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Search: subject:"local-to-unity"
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Zeitreihenanalyse
18
Estimation theory
17
Schätztheorie
17
Time series analysis
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local to unity
17
Local to unity
14
Einheitswurzeltest
12
Unit root test
12
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10
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6
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Local-to-unity
6
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6
Schätzung
6
Local to unity asymptotics
5
Unit root
5
local-to-unity
5
predictive regression
5
Bias
4
Capital income
4
Kapitaleinkommen
4
Kleinste-Quadrate-Methode
4
Least squares method
4
Stochastic process
4
Stochastischer Prozess
4
impulse response functions
4
local-to-unity asymptotics
4
nuisance parameters
4
panel data
4
persistence
4
pooled regression
4
unit roots
4
Asymptotic power envelope
3
Cointegration
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Free
39
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19
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Book / Working Paper
44
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24
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9
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48
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20
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Phillips, Peter C.B.
14
Phillips, Peter C. B.
6
Moon, Hyungsik Roger
5
Rossi, Barbara
5
Giraitis, Liudas
4
Lee, Ji Hyung
4
Maynard, Alex
4
Pesavento, Elena
4
Gustavsson, Magnus
3
Perron, Benoit
3
Shimotsu, Katsumi
3
Sun, Yixiao
3
Österholm, Pär
3
Cook, Steven
2
Gospodinov, Nikolay
2
Guo, Gangzheng
2
Kejriwal, Mohitosh
2
King, Maxwell L.
2
Magdalinos, Tassos
2
Moon, Hyungsik R.
2
Moon, Seongman
2
Müller, Ulrich K.
2
Sizova, Natalia
2
Sriananthakumar, Sivagowry
2
Velasco, Carlos
2
Wang, Shaoping
2
Wang, Xiaohu
2
Yu, Jun
2
Yu, Xuewen
2
Bauer, Dietmar
1
Brissimis, Sophocles N.
1
Bykhovskaya, Anna
1
Chang, Seong Yeon
1
Demetrescu, Matei
1
Deng, Kaihua
1
Drost, Feike C.
1
Elliott, Graham
1
Gouriéroux, Christian
1
Hjalmarsson, Erik
1
Hwang, Jungbin
1
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Cowles Foundation for Research in Economics, Yale University
12
Duke University, Department of Economics
2
Econometric Society
2
Nationalekonomiska Institutionen, Uppsala Universitet
2
C.E.P.R. Discussion Papers
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, Concordia University
1
Department of Economics, European University Institute
1
Department of Economics, University of California-San Diego (UCSD)
1
Economics Department, Queen's University
1
Graduate School of Economics, Hitotsubashi University
1
Institute of Economic Policy Research (IEPR), University of Southern California
1
Nationalekonomiska institutionen, Handelshögskolan
1
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1
School of Economics and Finance, Queen Mary
1
School of Economics and Political Science, Universität St. Gallen
1
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1
Society for Computational Economics - SCE
1
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Cowles Foundation Discussion Papers
12
Journal of econometrics
5
Discussion papers / Graduate School of Economics, Hitotsubashi University
2
Econometric reviews
2
Economics letters
2
The econometrics journal
2
Working Paper
2
Working Papers / Duke University, Department of Economics
2
Annals of economics and statistics
1
CEPR Discussion Papers
1
Computing in Economics and Finance 2001
1
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1
Discussion Paper / Tilburg University, Center for Economic Research
1
Discussion Papers / Graduate School of Economics, Hitotsubashi University
1
Econometric Society 2004 Far Eastern Meetings
1
Econometric Society 2004 North American Winter Meetings
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics Working Papers / Department of Economics, European University Institute
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of economic forecasting ; 1
1
IEPR Working Papers
1
Journal of Applied Statistics
1
Journal of Econometrics
1
Journal of Empirical Finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Monash Econometrics and Business Statistics Working Papers
1
Purdue University Economics Department working paper
1
Queen's Economics Department Working Paper
1
Recent work / Department of Economics, UC San Diego
1
Statistical Papers / Springer
1
The International Journal of Applied Economics
1
University of California at San Diego, Economics Working Paper Series
1
University of St. Gallen Department of Economics working paper series 2002
1
Working Paper Series / Nationalekonomiska Institutionen, Uppsala Universitet
1
Working Paper Series, Center for Labor Studies
1
Working Papers / Department of Economics and Finance, College of Business and Economics
1
Working Papers / Department of Economics, Concordia University
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RePEc
39
ECONIS (ZBW)
26
EconStor
3
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1
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
2
Modeling long cycles
Kang, Da Natasha
;
Marmer, Vadim
- In:
Journal of econometrics
242
(
2024
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10015075200
Saved in:
3
Latent
local-to-unity
models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
Saved in:
4
Stochastic local and moderate departures from a unit root and its application to unit root testing
Nishi, Mikihito
;
Kurozumi, Eiji
-
2022
Persistent link: https://www.econbiz.de/10013364485
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
6
The factor analytical approach in near unit root interactive effects panels
Norkutė, Milda
;
Westerlund, Joakim
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 569-590
Persistent link: https://www.econbiz.de/10012619250
Saved in:
7
Asymptotic properties of the least squares estimator in
local
to
unity
processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
8
Low frequency robust cointegrated regression in the presence of a near-unity regressor
Hwang, Jungbin
;
Valdés, Gonzalo
-
2020
Persistent link: https://www.econbiz.de/10012214074
Saved in:
9
A new test of asset return predictability with an unstable predictor
Chang, Seong Yeon
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510680
Saved in:
10
On the Limit Theory of Mixed to Unity VARs: Panel Setting With Weakly Dependent Errors
Stauskas, Ovidijus
-
2019
asymptotic theory of the
local
to
unity
and mildly explosive processes, they construct a Wald test for the commonality of the …
Persistent link: https://www.econbiz.de/10013208843
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