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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Statistischer Test
7,060
Statistical test
6,745
Theorie
3,223
Theory
3,072
Schätztheorie
1,993
Estimation theory
1,964
Schätzung
1,202
Estimation
1,156
Zeitreihenanalyse
1,120
Time series analysis
1,082
Regressionsanalyse
663
Regression analysis
657
Nichtparametrisches Verfahren
654
Nonparametric statistics
630
Prognoseverfahren
608
Forecasting model
591
Bootstrap-Verfahren
539
Bootstrap approach
529
Statistische Methodenlehre
523
Statistical theory
520
Panel
425
USA
418
Panel study
403
United States
385
Statistische Verteilung
374
Statistical distribution
363
Monte-Carlo-Simulation
358
Monte Carlo simulation
357
Kointegration
341
Cointegration
336
Einheitswurzeltest
315
Unit root test
314
Stochastic process
296
Kausalanalyse
273
Strukturbruch
271
Causality analysis
267
Structural break
261
Modellierung
248
Korrelation
244
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Free
132
Undetermined
63
CC license
5
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Book / Working Paper
156
Article
152
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Article in journal
144
Aufsatz in Zeitschrift
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96
Arbeitspapier
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Graue Literatur
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Non-commercial literature
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Bibliografie enthalten
2
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English
305
German
3
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Linton, Oliver
14
Whang, Yoon-jae
12
Chang, Tsangyao
10
Maasoumi, Esfandiar
10
McAleer, Michael
9
Gil-Alaña, Luis A.
7
Kilian, Lutz
7
Su, Chi-Wei
7
Caner, Mehmet
6
Chang, Hsu-Ling
6
Gao, Jiti
6
Holmes, Mark J.
6
Dufour, Jean-Marie
5
Kaplan, David M.
5
Lee, Sokbae
5
Chernozhukov, Victor
4
Davidson, Russell
4
Doko Tchatoka, Firmin
4
Dovonon, Prosper
4
Duclos, Jean-Yves
4
Henderson, Daniel J.
4
Hong, Yongmiao
4
Horváth, Lajos
4
Hounyo, Ulrich
4
Molinari, Francesca
4
Otero, Jesús G.
4
Panagiōtidēs, Theodōros
4
Schrimpf, Paul
4
Wong, Wing-Keung
4
Bahmani-Oskooee, Mohsen
3
Cavaliere, Giuseppe
3
Chandrasekhar, Arun G.
3
Christensen, Kim
3
Chu, Hsiao-ping
3
Donald, Stephen G.
3
Feinberg, Yossi
3
Gill, Len
3
Gonçalves, Sílvia
3
Huang, Jian
3
Kobayashi, Masahito
3
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
National Bureau of Economic Research
1
University of Queensland / School of Economics
1
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Journal of econometrics
24
Econometric reviews
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Economics letters
7
Discussion papers of interdisciplinary research project 373
6
Applied economics letters
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Econometric theory
5
Applied economics
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
4
Working paper series / Department of Economics, University of Missouri-Columbia
4
Annals of finance
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Econometric Institute research papers
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Working Paper
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Applied financial economics
2
CEA_372Cass working paper series
2
CREATES research paper
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
Computational economics
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / IZA
2
Economic modelling
2
Ensaios econômicos
2
IZA Discussion Paper
2
International journal of economics
2
Japan and the world economy : international journal of theory and policy
2
Journal of applied econometrics
2
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
2
Koç University - TÜSİAD Economic Research Forum working paper series
2
LSE STICERD Research Paper
2
Risks : open access journal
2
Routledge advanced texts in economics and finance
2
SFB 373 Discussion Paper
2
SFB 649 Discussion Paper
2
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ECONIS (ZBW)
296
EconStor
12
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1
A critique of the stochastic discount factor methodology
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
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2
Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet
(
contributor
);
Kilian, Lutz
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001397820
Saved in:
3
Regimewechselmodelle : mit einer empirischen Untersuchung von Wechselkursen im Europäischen Währungssystem
Knüpling, Frieder
-
1999
Persistent link: https://www.econbiz.de/10001399040
Saved in:
4
Change point analysis of a Gaussian model
Chen, Jie
;
Gupta, Arjun K.
- In:
Statistical papers
40
(
1999
)
3
,
pp. 323-333
Persistent link: https://www.econbiz.de/10001401146
Saved in:
5
Size distortions of tests of the null hypothesis of stationarity : evidence and implications for applied work
Caner, Mehmet
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001404606
Saved in:
6
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
3
,
pp. 239-252
Persistent link: https://www.econbiz.de/10001470195
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7
Mean-reverting stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
Saved in:
8
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000799442
Saved in:
9
Automatische Prognosen mit saisonalen Box-Jenkins-Modellen
Steffen, Jens Peter
;
Steffen, Jens Peter
-
1999
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001369279
Saved in:
10
Financial econometrics : methods and models
Wang, Peijie
-
2003
-
1. publ.
Persistent link: https://www.econbiz.de/10001591634
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