//--> //--> //--> //-->
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
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of applied econometrics"
~subject:"Einheitswurzeltest"
~subject:"Stochastischer Prozess"
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
Search: subject_exact:"Zeitreihenzerlegung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Einheitswurzeltest
Stochastischer Prozess
Time series analysis
209
Zeitreihenanalyse
209
Theorie
149
Theory
149
Estimation
56
Schätzung
56
Estimation theory
47
Schätztheorie
47
USA
45
United States
45
Forecasting model
27
Prognoseverfahren
27
Business cycle
21
Konjunktur
21
Volatility
19
Volatilität
19
Stochastic process
18
Cointegration
16
Deutschland
16
Germany
16
Kointegration
16
Statistical test
16
Statistischer Test
16
Großbritannien
15
United Kingdom
15
Unit root test
13
VAR model
11
VAR-Modell
11
Bayes-Statistik
10
Bayesian inference
10
Börsenkurs
9
Markov chain
9
Markov-Kette
9
Nichtlineare Regression
9
Nonlinear regression
9
Share price
9
Economic growth
8
National income
8
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Book / Working Paper
17
Article
12
Type of publication (narrower categories)
All
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
29
Author
All
Gil-Alaña, Luis A.
8
Härdle, Wolfgang
3
Lanne, Markku
3
Lütkepohl, Helmut
3
Spokojnyj, Vladimir G.
3
Hafner, Christian M.
2
Saikkonen, Pentti
2
Bekdache, Basma
1
Caporale, Guglielmo Maria
1
Carrion i Silvestre, Josep Lluís
1
Cook, Steven
1
Cybakov, Aleksandr B.
1
Feldmann, David
1
Föllmer, Hans
1
Gadea, María Dolores
1
Gospodinov, Nikolaj
1
Goulet Coulombe, Philippe
1
Hall, Stephen G.
1
Harvey, Andrew C.
1
Herwartz, Helmut
1
Hoffmann, M.
1
Lepskii, Oleg V.
1
Liptser, R.
1
Lkhagvasuren, Damba
1
MacKinnon, James G.
1
Manner, Hans
1
Mercurio, Danilo
1
Nielsen, Morten Ørregaard
1
Nyblom, Jukka
1
Phillips, Peter C. B.
1
Psaradakis, Zacharias G.
1
Shively, Philip A.
1
Sola, Martin
1
Wu, Ching-Tang
1
Yor, Marc
1
more ...
less ...
Published in...
All
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of applied econometrics
Journal of econometrics
112
Applied economics letters
57
Econometric theory
55
Economics letters
52
Econometric reviews
50
Discussion paper / Tinbergen Institute
47
Economic modelling
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Applied economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Cowles Foundation discussion paper
29
Working paper
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
The econometrics journal
23
Computational economics
20
Discussion papers of interdisciplinary research project 373
19
Energy economics
19
CREATES research paper
17
Econometrics : open access journal
17
International journal of forecasting
17
CAMA working paper series
15
Journal of forecasting
15
Journal of time series econometrics
15
The empirical economics letters : a monthly international journal of economics
15
Journal of empirical finance
14
Journal of risk and financial management : JRFM
13
Oxford bulletin of economics and statistics
13
CESifo working papers
12
Journal of economic dynamics & control
12
Quantitative finance
12
Cowles Foundation Discussion Paper
11
International review of economics & finance : IREF
11
IHS economics series : working paper
10
SFB 649 discussion paper
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Economics and finance working paper series
9
Economics discussion papers
9
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
2
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
Saved in:
3
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
4
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
5
Dynamic stochastic copula models : estimation, inference and applications
Hafner, Christian M.
;
Manner, Hans
- In:
Journal of applied econometrics
27
(
2012
)
2
,
pp. 269-295
Persistent link: https://www.econbiz.de/10009618639
Saved in:
6
A re-examination of the stationarity of inflation
Cook, Steven
- In:
Journal of applied econometrics
24
(
2009
)
6
,
pp. 1047-1053
Persistent link: https://www.econbiz.de/10003886958
Saved in:
7
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
8
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001582163
Saved in:
9
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Saved in:
10
Testing against smooth stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 415-429
Persistent link: https://www.econbiz.de/10001592354
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->