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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Linton, Oliver"
~person:"Proietti, Tommaso"
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Zeitreihenanalyse
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Newbold, Paul
Linton, Oliver
Proietti, Tommaso
Phillips, Peter C. B.
15
Koop, Gary
8
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
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ECONIS (ZBW)
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1
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
2
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon
;
Linton, Oliver
;
Oka, Tatsushi
;
Whang, Yoon-jae
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Saved in:
3
The quantilogram : with an application to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 250-282
Persistent link: https://www.econbiz.de/10003571283
Saved in:
4
The strength of evidence for unit autoregressive roots and structural breaks : a Bayesian perspective
Marriott, John Arthur Ransome
;
Newbold, Paul
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001497668
Saved in:
5
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae
;
Linton, Oliver
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
Saved in:
6
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
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