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Search: subject:"Frequency domain regression"
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Frequency domain regression
4
Brownian motion
3
Estimation theory
3
Schätztheorie
3
Seasonal unit root tests
3
Time series analysis
3
Zeitreihenanalyse
3
Factor error structure
2
Fourier transform
2
Interactive fixed effects
2
Long-range dependence
2
Moving average
2
Principal components
2
Regression analysis
2
Regressionsanalyse
2
Spectral density estimator
2
frequency domain regression
2
Arbeitsangebot
1
Arbeitslosigkeit
1
Arbeitsmarkt
1
Business cycle
1
Einheitswurzeltest
1
Factor analysis
1
Faktorenanalyse
1
Induktive Statistik
1
Konjunktur
1
Labour market
1
Labour supply
1
Panel
1
Panel study
1
Poland
1
Polen
1
Saisonale Schwankungen
1
Saisonkomponente
1
Seasonal component
1
Seasonal variations
1
Statistical inference
1
Stochastic process
1
Stochastischer Prozess
1
Unemployment
1
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1
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Article
4
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Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
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English
5
Undetermined
1
Author
All
Chambers, Marcus J.
3
Ercolani, Joanne S.
3
Ke, Shuyao
2
Phillips, Peter C. B.
2
Su, Liangjun
2
Gałecka-Burdziak, Ewa
1
Pater, Robert
1
Taylor, A. M. Robert
1
Taylor, A.M. Robert
1
Taylor, Robert
1
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Granger Centre for Time Series Econometrics, School of Economics
1
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Journal of econometrics
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Cowles Foundation discussion paper
1
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
1
Journal of Econometrics
1
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ECONIS (ZBW)
4
RePEc
2
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1
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
2
Robust inference of panel data models with interactive fixed effects under long memory : a frequency domain approach
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
- In:
Journal of econometrics
241
(
2024
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015075187
Saved in:
3
Discouraged or added worker effect : which one prevails in the Polish labour market?
Gałecka-Burdziak, Ewa
;
Pater, Robert
- In:
Acta oeconomica : periodical of the Hungarian Academy …
66
(
2016
)
3
,
pp. 489-505
Persistent link: https://www.econbiz.de/10011625640
Saved in:
4
Testing for seasonal unit roots by
frequency
domain
regression
Chambers, Marcus J.
;
Ercolani, Joanne S.
;
Taylor, A.M. …
- In:
Journal of Econometrics
178
(
2014
)
P2
,
pp. 243-258
our proposed
frequency
domain
regression
-based tests are explored and compared for the case of quarterly data with those …
Persistent link: https://www.econbiz.de/10011052225
Saved in:
5
Testing for seasonal unit roots by
frequency
domain
regression
Chambers, Marcus J.
;
Ercolani, Joanne S.
;
Taylor, Robert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
Saved in:
6
Testing for seasonal unit roots by
frequency
domain
regression
Chambers, Marcus J.
;
Ercolani, Joanne S.
;
Taylor, A. M. …
-
Granger Centre for Time Series Econometrics, School of …
-
2010
and power properties of our proposed
frequency
domain
regression
-based tests are explored and compared for the case of …
Persistent link: https://www.econbiz.de/10008516778
Saved in:
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