//--> //--> //--> //-->
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:"Chan, Joshua"
~person:"Phillips, Peter C. B."
~subject:"Scientific modelling"
~subject:"Stochastic process"
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
Long run evidence on money gro...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Scientific modelling
Stochastic process
Time series analysis
283
Zeitreihenanalyse
283
Theorie
164
Theory
164
Estimation theory
110
Schätztheorie
110
Stochastischer Prozess
63
Einheitswurzeltest
54
Unit root test
54
Estimation
48
Schätzung
48
Regression analysis
43
Regressionsanalyse
43
USA
40
United States
40
Bayes-Statistik
39
Bayesian inference
39
VAR model
32
VAR-Modell
32
Cointegration
29
Statistical test
29
Statistischer Test
29
Forecasting model
28
Kointegration
28
Prognoseverfahren
28
Volatility
28
Volatilität
28
State space model
25
Zustandsraummodell
25
Autocorrelation
24
Autokorrelation
24
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Panel
17
Panel study
17
Business cycle
14
Konjunktur
14
Modellierung
14
more ...
less ...
Online availability
All
Free
42
Undetermined
17
Type of publication
All
Book / Working Paper
44
Article
29
Type of publication (narrower categories)
All
Graue Literatur
32
Non-commercial literature
32
Article in journal
28
Aufsatz in Zeitschrift
28
Arbeitspapier
24
Working Paper
24
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
73
Author
All
Chan, Joshua
Phillips, Peter C. B.
McAleer, Michael
60
Koopman, Siem Jan
44
Ravazzolo, Francesco
33
Gao, Jiti
31
Swanson, Norman R.
27
Gil-Alaña, Luis A.
26
Casarin, Roberto
25
Asai, Manabu
24
Caporin, Massimiliano
24
Schorfheide, Frank
24
Hendry, David F.
22
Koop, Gary
22
Billio, Monica
21
Kunst, Robert M.
20
Tauchen, George Eugene
20
Kilian, Lutz
19
Strachan, Rodney W.
19
Marcellino, Massimiliano
18
Mumtaz, Haroon
18
Dijk, Herman K. van
17
Lucas, André
17
Blasques, Francisco
16
Bos, Charles S.
16
Costantini, Mauro
16
Johansen, Søren
16
Theodoridis, Konstantinos
16
Todorov, Viktor
16
Caporale, Guglielmo Maria
14
Bollerslev, Tim
13
Canova, Fabio
13
Chan, Joshua C. C.
13
Fernández-Villaverde, Jesús
13
Härdle, Wolfgang
13
Onatski, Alexei
13
Rubio-Ramírez, Juan Francisco
13
Yu, Jun
13
Guerrón-Quintana, Pablo A.
12
Woitek, Ulrich
12
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
14
CAMA working paper series
12
Journal of econometrics
9
Cowles Foundation Discussion Paper
8
Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
GRIPS discussion papers
2
International journal of forecasting
2
Journal of applied econometrics
2
CAMA Working Paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Federal Reserve Bank of Cleveland working paper series
1
HKIMR working paper
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of quantitative economics
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Time series analysis : in memory of E. J. Hannan
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
73
Showing
1
-
10
of
73
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001389305
Saved in:
2
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Saved in:
3
Stochastic volatility models with ARMA innovations : an application to G7
inflation
forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
4
Stochastic Volatility Models with ARMA Innovations : An Application to G7
Inflation
Forecasts
Zhang, Bo
-
2018
algorithms. We assess the usefulness of these new models in an
inflation
forecasting exercise across all G7 economies. We find …
Persistent link: https://www.econbiz.de/10012915821
Saved in:
5
Stochastic volatility models with ARMA innovations : an application to G7
inflation
forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
6
Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.
;
Phillips, Peter C. B.
;
Schmidt, Peter
-
1991
Persistent link: https://www.econbiz.de/10000828125
Saved in:
7
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
8
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
9
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
10
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->