//--> //--> //--> //-->
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:"Econometric theory"
~isPartOf:"Economics letters"
~subject:"Monte-Carlo-Simulation"
~subject:"Unit root test"
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:"Phillips-Perron-Test"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Unit root test
Einheitswurzeltest
239
Theorie
120
Theory
120
Time series analysis
74
Zeitreihenanalyse
74
Panel
41
Panel study
41
Estimation theory
36
Schätztheorie
36
Structural break
24
Strukturbruch
24
Cointegration
19
Kointegration
19
USA
18
United States
18
Autocorrelation
17
Autokorrelation
17
Statistical test
16
Statistischer Test
16
Estimation
14
Saisonkomponente
14
Schätzung
14
Seasonal component
14
Stochastic process
14
Stochastischer Prozess
14
Kaufkraftparität
13
Purchasing power parity
13
Bootstrap approach
12
Bootstrap-Verfahren
12
OECD countries
12
OECD-Staaten
12
Monte Carlo simulation
11
Saisonale Schwankungen
11
Seasonal variations
11
Regression analysis
9
Regressionsanalyse
9
Unit root
8
ARMA model
7
more ...
less ...
Online availability
All
Undetermined
34
Free
2
Type of publication
All
Article
238
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
235
Aufsatz in Zeitschrift
235
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
239
Author
All
Taylor, Robert
15
Leybourne, Stephen James
10
Harvey, David I.
9
Phillips, Peter C. B.
9
Rodrigues, Paulo M. M.
8
Cavaliere, Giuseppe
7
Lee, Junsoo
7
Shin, Dong-wan
7
Lütkepohl, Helmut
5
So, Beong Soo
5
Barrio Castro, Tomás del
4
Carrion i Silvestre, Josep Lluís
4
Costantini, Mauro
4
Wagner, Martin
4
Xiao, Zhijie
4
Georgiev, Iliyan
3
Giulietti, Monica
3
Gutierrez, Luciano
3
Harris, David
3
Jong, Robert M. de
3
Juhl, Ted
3
Kapetanios, George
3
Nabeya, Seiji
3
Otero, Jesús G.
3
Sansó, Andreu
3
Shin, Yongcheol
3
Smith, Jeremy
3
Strauss, Jack
3
Su, Jen-je
3
Westerlund, Joakim
3
Österholm, Pär
3
Artís Ortuño, Manuel
2
Baharumshah, Ahmad Zubaidi
2
Barrio Castro, Tomas del
2
Bauer, Dietmar
2
Becheri, I. Gaia
2
Bierens, Herman J.
2
Camarero Olivas, Mariam
2
Chong, Terence Tai-Leung
2
Chou, Win-lin
2
more ...
less ...
Published in...
All
Econometric theory
Economics letters
Applied economics letters
126
Journal of econometrics
119
Applied economics
118
Economic modelling
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Econometric reviews
53
The empirical economics letters : a monthly international journal of economics
52
Cowles Foundation discussion paper
45
Oxford bulletin of economics and statistics
44
The econometrics journal
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Energy economics
30
International review of economics & finance : IREF
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Journal of international money and finance
26
Working paper
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
CESifo working papers
22
Discussion papers of interdisciplinary research project 373
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Applied financial economics
20
International journal of economics and financial issues : IJEFI
20
Theoretical and applied economics : GAER review
19
Journal of macroeconomics
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
17
Japan and the world economy : international journal of theory and policy
16
Cowles Foundation Discussion Paper
15
Economics bulletin : EB
15
IHS economics series : working paper
15
Discussion paper / Department of Economics, University of California San Diego
14
Empirica : journal of european economics
14
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
14
International journal of economics and finance
14
International journal of finance & economics : IJFE
14
Working papers in economics
14
Computational economics
13
Department of Economics discussion paper / Department of Economics, The University of Birmingham
13
Discussion papers in economics
13
more ...
less ...
Source
All
ECONIS (ZBW)
239
Showing
1
-
10
of
239
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
2
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
3
Quantile unit root inference for panel data with common shocks
Yang, Jisheng
;
Wei, Jinbao
;
Cai, Biqing
- In:
Economics letters
219
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013470951
Saved in:
4
Nearly optimal test for long-run predictability with nearly integrated regressors
Sizova, Natalia
- In:
Econometric theory
37
(
2021
)
1
,
pp. 82-137
Persistent link: https://www.econbiz.de/10012437044
Saved in:
5
Backward mean transformation in unit root panel data models
Juodis, Artūras
;
Poldermans, Rutger W
- In:
Economics letters
201
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607070
Saved in:
6
Estimation of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
Saved in:
7
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
8
Breaks in persistence in fixed-T panel data
Westerlund, Joakim
;
Nordström, Marcus
- In:
Economics letters
205
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013204922
Saved in:
9
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
10
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->