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Search: subject:"STATIONARITY"
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Subject
All
stationarity
314
Stationarity
282
Zeitreihenanalyse
244
Time series analysis
234
Theorie
180
Theory
170
Stochastischer Prozess
121
Stochastic process
111
non-stationarity
105
Schätztheorie
104
Estimation theory
103
Einheitswurzeltest
98
Unit root test
98
Schätzung
96
Estimation
92
Cointegration
83
cointegration
68
Non-stationarity
65
Kointegration
62
Panel
60
Panel study
57
Strukturbruch
55
Structural break
52
Statistischer Test
44
Volatility
42
Volatilität
40
Statistical test
39
ARCH-Modell
38
ARCH model
37
Stationarität
37
Börsenkurs
34
Share price
33
Prognoseverfahren
30
structural breaks
30
Forecasting model
28
Unit root
27
Welt
27
World
25
stationarity test
24
unit root
24
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Online availability
All
Free
658
Undetermined
373
CC license
16
Type of publication
All
Article
614
Book / Working Paper
590
Other
5
Type of publication (narrower categories)
All
Article in journal
296
Aufsatz in Zeitschrift
296
Working Paper
169
Graue Literatur
94
Non-commercial literature
94
Arbeitspapier
85
Article
34
Aufsatz im Buch
10
Book section
10
research-article
9
Thesis
6
Hochschulschrift
5
Conference paper
4
Konferenzbeitrag
4
Konferenzschrift
2
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2
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2
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1
Research Report
1
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English
686
Undetermined
499
Spanish
10
German
8
French
4
Italian
1
Polish
1
Serbian
1
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Author
All
Holmes, Mark J.
21
Panagiotidis, Theodore
18
Otero, Jesús
17
McAleer, Michael
16
Nielsen, Bent
15
Koopman, Siem Jan
12
Noriega, Antonio E.
12
Blasques, Francisco
11
Kapetanios, George
11
Jalles, João Tovar
10
Berenguer-Rico, Vanessa
9
Linton, Oliver
9
Phillips, Peter C.B.
9
Ventosa-Santaulària, Daniel
9
Afonso, António
8
Beran, Jan
8
Gao, Jiti
8
Gürtler, Marc
8
Johansen, Søren
8
Jönsson, Kristian
8
Lucas, André
8
Rauh, Ronald
8
Francq, Christian
7
Guhr, Thomas
7
Hafner, Christian M.
7
Hassler, Uwe
7
Hong, Yongmiao
7
Jentsch, Carsten
7
Landajo, Manuel
7
Pelagatti, Matteo
7
Balcilar, Mehmet
6
Camarero, Mariam
6
Caporin, Massimiliano
6
Damjanovic, Tatiana
6
Grassi, Stefano
6
Guegan, Dominique
6
Hanck, Christoph
6
Liew, Venus Khim-Sen
6
Liu, Keqing
6
Otero, Jesus
6
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
47
HAL
11
EconWPA
9
Cowles Foundation for Research in Economics, Yale University
8
School of Economics and Management, University of Aarhus
7
Banco de México
6
Department of Economics, Oxford University
6
Faculty of Economics, University of Cambridge
6
Rimini Centre for Economic Analysis (RCEA)
6
Tinbergen Instituut
6
Université Paris-Dauphine (Paris IX)
6
C.E.P.R. Discussion Papers
5
Dipartimento di Scienze Economiche, Facoltà di Economia
5
Gaidar Institute for Economic Policy
5
School of Economics and Finance, Queen Mary
5
Society for Computational Economics - SCE
5
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
5
CESifo
4
Center for Financial Studies
4
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
4
Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
4
Dipartimento di Statistica, Università degli Studi di Milano-Bicocca
4
Econometric Society
4
Nationalekonomiska Institutionen, Ekonomihögskolan
4
Økonomisk Institut, Københavns Universitet
4
Banca d'Italia
3
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
3
Department of Economics and Finance, College of Business and Economics
3
Department of Economics, Boston College
3
European Association of Agricultural Economists - EAAE
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
Facultat d'Economia i Empresa, Universitat de Barcelona
3
Granger Centre for Time Series Econometrics, School of Economics
3
London School of Economics (LSE)
3
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
3
Suomen Pankki
3
World Institute for Development Economic Research (UNU/WIDER), United Nations University
3
Agricultural and Applied Economics Association - AAEA
2
Banque de France
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
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Published in...
All
MPRA Paper
47
Working Paper
18
Journal of econometrics
16
Physica A: Statistical Mechanics and its Applications
15
Statistics & Probability Letters
15
Discussion paper / Tinbergen Institute
11
Tinbergen Institute Discussion Paper
11
Econometric reviews
10
Economic modelling
10
Empirical Economics
10
Post-Print / HAL
10
Economics Bulletin
9
Cowles Foundation Discussion Papers
8
Econometrics
8
Economics Letters
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Stochastic Processes and their Applications
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Tinbergen Institute Discussion Papers
7
Annals of the Institute of Statistical Mathematics
6
CREATES Research Papers
6
Cambridge Working Papers in Economics
6
Economic Modelling
6
Economics Series Working Papers / Department of Economics, Oxford University
6
Statistical Papers / Springer
6
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
6
Working Papers / Banco de México
6
Applied economics letters
5
CEPR Discussion Papers
5
Discussion Paper
5
Discussion Paper Series
5
Economics Papers from University Paris Dauphine
5
Energy economics
5
International Econometric Review (IER)
5
Journal of Econometrics
5
Journal of empirical finance
5
Journal of time series econometrics
5
Studies in Nonlinear Dynamics & Econometrics
5
Theoretical and applied economics : GAER review
5
Working Paper Series
5
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Source
All
RePEc
646
ECONIS (ZBW)
416
EconStor
119
BASE
15
Other ZBW resources
9
USB Cologne (EcoSocSci)
3
USB Cologne (business full texts)
1
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641
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
642
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
643
"Marketing earthquakes" : a process of brand and market evolution by punctuated equilibrium
Hamlin, Robert P.
;
Bishop, David
;
Mather, Damien W.
- In:
Marketing theory
15
(
2015
)
3
,
pp. 299-320
Persistent link: https://www.econbiz.de/10011491378
Saved in:
644
Does real interest rate parity really hold? : new evidence from G7 countries
Chang, Ming-Jen
;
Su, Che-Yi
- In:
Economic modelling
47
(
2015
),
pp. 299-306
Persistent link: https://www.econbiz.de/10011439130
Saved in:
645
Trends in the CZK development and AR(I)MA forecasting
Melcher, Ota
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
23
(
2015
)
2
,
pp. 3-21
Persistent link: https://www.econbiz.de/10011305425
Saved in:
646
An MPEC reformulation of an EPEC model for electricity markets
Guo, Lei
;
Lin, Gui-Hua
;
Zhang, Dali
;
Zhu, Daoli
- In:
Operations research letters
43
(
2015
)
3
,
pp. 262-267
Persistent link: https://www.econbiz.de/10011309554
Saved in:
647
Mean reversion property in Indian commodities futures market
Ahamed, Naseem
;
Tiwari, Aviral Kumar
- In:
The empirical economics letters : a monthly …
14
(
2015
)
5
,
pp. 443-450
Persistent link: https://www.econbiz.de/10011419068
Saved in:
648
Foreign direct investment and macroeconomic factors : evidence from the Indian economy
Tripathi, Vanita
;
Seth, Ritika
;
Bhandari, Varun
- In:
Asia-Pacific journal of management research and …
11
(
2015
)
1
,
pp. 46-56
Persistent link: https://www.econbiz.de/10011383278
Saved in:
649
Time-deformation modeling of stock returns directed by duration processes
Feng, Dingan
;
Song, Peter X.-K.
;
Wirjanto, Tony S.
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 480-511
Persistent link: https://www.econbiz.de/10011373264
Saved in:
650
Orthogonal test, determinacy test and seperation property for a weak stationary time series : for chaotic sequences and sunspot numbers
Saito, Kunihiko
;
Nakano, Yuji
-
2015
Persistent link: https://www.econbiz.de/10011373292
Saved in:
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