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subject:"Statistischer Test"
~isPartOf:"Econometric reviews"
~isPartOf:"Investment management and financial innovations"
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Search: subject_exact:"Einheitswurzeltest"
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Statistischer Test
Einheitswurzeltest
57
Unit root test
57
Theorie
45
Theory
45
Time series analysis
30
Zeitreihenanalyse
30
Autocorrelation
11
Autokorrelation
11
Panel
9
Panel study
9
Estimation
8
Estimation theory
8
Heteroscedasticity
8
Heteroskedastizität
8
Schätztheorie
8
Schätzung
8
Statistical test
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Stochastic process
7
Stochastischer Prozess
7
Modellierung
5
Nichtlineare Regression
5
Nonlinear regression
5
Scientific modelling
5
Structural break
5
Strukturbruch
5
Börsenkurs
4
Kaufkraftparität
4
Purchasing power parity
4
Share price
4
unit root test
4
Cointegration
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Lag model
3
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3
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3
OECD countries
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Astill, Sam
1
Bolfek, Berislav
1
Harvey, David I.
1
Kiliç, Rehim
1
Leybourne, Stephen James
1
Li, Haiqi
1
Manjunath BR
1
Njuguna, Josephine
1
Paparoditis, Efstathios
1
Park, Sung Y.
1
Peša, Anita Radman
1
Politis, Dimitris N.
1
Raju, J. K.
1
Rehaman, M.
1
Taylor, Robert
1
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1
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Econometric reviews
Investment management and financial innovations
Journal of econometrics
13
Applied economics
10
Applied economics letters
9
Econometric theory
8
Economics letters
8
Working paper
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The econometrics journal
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic modelling
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The empirical economics letters : a monthly international journal of economics
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IHS economics series : working paper
3
International finance discussion papers
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Journal of time series econometrics
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Oxford bulletin of economics and statistics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The South African journal of economics
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CESifo working papers
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Cowles Foundation discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers in economics and econometrics
2
Discussion papers of interdisciplinary research project 373
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Econometrics : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Festschrift in honor of Peter Schmidt : econometric methods and applications
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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International economic review
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International journal of public sector performance management : IJPSPM
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Japan and the world economy : international journal of theory and policy
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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ECONIS (ZBW)
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1
Testing of causality relationship between Indian and Australian mutual funds performance : standard vs customized benchmarks
Manjunath BR
;
Raju, J. K.
;
Rehaman, M.
- In:
Investment management and financial innovations
17
(
2020
)
3
,
pp. 231-245
Persistent link: https://www.econbiz.de/10012406066
Saved in:
2
Wavelet energy ratio unit root tests
Trokić, Mirza
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
Saved in:
3
Testing efficient market hypothesis in developing Eastern European countries
Tokić, Saša
;
Bolfek, Berislav
;
Peša, Anita Radman
- In:
Investment management and financial innovations
15
(
2018
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10012055456
Saved in:
4
Testing for a unit root in a nonlinear quantile autoregression framework
Li, Haiqi
;
Park, Sung Y.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 867-892
Persistent link: https://www.econbiz.de/10012040418
Saved in:
5
The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 955-973
Persistent link: https://www.econbiz.de/10012040423
Saved in:
6
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
7
Testing the efficient market hypothesis on the Nairobi Securities Exchange
Njuguna, Josephine
- In:
Investment management and financial innovations
13
(
2016
)
3
,
pp. 75-83
Persistent link: https://www.econbiz.de/10011666583
Saved in:
8
Testing for a unit root in a stationary ESTAR process
Kiliç, Rehim
- In:
Econometric reviews
30
(
2011
)
3
,
pp. 274-302
Persistent link: https://www.econbiz.de/10008990439
Saved in:
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