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
~subject:"Autocorrelation"
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
Bootstrap Cointegration Rank T...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Autocorrelation
Theorie
143
Theory
142
Time series analysis
122
Zeitreihenanalyse
122
Unit root test
103
Einheitswurzeltest
96
Cointegration
77
Kointegration
70
Bootstrap approach
66
Bootstrap-Verfahren
66
Estimation theory
58
Schätztheorie
58
VAR model
45
VAR-Modell
45
Statistical test
44
Statistischer Test
44
Volatilität
39
Volatility
38
Estimation
33
Schätzung
33
Stochastic process
31
Stochastischer Prozess
31
Saisonale Schwankungen
28
Seasonal variations
28
Structural break
27
Strukturbruch
27
Heteroscedasticity
24
Heteroskedastizität
24
Autokorrelation
21
Bootstrap
19
wild bootstrap
19
Co-integration
18
Prognoseverfahren
15
Correlation
14
Forecasting model
14
Korrelation
14
Wild bootstrap
13
VAR
12
Poland
11
more ...
less ...
Online availability
All
Undetermined
5
Free
4
Type of publication
All
Article
15
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
21
Author
All
Cavaliere, Giuseppe
12
Taylor, Robert
10
Rahbek, Anders
8
Leybourne, Stephen James
5
Georgiev, Iliyan
4
Harvey, David I.
3
Agosto, Arianna
2
Astill, Sam
2
Kristensen, Dennis
2
Smith, Richard J.
2
Bohn Nielsen, Heino
1
Lu, Ye
1
Stærk-Østergaard, Jacob
1
Taylor, A. M. Robert
1
more ...
less ...
Published in...
All
Econometric theory
6
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Discussion papers / Department of Economics, University of Copenhagen
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of empirical finance
2
CREATES research paper
1
Econometric reviews
1
Economics letters
1
The Manchester School
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003788886
Saved in:
2
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
3
On the asymptotic properties of some seasonal unit root tests
Taylor, Robert
-
2002
Persistent link: https://www.econbiz.de/10001657891
Saved in:
4
On the Asymptotic properties of some seasonal unit root tests
Taylor, Robert
- In:
Econometric theory
19
(
2003
)
2
,
pp. 311-321
Persistent link: https://www.econbiz.de/10001743408
Saved in:
5
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
6
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
7
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
Saved in:
8
Robust inference in autoregressions with multiple outliers
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1625-1661
Persistent link: https://www.econbiz.de/10003904429
Saved in:
9
Exploiting infinite variance through dummy variables in nonstationary autoregressions
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1162-1195
Persistent link: https://www.econbiz.de/10010343729
Saved in:
10
Regime-switching autoregressive coefficients and the asymptotics for unit root tests
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
24
(
2008
)
4
,
pp. 1137-1148
Persistent link: https://www.econbiz.de/10003736886
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
