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  • Search: subject:"Local power"
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Year of publication
Subject
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local power 35 Local power 20 Schätztheorie 17 Estimation theory 16 Cointegration 10 Time series analysis 9 Zeitreihenanalyse 9 Unit root test 8 asymptotic local power 8 local power function 8 Asymptotic size 6 Frankfurt 6 Lille 6 Metropolises 6 cointegration 6 governance 6 Kernel 5 Moment inequalities 5 Nonlinear nonparametric instrumental variables 5 Nonparametric inference 5 Partial identification 5 Statistischer Test 5 cointegration tests 5 incidental trends 5 near cointegration 5 serial correlation 5 spurious regression 5 structural breaks 5 Asymptotic distribution 4 Asymptotic local power 4 Brownian motion 4 Einheitswurzeltest 4 Generalized residual bootstrap 4 Irregular functional 4 Nichtparametrisches Verfahren 4 Nonparametric statistics 4 Nonstationarity 4 Penalized sieve minimum distance 4 Sieve Wald 4 Sieve quasi likelihood ratio 4
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Online availability
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Free 59 Undetermined 26 CC license 4
Type of publication
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Book / Working Paper 68 Article 40
Type of publication (narrower categories)
All
Article in journal 16 Aufsatz in Zeitschrift 16 Working Paper 14 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Aufsatz im Buch 3 Book Part 3 Book section 3 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Thesis 1
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Language
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Undetermined 57 English 46 German 2 French 2 Spanish 1
Author
All
Karavias, Yiannis 8 Tzavalis, Elias 8 Demazière, Christophe 6 Dubois, Jérôme 6 Feiertag, Patricia 6 Paris, Didier 6 Zimmermann, Karsten 6 Andrews, Donald W.K. 5 Chen, Xiaohong 5 Haldrup, Niels 5 Harvey, David I. 5 Jansson, Michael 5 Leybourne, Stephen J. 5 Pouzo, Demian 5 Shi, Xiaoxia 5 Taylor, A. M. Robert 4 Ahlgren, Niklas 3 Francq, Christian 3 Frey, Bruno S. 3 Skrobotov, Anton 3 Stutzer, Alois 3 Taylor, A.M. Robert 3 Zakoian, Jean-Michel 3 Bagayev, Igor 2 Breitung, Jörg 2 Chen, Jia 2 Csanádi, Mária 2 Ferger, Dietmar 2 Gao, Jiti 2 Gyuris, Ferenc 2 Hafner, Christian M. 2 Haldrup, Niels Prof. 2 Herwartz, H. 2 Herwartz, Helmut 2 Juselius, Mikael 2 Kakizawa, Yoshihide 2 Kreye, Tom Jannik 2 Lee, Ji Hyung 2 Lee, Sokbae 2 Li, Degui 2
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Institution
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Granger Centre for Time Series Econometrics, School of Economics 7 Cowles Foundation for Research in Economics, Yale University 6 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 School of Economics and Management, University of Aarhus 4 Department of Economics, University of California-San Diego (UCSD) 2 Facoltà di Economia, Università degli Studi dell'Insubria 2 Hanken Svenska Handelshögskolan 2 Center for Research in Economics, Management and the Arts (CREMA) 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 1 Department of Economics and Related Studies, University of York 1 Department of Economics, Boston University 1 Department of Economics, European University Institute 1 Department of Economics, Leicester University 1 Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC) 1 EconWPA 1 Economics Department, Queen's University 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Gaidar Institute for Economic Policy 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Institute for Transportation Studies (ITS), University of California-Berkeley 1 Russian Presidential Academy of National Economy and Public Administration (RANEPA) 1 School of Economics, University of Edinburgh 1 School of Economics, University of Nottingham 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Tinbergen Institute 1 Tinbergen Instituut 1
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Published in...
All
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics 7 Cowles Foundation Discussion Papers 6 Journal of econometrics 6 MPRA Paper 5 Journal of Econometrics 4 Journal of Multivariate Analysis 4 Economics Letters 3 Economics Working Papers / School of Economics and Management, University of Aarhus 3 Cities and metropolises in France and Germany 2 Econometric reviews 2 Economics and Quantitative Methods 2 Städte und Metropolen in Frankreich und Deutschland 2 Tinbergen Institute Discussion Papers 2 University of California at San Diego, Economics Working Paper Series 2 Villes et métropoles en France et en Allemagne 2 Working Papers / Hanken Svenska Handelshögskolan 2 cemmap working paper 2 Annals of the Institute of Statistical Mathematics 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2020: Gender Economics 1 Boston University - Department of Economics - Working Papers Series 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CERS-IE Working Papers 1 CIRANO Working Papers 1 CREATES Research Papers 1 CREMA Working Paper 1 CREMA Working Paper Series 1 Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 1 Discussion Papers / Department of Economics and Related Studies, University of York 1 Discussion Papers / School of Economics, University of Nottingham 1 Discussion Papers in Economics 1 Discussion paper / Tinbergen Institute 1 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 1 Document de travail / ERUDITE, Laboratoire d'Économie 1 Documento CEDE 1 ESE Discussion Papers 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Econometrics 1 Econometrics : open access journal 1
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Source
All
RePEc 68 ECONIS (ZBW) 26 EconStor 12 BASE 1 Other ZBW resources 1
Showing 1 - 10 of 108
Cover Image
Testing for a forecast accuracy breakdown under long memory
Kreye, Tom Jannik; Sibbertsen, Philipp - 2024
We propose a test to detect a forecast accuracy breakdown in a long memory time series and provide theoretical and simulation evidence on the memory transfer from the time series to the forecast residuals. The proposed method uses a double sup-Wald test against the alternative of a structural...
Persistent link: https://www.econbiz.de/10015152773
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Testing for a forecast accuracy breakdown under long memory
Kreye, Tom Jannik; Sibbertsen, Philipp - 2024
We propose a test to detect a forecast accuracy breakdown in a long memory time series and provide theoretical and simulation evidence on the memory transfer from the time series to the forecast residuals. The proposed method uses a double sup-Wald test against the alternative of a structural...
Persistent link: https://www.econbiz.de/10015166043
Saved in:
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Entwicklung der Metropolen in Deutschland und Frankreich
Demazière, Christophe; Feiertag, Patricia; Paris, Didier; … - In: Städte und Metropolen in Frankreich und Deutschland, (pp. 63-86). 2023
Die Entwicklung der Metropolregionen und Metropolen (métropoles) in beiden Ländern veranschaulicht die Theoriediskussionen über dieses besondere geographische Objekt. Politische Legitimität, eine weitreichende Autonomie und ein hinreichend "bedeutsames" Territorium sollten die Grundlage für...
Persistent link: https://www.econbiz.de/10014327091
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Métropoles et organisation du développement métropolitain en Allemagne et en France
Demazière, Christophe; Feiertag, Patricia; Paris, Didier; … - In: Villes et métropoles en France et en Allemagne, (pp. 60-82). 2023
L'évolution des villes-régions et des métropoles dans les deux pays illustre les débats théoriques sur cet objet géographique particulier. La légitimité politique, une autonomie importante et une zone territoriale "pertinente" devraient constituer la base de ces régions. Mais de cette...
Persistent link: https://www.econbiz.de/10014284508
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Entwicklung der Metropolen in Deutschland und Frankreich
Demazière, Christophe; Feiertag, Patricia; Paris, Didier; … - In: Städte und Metropolen in Frankreich und Deutschland, (pp. 63-86). 2023
Die Entwicklung der Metropolregionen und Metropolen (métropoles) in beiden Ländern veranschaulicht die Theoriediskussionen über dieses besondere geographische Objekt. Politische Legitimität, eine weitreichende Autonomie und ein hinreichend "bedeutsames" Territorium sollten die Grundlage für...
Persistent link: https://www.econbiz.de/10014336180
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El Baile Rojo: impacto de la violencia política sobre el comportamiento electoral, el caso de la Unión Patriótica (1984-2007)
Cabra-Ruiz, Nicolás - 2023
Persistent link: https://www.econbiz.de/10014276828
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Métropoles et organisation du développement métropolitain en Allemagne et en France
Demazière, Christophe; Feiertag, Patricia; Paris, Didier; … - In: Villes et métropoles en France et en Allemagne, (pp. 60-82). 2023
L’évolution des villes-régions et des métropoles dans les deux pays illustre les débats théoriques sur cet objet géographique particulier. La légitimité politique, une autonomie importante et une zone territoriale «pertinente» devraient constituer la base de ces régions. Mais de...
Persistent link: https://www.econbiz.de/10014230931
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Cover Image
The development of metropolises in Germany and France
Demazière, Christophe; Feiertag, Patricia; Paris, Didier; … - In: Cities and metropolises in France and Germany, (pp. 58-79). 2022
The evolution of city regions and metropolises in both countries illustrates the theoretical debates on this particular geographical object. Political legitimacy, significant autonomy and a 'relevant' territorial area should form the basis of these regions. But there is a long way to go from...
Persistent link: https://www.econbiz.de/10013459705
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Cover Image
Missing values in panel data unit root tests
Karavias, Yiannis; Tzavalis, Elias; Zhang, Haotian - In: Econometrics : open access journal 10 (2022) 1, pp. 1-11
two popular panel unit root tests to allow for missing values, and secondly, it employs asymptotic local power functions …
Persistent link: https://www.econbiz.de/10013041203
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Cover Image
The development of metropolises in Germany and France
Demazière, Christophe; Feiertag, Patricia; Paris, Didier; … - In: Cities and metropolises in France and Germany, (pp. 58-79). 2022
The evolution of city regions and metropolises in both countries illustrates the theoretical debates on this particular geographical object. Political legitimacy, significant autonomy and a 'relevant' territorial area should form the basis of these regions. But there is a long way to go from...
Persistent link: https://www.econbiz.de/10013438398
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