//--> //--> //--> //-->
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
~person:"Arteche, Josu"
~person:"Robinson, Peter M."
~person:"Rossi, Francesca"
~subject:"Lagrange multiplier test"
~subject:"Zeitreihenanalyse"
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
Semiparametric analysis of lon...
Similar by person
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Lagrange multiplier test
Zeitreihenanalyse
Theorie
87
Theory
87
Estimation theory
77
Schätztheorie
77
Time series analysis
63
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Cointegration
23
Kointegration
23
Regression analysis
18
Regressionsanalyse
18
Estimation
14
Autocorrelation
13
Autokorrelation
13
Schätzung
13
Stochastic process
12
Stochastischer Prozess
12
Panel
10
Panel study
10
Regional economics
10
Regionalökonomik
10
Räumliche Interaktion
10
Spatial interaction
10
Correlation
9
Korrelation
9
Statistical theory
9
Statistische Methodenlehre
9
Großbritannien
7
United Kingdom
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Spatial autoregression
6
Statistical test
6
Statistischer Test
6
ARCH model
5
ARCH-Modell
5
Econometrics
5
Edgeworth expansion
5
Heteroscedasticity
5
more ...
less ...
Online availability
All
Free
18
Undetermined
3
Type of publication
All
Book / Working Paper
38
Article
26
Type of publication (narrower categories)
All
Arbeitspapier
27
Working Paper
27
Article in journal
26
Aufsatz in Zeitschrift
26
Graue Literatur
26
Non-commercial literature
26
Collection of articles of several authors
3
Sammelwerk
3
Festschrift
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Book section
1
more ...
less ...
Language
All
English
64
Author
All
Arteche, Josu
Robinson, Peter M.
Rossi, Francesca
Giraitis, Liudas
7
Zaffaroni, Paolo
4
Silva, Afonso Gonçalves da
3
Surgailis, Donatas
3
Delgado, Miguel A.
2
Gao, Jiti
2
Gil-Alaña, Luis A.
2
Hidalgo, Javier
2
Iacone, Fabrizio
2
Leipus, Remigijus
2
Lobato, Ignacio N.
2
Marinucci, Domenico
2
Robinson, Peter
2
Samarov, Alexander
2
Velasco, Carlos
2
Cheng, Bing
1
Dalla, Violetta
1
Gonçalves da Silva, Afonso
1
Hannan, Edward J.
1
Henry, Mark S.
1
Hualde, J.
1
Hualde, Javier
1
Lee, Jungyoon
1
Lenz, Hans-Joachim
1
Valasco, Carlos
1
more ...
less ...
Institution
All
Conference on Applied Probability and Time Series Analysis <1995, Athen>
1
London School of Economics and Political Science
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
University of California Santa Barbara
1
Published in...
All
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
20
Econometrics papers
10
Journal of econometrics
10
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Econometric theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of economic studies
3
Advanced texts in econometrics
1
Athens Conference on Applied Probability and Time Series Analysis
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion paper series / LSE Financial Markets Group
1
EUI working paper / ECO
1
Econometric reviews
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Lecture notes in statistics
1
Robust inference
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The econometrics journal
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
more ...
less ...
Source
All
ECONIS (ZBW)
64
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Correlation testing in time series, spatial and cross-sectional data
Robinson, Peter M.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003401899
Saved in:
2
Optimal spectral kernel for long-range dependent time series
Delgado, Miguel A.
;
Robinson, Peter M.
-
1994
Persistent link: https://www.econbiz.de/10000902813
Saved in:
3
Testing of unit root and other nonstationary hypotheses in macroeconomic time series
Gil-Alaña, Luis A.
;
Robinson, Peter M.
-
1996
Persistent link: https://www.econbiz.de/10000952843
Saved in:
4
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
5
Modelling nonlinearity and long memory in time series
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000955132
Saved in:
6
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
1997
Persistent link: https://www.econbiz.de/10000959150
Saved in:
7
A nonparametric test for I (0)
Lobato, Ignacio N.
;
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10000978039
Saved in:
8
Time series analysis : in memory of E. J. Hannan
Hannan, Edward J.
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000981763
Saved in:
9
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
10
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.
;
Robinson, Peter M.
-
1998
Persistent link: https://www.econbiz.de/10000994028
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->