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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Autokorrelation"
~subject:"Einheitswurzeltest"
~subject:"United States"
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Search: subject_exact:"Phillips-Perron-Test"
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Autokorrelation
Einheitswurzeltest
United States
Unit root test
22
Theorie
19
Theory
19
Autocorrelation
6
Bootstrap approach
6
Bootstrap-Verfahren
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22
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Caner, Mehmet
2
Hansen, Bruce E.
2
Jansson, Michael
2
Müller, Ulrich K.
2
Ng, Serena
2
Phillips, Peter C. B.
2
Alvarez, Fernando
1
Andrews, Donald W. K.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Politis, Dimitris N.
1
Pötscher, Benedikt M.
1
Savin, N. E.
1
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1
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economics letters
148
Applied economics letters
127
Journal of econometrics
119
Applied economics
118
Economic modelling
98
Econometric theory
91
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
32
Energy economics
30
International review of economics & finance : IREF
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of economics and financial issues : IJEFI
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
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ECONIS (ZBW)
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1
On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
3
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
Saved in:
2
One-dimensional inference in autoregressive models with potential presence of a unit root
Mikusheva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
1
,
pp. 173-212
Persistent link: https://www.econbiz.de/10009507943
Saved in:
3
Nearly efficient likelihood ratio tests of the unit root hypothesis
Jansson, Michael
;
Nielsen, Ørregaard
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2321-2332
Persistent link: https://www.econbiz.de/10009665449
Saved in:
4
Efficient tests under a weak convergence assumption
Müller, Ulrich K.
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
2
,
pp. 395-435
Persistent link: https://www.econbiz.de/10009012627
Saved in:
5
Semiparametric power envelopes for tests of the unit root hypothesis
Jansson, Michael
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1103-1142
Persistent link: https://www.econbiz.de/10003765873
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6
Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
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7
Efficient Wald tests for fractional unit roots
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
2
,
pp. 575-589
Persistent link: https://www.econbiz.de/10003462417
Saved in:
8
Using asset prices to measure the persistence of the marginal utility of wealth
Alvarez, Fernando
;
Jermann, Urban J.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1977-2016
Persistent link: https://www.econbiz.de/10003185987
Saved in:
9
A panic attack on unit roots and cointegration
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
4
,
pp. 1127-1177
Persistent link: https://www.econbiz.de/10002132537
Saved in:
10
GMM estimation of autoregressive roots near unity with panel data
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 467-522
Persistent link: https://www.econbiz.de/10001978010
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