//--> //--> //--> //-->
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:"Essays in honor of Joon Y. Park : econometric theory"
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:"Time series analysis"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
11
Zeitreihenanalyse
11
Estimation theory
9
Schätztheorie
9
Cointegration
6
Kointegration
5
Autocorrelation
3
Autokorrelation
3
Einheitswurzeltest
3
Unit root test
3
Forecasting model
2
Nichtlineare Regression
2
Nichtparametrisches Verfahren
2
Nonlinear regression
2
Nonparametric statistics
2
Prognoseverfahren
2
Theorie
2
Theory
2
asymptotic power
2
unit root
2
Best linear prediction
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Currency derivative
1
DDS Brownian motion
1
Exchange rate
1
F-distribution
1
I(0)
1
Infinite-order cointegrated vector autoregressive process
1
KPSS
1
Karhunen-Loève
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Mathematical programming
1
Mathematische Optimierung
1
Non-linearity
1
Nonlinear autoregressive processes
1
Regression analysis
1
Regressionsanalyse
1
Sampling
1
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Aufsatz im Buch
11
Book section
11
Language
All
English
11
Author
All
Bouhaddioui, Chafik
1
Dufour, Jean-Marie
1
Gao, Jiti
1
Gospodinov, Nikolaj
1
Hassler, Uwe
1
Hitomi, Kohtaro
1
Hosseinkouchack, Mehdi
1
Kew, Hsein
1
Kim, Jiwoong
1
Kim, Kun Ho
1
Kim, Yun-Yeong
1
Koul, Hira L.
1
Liang, Han-Ying
1
Lin, Yingqian
1
Maynard, Alex
1
Nagai, Keiji
1
Nishiyama, Yoshihiko
1
Pesavento, Elena
1
Phillips, Peter C. B.
1
Shen, Yu
1
Sun, Yixiao
1
Takano, Masaya
1
Tao, Junfan
1
Tu, Yundong
1
Wang, Qiying
1
Zhou, Ying
1
more ...
less ...
Published in...
All
Essays in honor of Joon Y. Park : econometric theory
Journal of econometrics
674
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
403
Journal of forecasting
331
Discussion paper / Tinbergen Institute
324
Applied economics
321
Econometric theory
316
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
220
Econometric reviews
220
Energy economics
205
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
188
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
Computational economics
135
CESifo working papers
134
Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
111
Econometrics : open access journal
109
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Finance research letters
103
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
100
The econometrics journal
95
Physica A: Statistical Mechanics and its Applications
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
CAMA working paper series
75
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
2
Powerful self-normalizing tests for stationarity against the alternative of a unit root
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 97-114)
.
2023
Persistent link: https://www.econbiz.de/10014313262
Saved in:
3
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
4
Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
Saved in:
5
A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kim, Kun Ho
;
Koul, Hira L.
;
Kim, Jiwoong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 187-206)
.
2023
Persistent link: https://www.econbiz.de/10014313667
Saved in:
6
Transformation models with cointegrated and deterministically trending regressors
Lin, Yingqian
;
Tu, Yundong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 207-232)
.
2023
Persistent link: https://www.econbiz.de/10014313678
Saved in:
7
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
8
Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj
;
Maynard, Alex
;
Pesavento, Elena
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 295-318)
.
2023
Persistent link: https://www.econbiz.de/10014313744
Saved in:
9
Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
Saved in:
10
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->