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~subject:"Einheitswurzeltest"
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Einheitswurzeltest
Autokorrelation
2,801
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2,714
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1,505
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1,446
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1,243
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1,238
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1,192
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307
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303
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262
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Unit root test
239
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208
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208
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206
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197
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Phillips, Peter C. B.
19
Taylor, Robert
11
Bec, Frédérique
8
Kapetanios, George
7
Magdalinos, Tassos
7
Nielsen, Bent
7
Shin, Yongcheol
7
Pitarakis, Jean-Yves
6
Cavaliere, Giuseppe
5
Guay, Alain
5
Tzavalis, Elias
5
Andreou, Elena
4
Hansen, Bruce E.
4
Meligkotsidou, Loukia
4
Nielsen, Morten Ørregaard
4
Spanos, Aris
4
Vrontos, Ioannis D.
4
Berument, Hakan
3
Carrasco, Marine
3
Chang, Yoosoon
3
Guerre, Emmanuel
3
Han, Chirok
3
Inoue, Atsushi
3
Johansen, Søren
3
Kilian, Lutz
3
Leybourne, Stephen James
3
Lieberman, Offer
3
Park, Joon Y.
3
Politis, Dimitris N.
3
Rahbek, Anders
3
Saikkonen, Pentti
3
Sandberg, Rickard
3
Seo, Myung Hwan
3
Snell, Andy
3
Sollis, Robert
3
Sul, Donggyu
3
Tu, Yundong
3
Ali, Mukhtar M.
2
Andrews, Donald W. K.
2
Astill, Sam
2
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1
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1
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Econometric reviews
18
Journal of econometrics
15
Econometric theory
14
Applied economics letters
10
Cowles Foundation discussion paper
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
The econometrics journal
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Economics letters
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Cowles Foundation Discussion Paper
4
Economic modelling
4
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4
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Discussion papers in economics and econometrics
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3
Journal of empirical finance
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Applied economics
2
Applied financial economics
2
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
International journal of forecasting
2
SSE EFI working paper series in economics and finance
2
Série des documents de travail
2
The empirical economics letters : a monthly international journal of economics
2
Working paper series / Department of Economics, Auburn University
2
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
1
Annals of economics and statistics
1
Asian African journal of economics and econometrics
1
Bank of Finland Research Discussion Paper
1
Banks and bank systems : international research journal
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Department of Economics, Finance & Accounting working papers series
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Discussion papers / Department of Economics, University of Copenhagen
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Discussion papers / Department of Economics, University of Helsinki
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ECONIS (ZBW)
238
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1
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
2
Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
;
Smith, Richard J.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
Saved in:
3
A unified unit root test regardless of intercept
Yang, Bingduo
;
Liu, Xiaohui
;
Long, Wei
;
Peng, Liang
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
Saved in:
4
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
5
Episodic nonlinear event detection in the Turkish exchange rate market
Kiliç, Mustafa Ercan
;
Kara, Hakan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
1
,
pp. 95-100
Persistent link: https://www.econbiz.de/10010392592
Saved in:
6
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter
;
Taylor, Robert
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 91-117
Persistent link: https://www.econbiz.de/10001589527
Saved in:
7
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter
;
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001415834
Saved in:
8
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
Luger, Richard
-
2001
Persistent link: https://www.econbiz.de/10001555177
Saved in:
9
An invarant sign test for random walks based on recursive median adjustment
So, Beong Soo
;
Shin, Dong-wan
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 197-229
Persistent link: https://www.econbiz.de/10001580614
Saved in:
10
Statistical adequacy and the testing of trend versus difference stationarity
Andreou, Elena
;
Spanos, Aris
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001786916
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