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:"Time series analysis"
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
The performance of unit root t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
622,186
Theory
607,100
USA
42,718
United States
41,517
Schätzung
31,091
Estimation
30,325
Geldpolitik
25,600
Welt
25,118
Monetary policy
24,811
World
24,497
Deutschland
23,248
Germany
21,542
Portfolio-Management
18,753
Zins
18,679
Portfolio selection
18,551
Risiko
17,400
Interest rate
17,375
Risk
17,188
Mathematische Optimierung
16,730
Mathematical programming
16,625
Prognoseverfahren
13,934
Forecasting model
13,671
Zeitreihenanalyse
13,597
Wirtschaftswachstum
13,561
Economic growth
12,945
Spieltheorie
12,641
Game theory
11,925
Börsenkurs
11,337
Experiment
11,139
Share price
11,130
Volatilität
10,637
Asymmetrische Information
10,535
Volatility
10,369
Wettbewerb
10,278
Asymmetric information
10,255
Wohlfahrtsanalyse
10,139
EU-Staaten
10,089
Schätztheorie
10,062
Welfare analysis
9,968
more ...
less ...
Online availability
All
Free
4,013
Undetermined
2,288
Type of publication
All
Article
6,768
Book / Working Paper
6,439
Type of publication (narrower categories)
All
Article in journal
6,238
Aufsatz in Zeitschrift
6,238
Graue Literatur
3,529
Non-commercial literature
3,529
Working Paper
3,326
Arbeitspapier
3,325
Hochschulschrift
523
Aufsatz im Buch
474
Book section
474
Thesis
451
Collection of articles of several authors
143
Sammelwerk
143
Lehrbuch
113
Collection of articles written by one author
110
Sammlung
110
Textbook
101
Bibliografie enthalten
93
Bibliography included
93
Aufsatzsammlung
66
Amtsdruckschrift
58
Government document
58
Konferenzschrift
57
Systematic review
52
Übersichtsarbeit
52
Forschungsbericht
42
Conference proceedings
33
Conference paper
31
Konferenzbeitrag
31
Mehrbändiges Werk
20
Multi-volume publication
20
Rezension
16
Festschrift
15
Bibliografie
12
Handbook
12
Handbuch
12
Reprint
10
Einführung
8
Amtliche Publikation
6
Statistik
6
Mikroform
4
more ...
less ...
Language
All
English
12,644
German
367
French
80
Spanish
67
Italian
20
Portuguese
14
Polish
8
Dutch
5
Russian
4
Czech
2
Danish
2
Croatian
2
Slovenian
2
Swedish
2
Undetermined
2
Valencian
1
Finnish
1
Japanese
1
Norwegian
1
Turkish
1
more ...
less ...
Author
All
Phillips, Peter C. B.
152
Gil-Alaña, Luis A.
143
Franses, Philip Hans
136
Koopman, Siem Jan
115
Caporale, Guglielmo Maria
114
Lütkepohl, Helmut
74
Härdle, Wolfgang
68
Koop, Gary
68
Pesaran, M. Hashem
64
Sibbertsen, Philipp
63
Teräsvirta, Timo
63
McAleer, Michael
60
Taylor, Robert
58
Harvey, Andrew C.
56
Kunst, Robert M.
56
Maravall Herrero, Agustín
55
Swanson, Norman R.
53
Granger, C. W. J.
50
Hyndman, Rob J.
50
Perron, Pierre
49
Lucas, André
48
Dijk, Herman K. van
47
Hallin, Marc
47
Engle, Robert F.
46
Hassler, Uwe
46
Marcellino, Massimiliano
45
Bauwens, Luc
43
Proietti, Tommaso
43
Gao, Jiti
42
Johansen, Søren
42
Kapetanios, George
42
Saikkonen, Pentti
42
Ghysels, Eric
41
Leybourne, Stephen James
40
Mills, Terence C.
40
Stock, James H.
40
Hendry, David F.
39
Robinson, Peter M.
39
Haldrup, Niels
38
Feng, Yuanhua
37
more ...
less ...
Institution
All
National Bureau of Economic Research
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
50
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Centre for Quantitative Economics & Computing
8
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
London School of Economics and Political Science
6
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
Institut für Weltwirtschaft
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Birkbeck College / Department of Economics
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Carleton University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
more ...
less ...
Published in...
All
Journal of econometrics
354
International journal of forecasting
318
Economics letters
287
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Journal of forecasting
226
Econometric theory
202
Discussion paper / Tinbergen Institute
171
Econometric reviews
141
Applied economics
129
Economic modelling
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
116
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Applied economics letters
100
Journal of applied econometrics
90
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Working paper
81
Computational economics
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
CREATES research paper
75
Journal of economic dynamics & control
68
Cowles Foundation discussion paper
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Energy economics
61
NBER Working Paper
59
CESifo working papers
58
EUI working paper / ECO
58
Working paper / National Bureau of Economic Research, Inc.
58
Oxford bulletin of economics and statistics
56
Journal of empirical finance
55
NBER working paper series
54
The econometrics journal
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
Discussion papers of interdisciplinary research project 373
50
Econometrics : open access journal
47
European journal of operational research : EJOR
47
Finance research letters
45
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Journal of macroeconomics
41
more ...
less ...
Source
All
ECONIS (ZBW)
13,205
EconStor
1
ArchiDok
1
Showing
1
-
10
of
13,207
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effects of interest rate changes on the stock market in Taiwan
Huang, Ai-Chen
;
Chang, Hsiao-Fen
- In:
The empirical economics letters : a monthly …
14
(
2015
)
6
,
pp. 623-630
Persistent link: https://www.econbiz.de/10011419182
Saved in:
2
The power of the augmented Dickey-Fuller test to detect non-stationarity when there is a mix with a stationary variable
Azar, Samih Antoine
;
Nasr, Najoie I.
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 885-890
Persistent link: https://www.econbiz.de/10011459131
Saved in:
3
Asymmetric adjustments in the spread of lending and deposit rates : evidence from extended threshold unit root tests
Lee, Junsoo
;
Strazicich, Mark
;
Yu, Byungchul
- In:
Review of financial economics : RFE
22
(
2013
)
4
,
pp. 187-193
Persistent link: https://www.econbiz.de/10010442728
Saved in:
4
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527201
Saved in:
5
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
6
An alternative mean reversion test for interest rates
Özel, Özgür
;
Ilalan, Deniz
- In:
Central Bank review / The Central Bank of the Republic …
18
(
2018
)
1
,
pp. 35-39
Persistent link: https://www.econbiz.de/10011897379
Saved in:
7
Mean reversion of real interest rates : further evidence based on a unit root test with a fourier function
Chang, Chih-kai
;
Chang, Tsangyao
- In:
The empirical economics letters : a monthly …
11
(
2012
)
11
,
pp. 1149-1156
Persistent link: https://www.econbiz.de/10010199220
Saved in:
8
Non-normal errors or nonlinearity? : performance of unit root tests
Lee, Hyejin
;
Hur, Mansik
- In:
Applied economics
53
(
2021
)
52
,
pp. 6094-6103
Persistent link: https://www.econbiz.de/10012650385
Saved in:
9
The relationship between interest rates and inflation : time series evidence from Canada
Fazlollahi, Negar
;
Ebrahimijam, Saeed
- In:
New Dynamics in Banking and Finance : 5th International …
,
(pp. 191-205)
.
2022
Persistent link: https://www.econbiz.de/10013198534
Saved in:
10
Relationship between budget deficit and interest rate in the economy of Pakistan : an econometric study
Mukhopadhyay, Chandan Kumar
;
Mitra, Debabrata
;
Datta, …
- In:
International journal of economics
11
(
2017
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10011708617
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
