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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Einheitswurzeltest"
~subject:"Schätzung"
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Einheitswurzeltest
Schätzung
Autocorrelation
49
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Estimation theory
21
Schätztheorie
21
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Theory
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Bec, Frédérique
1
BenSalem, Mélika
1
Bohn Nielsen, Heino
1
Carrasco, Marine
1
Cavaliere, Giuseppe
1
Dickey, David A.
1
Fuller, Wayne A.
1
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1
Roy, Anindya
1
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
21
Economics letters
17
Applied economics letters
16
Econometric reviews
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Econometric theory
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Cowles Foundation discussion paper
10
Journal of empirical finance
10
Discussion paper / Tinbergen Institute
8
Economic modelling
8
The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of forecasting
7
Spatial economic analysis : the journal of the Regional Studies Association
7
Applied economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of risk and financial management : JRFM
6
The empirical economics letters : a monthly international journal of economics
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Econometrics : open access journal
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Working paper
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Applied financial economics
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Cowles Foundation Discussion Paper
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Energy economics
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International journal of finance & economics : IJFE
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International review of financial analysis
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Regional science & urban economics
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Risks : open access journal
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SFB 649 discussion paper
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CBN journal of applied statistics
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CESifo working papers
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Cambridge working papers in economics
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Discussion papers in economics and econometrics
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Composite likelihood estimation of an autoregressive panel ordered probit model with random effects
Tuzcuoglu, Kerem
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 593-607
Persistent link: https://www.econbiz.de/10014448376
Saved in:
2
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:
3
Extreme quantile estimation for autoregressive models
Li, Deyuan
;
Wang, Huixia
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 661-670
Persistent link: https://www.econbiz.de/10012179004
Saved in:
4
Semiparametric spatial autoregressive models with endogenous regressors : with an application to crime data
Hoshino, Tadao
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 160-172
Persistent link: https://www.econbiz.de/10011894483
Saved in:
5
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
Saved in:
6
HAC corrections for strongly autocorrelated time series
Müller, Ulrich K.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 311-340
Persistent link: https://www.econbiz.de/10010488557
Saved in:
7
Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship
Bec, Frédérique
;
BenSalem, Mélika
;
Carrasco, Marine
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 382-395
Persistent link: https://www.econbiz.de/10002372870
Saved in:
8
Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 282-289
Persistent link: https://www.econbiz.de/10001660384
Saved in:
9
Determining the order of differencing in autoregressive processes
Dickey, David A.
;
Pantula, Sastry G.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 18-24
Persistent link: https://www.econbiz.de/10001639870
Saved in:
10
Estimation for autoregressive time series with a root near 1
Roy, Anindya
;
Fuller, Wayne A.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 482-493
Persistent link: https://www.econbiz.de/10001646395
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