8
Regressionsanalyse
8
Nichtlineare Regression
7
Nonlinear regression
7
State space model
7
Structural break
7
Strukturbruch
7
Zustandsraummodell
7
Factor analysis
6
Faktorenanalyse
6
USA
6
United States
6
VAR model
6
VAR-Modell
6
more ...
less ...
Online availability
All
Undetermined
25
Free
4
Type of publication
All
Article
96
Type of publication (narrower categories)
All
Article in journal
96
Aufsatz in Zeitschrift
96
Conference paper
1
Konferenzbeitrag
1
Language
All
English
96
Author
All
Perron, Pierre
4
Phillips, Peter C. B.
3
Saikkonen, Pentti
3
Taylor, Robert
3
Koopman, Siem Jan
2
Larsson, Rolf
2
Leybourne, Stephen James
2
McElroy, Tucker
2
Nielsen, Bent
2
Teräsvirta, Timo
2
Velasco, Carlos
2
Xiao, Zhijie
2
Yu, Jun
2
Abadir, Karim Maher
1
Asai, Manabu
1
Astill, S.
1
Bailey, Ralph W.
1
Baillie, Richard
1
Bardsley, Patrick
1
Barigozzi, Matteo
1
Baruník, Jozef
1
Berg, Andreas
1
Bhargava, Alok
1
Brown, Bryan W.
1
Camba-Méndez, Gonzalo
1
Casoli, Chiara
1
Chambers, Marcus J.
1
Chen, Jia
1
Chen, Xiaohong
1
Choi, In
1
Cipollini, Fabrizio
1
Clements, Michael P.
1
Cubadda, Gianluca
1
Delgado, Miguel A.
1
Demetrescu, Matei
1
Deng, Ai
1
Dietrich, Franz K.
1
Dijk, Dick van
1
Doornik, Jurgen A.
1
Engsted, Tom
1
more ...
less ...
Published in...
All
The econometrics journal
Journal of econometrics
703
International journal of forecasting
573
Economics letters
459
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
406
Journal of forecasting
331
Applied economics
330
Discussion paper / Tinbergen Institute
327
Econometric theory
316
IMF Working Papers
297
Economic modelling
275
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Applied economics letters
222
Econometric reviews
222
Energy economics
220
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Working paper / Department of Econometrics and Business Statistics, Monash University
198
Working paper
193
NBER Working Paper
166
CREATES research paper
165
NBER working paper series
163
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
156
Journal of applied econometrics
148
Working paper / National Bureau of Economic Research, Inc.
139
CESifo working papers
137
Computational economics
137
Journal of economic dynamics & control
115
Discussion paper / Centre for Economic Policy Research
114
Finance research letters
112
Econometrics : open access journal
110
Journal of empirical finance
109
Cowles Foundation discussion paper
106
Physica A: Statistical Mechanics and its Applications
106
Oxford bulletin of economics and statistics
104
Journal of macroeconomics
102
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
87
International Journal of Energy Economics and Policy : IJEEP
87
International review of economics & finance : IREF
87
IMF Staff Country Reports
86
MPRA Paper
86
more ...
less ...
Source
All
ECONIS (ZBW)
96
Showing
1
-
10
of
96
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantile coherency : a general measure for dependence between cyclical economic variables
Baruník, Jozef
;
Kley, Tobias
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10012166706
Saved in:
2
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
3
Comparing latent inequality with ordinal data
Kaplan, David M.
;
Zhao, Wei
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 189-214
Persistent link: https://www.econbiz.de/10014319311
Saved in:
4
A mixture-distribution factor model for multivariate outliers
Georgiev, Iliyan
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 605-636
Persistent link: https://www.econbiz.de/10003637660
Saved in:
5
Bootstrapping autoregression under non-stationary volatility
Xu, Ke-li
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003648596
Saved in:
6
Exact formulas for the Hodrick-Prescott filter
McElroy, Tucker
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 209-217
Persistent link: https://www.econbiz.de/10003648736
Saved in:
7
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry
Brown, Bryan W.
;
Hodgson, Douglas J.
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10003451746
Saved in:
8
Testing for time series linearity
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
Saved in:
9
Unit root inference in panel data models where the time-series dimension is fixed : a comparison of different tests
Madsen, Edith
- In:
The econometrics journal
13
(
2010
)
1
,
pp. 63-94
Persistent link: https://www.econbiz.de/10003975648
Saved in:
10
Stationarity of a family of GARCH processes
Liu, Ji-chun
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 436-446
Persistent link: https://www.econbiz.de/10003948829
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...
//-->