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subject:"Zeitreihenanalyse"
person:"Newbold, Paul"
~person:"Perron, Pierre"
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Zeitreihenanalyse
Theorie
119
Theory
119
Time series analysis
73
Structural break
27
Strukturbruch
27
Einheitswurzeltest
26
Unit root test
26
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Newbold, Paul
Perron, Pierre
Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
106
Caporale, Guglielmo Maria
86
Lütkepohl, Helmut
72
Härdle, Wolfgang
68
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67
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
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58
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56
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55
Maravall Herrero, Agustín
55
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52
Swanson, Norman R.
52
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50
Dijk, Herman K. van
47
Hassler, Uwe
47
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47
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47
Engle, Robert F.
46
Hallin, Marc
45
Marcellino, Massimiliano
45
Bauwens, Luc
44
Proietti, Tommaso
43
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42
Ghysels, Eric
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
37
Kapetanios, George
37
Johansen, Søren
36
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36
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36
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3
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ECONIS (ZBW)
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51
Spurious break
Nunes, Luis C.
- In:
Econometric theory
11
(
1995
)
4
,
pp. 736-749
Persistent link: https://www.econbiz.de/10001192727
Saved in:
52
Estimation and inference in nearly unbalanced, nearly cointegrated systems
Ng, Serena
;
Perron, Pierre
-
1995
Persistent link: https://www.econbiz.de/10001512729
Saved in:
53
A note on the asymptotic distributions of unit root tests in the additive outlier model with breaks
Perron, Pierre
- In:
Revista de econometria
13
(
1993
)
2
,
pp. 181-201
Persistent link: https://www.econbiz.de/10001163783
Saved in:
54
Introductory business & economic forecasting
Newbold, Paul
;
Bos, Theodore
-
1994
-
2. ed.
Persistent link: https://www.econbiz.de/10000887984
Saved in:
55
Testing for unit-roots with breaks : evidence on the great crash and the unit-root hypothesis reconsidered
Nunes, Luis C.
;
Newbold, Paul
;
Kuan, Chung-ming
-
1994
Persistent link: https://www.econbiz.de/10000891463
Saved in:
56
Non-stationarities and non-linearities in Canadian inflation
Perron, Pierre
- In:
Economic behaviour and policy choice under price …
,
(pp. 235-291)
.
1994
Persistent link: https://www.econbiz.de/10001292224
Saved in:
57
A note on Johansen's cointegration procedure when trends are present
Perron, Pierre
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 777-789
Persistent link: https://www.econbiz.de/10001331520
Saved in:
58
The HUMP-shaped behavior of macroeconomic fluctuations
Perron, Pierre
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 707-727
Persistent link: https://www.econbiz.de/10001331524
Saved in:
59
Racines unitaires en macroéconomie : le cas multidimensionnel
Perron, Pierre
- In:
Annales d'économie et de statistique
(
1992
),
pp. 1-50
Persistent link: https://www.econbiz.de/10001133662
Saved in:
60
Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 301-320
Persistent link: https://www.econbiz.de/10001126535
Saved in:
61
Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre
;
Vogelsang, Timothy J.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000831369
Saved in:
62
Test consistency with varying sampling frequency
Perron, Pierre
- In:
Econometric theory
7
(
1991
)
3
,
pp. 341-368
Persistent link: https://www.econbiz.de/10001118058
Saved in:
63
Looking for evolving growth rates and cycles in Britisch industrial production, 1700 - 1913
Newbold, Paul
- In:
Journal of the Royal Statistical Society
154
(
1991
)
2
,
pp. 341-348
Persistent link: https://www.econbiz.de/10001106762
Saved in:
64
Pitfalls and opportunities : what macroeconomists should know about unit roots
Campbell, John Y.
- In:
NBER macroeconomics annual
(
1991
),
pp. 141-201
Persistent link: https://www.econbiz.de/10001129303
Saved in:
65
Structural decomposition of time series with implications in economics, accounting, and finance research
Newbold, Paul
- In:
Review of quantitative finance and accounting
1
(
1991
)
3
,
pp. 259-279
Persistent link: https://www.econbiz.de/10001109915
Saved in:
66
The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric
;
Perron, Pierre
-
1990
Persistent link: https://www.econbiz.de/10000809708
Saved in:
67
Testing for a unit root in a time series with a changing mean
Perron, Pierre
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 153-162
Persistent link: https://www.econbiz.de/10001086821
Saved in:
68
Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series
Newbold, Paul
- In:
Journal of monetary economics
26
(
1990
)
3
,
pp. 453-457
Persistent link: https://www.econbiz.de/10001102477
Saved in:
69
Test consistency with varying sampling frequency
Perron, Pierre
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000787072
Saved in:
70
The great crash, the oil price shock, and the unit root hypothesis
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
6
,
pp. 1361-1401
Persistent link: https://www.econbiz.de/10001078849
Saved in:
71
Some recent developments in time series analysis
Newbold, Paul
- In:
Sociaal-economische wetgeving : SEW ; tijdschrift voor …
(
1988
)
Persistent link: https://www.econbiz.de/10001268133
Saved in:
72
Trends and random walks in macroeconomic time series : further evidence from a new approach
Perron, Pierre
-
1988
Persistent link: https://www.econbiz.de/10001269091
Saved in:
73
Forecasting economic time series
Granger, C. W. J.
;
Newbold, Paul
-
1977
Persistent link: https://www.econbiz.de/10000049137
Saved in:
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