//--> //--> //--> //-->
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"
~subject:"Einheitswurzeltest"
~subject:"Heteroscedasticity"
~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:"Trend-cycle estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Einheitswurzeltest
Heteroscedasticity
Stochastischer Prozess
Time series analysis
315
Zeitreihenanalyse
315
Theorie
190
Theory
190
Estimation theory
159
Schätztheorie
159
Unit root test
35
Statistical test
29
Statistischer Test
29
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Cointegration
24
Kointegration
24
Stochastic process
23
Regression analysis
18
Regressionsanalyse
18
Autocorrelation
15
Autokorrelation
15
Estimation
15
Schätzung
15
Volatility
12
Volatilität
12
ARCH model
10
ARCH-Modell
10
Bootstrap approach
9
Bootstrap-Verfahren
9
Heteroskedastizität
9
Statistical distribution
9
Statistische Verteilung
9
ARMA model
8
ARMA-Modell
8
Metal market
8
Metallmarkt
8
Structural break
8
Strukturbruch
8
VAR model
8
VAR-Modell
8
more ...
less ...
Online availability
All
Undetermined
12
Free
2
Type of publication
All
Article
62
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
63
Aufsatz in Zeitschrift
63
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
63
Author
All
Phillips, Peter C. B.
9
Taylor, Robert
7
Cavaliere, Giuseppe
5
Lütkepohl, Helmut
3
Robinson, Peter M.
3
Rodrigues, Paulo M. M.
3
Arteche, Josu
2
Bandi, Federico M.
2
Georgiev, Iliyan
2
Grégoir, Stéphane
2
Han, Chirok
2
Harvey, David I.
2
Kokoszka, Piotr
2
Leybourne, Stephen James
2
Lieberman, Offer
2
Saikkonen, Pentti
2
Vogelsang, Timothy J.
2
Wagner, Martin
2
Aknouche, Abdelhakim
1
Barrio Castro, Tomas del
1
Barrio Castro, Tomás del
1
Bauer, Dietmar
1
Conigliani, Caterina
1
Corradi, Valentina
1
Elliott, Graham
1
Ercolani, Joanne S.
1
Francq, Christian
1
Gao, Jiti
1
Hammes, David L.
1
Harris, David
1
Harvey, Andrew C.
1
Hassler, Uwe
1
Haug, Stephan
1
Henry, Mark S.
1
Hidalgo, Javier
1
Hong, Yongmiao
1
Horváth, Lajos
1
Hsiao, Cheng
1
Ibragimov, Rustam Ju.
1
Im, Eric I.
1
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
123
Applied economics letters
58
Economics letters
56
Econometric reviews
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Discussion paper / Tinbergen Institute
49
Economic modelling
45
Applied economics
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Cowles Foundation discussion paper
32
Working paper
28
The econometrics journal
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
CREATES research paper
21
Computational economics
20
Discussion papers of interdisciplinary research project 373
20
Energy economics
19
Econometrics : open access journal
18
International journal of forecasting
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Journal of forecasting
16
CAMA working paper series
15
CESifo working papers
15
Journal of empirical finance
15
Journal of risk and financial management : JRFM
15
Journal of time series econometrics
15
The empirical economics letters : a monthly international journal of economics
15
Journal of economic dynamics & control
14
SFB 649 discussion paper
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Journal of applied econometrics
13
Quantitative finance
13
Cowles Foundation Discussion Paper
12
Oxford bulletin of economics and statistics
12
International review of economics & finance : IREF
11
Journal of banking & finance
11
Journal of financial econometrics
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
Relevance
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
Spectral financial econometrics
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
Saved in:
4
Count and duration time series with equal conditional stochastic and mean orders
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Econometric theory
37
(
2021
)
2
,
pp. 248-280
Persistent link: https://www.econbiz.de/10012505389
Saved in:
5
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
6
Bootstrap-assisted unit root testing with piecewise locally stationary errors
Rho, Yeonwoo
;
Shao, Xiaofeng
- In:
Econometric theory
35
(
2019
)
1
,
pp. 142-166
Persistent link: https://www.econbiz.de/10012146125
Saved in:
7
A test for weak stationarity in the spectral domain
Hidalgo, Javier
;
Souza, Pedro C. L.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 547-600
Persistent link: https://www.econbiz.de/10012146156
Saved in:
8
Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
Saved in:
9
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
10
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->