//--> //--> //-->
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
~subject:"Stochastischer Prozess"
~isPartOf:"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:"Trend-cycle estimation"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Time series analysis
315
Zeitreihenanalyse
315
Theorie
190
Theory
190
Estimation theory
159
Schätztheorie
159
Einheitswurzeltest
35
Unit root test
35
Statistical test
29
Statistischer Test
29
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Cointegration
24
Kointegration
24
Stochastic process
23
Regression analysis
18
Regressionsanalyse
18
Autocorrelation
15
Autokorrelation
15
Estimation
15
Schätzung
15
Volatility
12
Volatilität
12
ARCH model
10
ARCH-Modell
10
Bootstrap approach
9
Bootstrap-Verfahren
9
Heteroscedasticity
9
Heteroskedastizität
9
Statistical distribution
9
Statistische Verteilung
9
ARMA model
8
ARMA-Modell
8
Metal market
8
Metallmarkt
8
Structural break
8
Strukturbruch
8
VAR model
8
VAR-Modell
8
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Conference paper
1
Konferenzbeitrag
1
Language
All
English
23
Author
All
Phillips, Peter C. B.
5
Arteche, Josu
2
Han, Chirok
2
Lieberman, Offer
2
Robinson, Peter M.
2
Aknouche, Abdelhakim
1
Bandi, Federico M.
1
Ercolani, Joanne S.
1
Francq, Christian
1
Gao, Jiti
1
Georgiev, Iliyan
1
Hammes, David L.
1
Harvey, Andrew C.
1
Hassler, Uwe
1
Haug, Stephan
1
Hidalgo, Javier
1
Im, Eric I.
1
Jong, Robert M. de
1
Kanaya, Shin
1
Knight, John L.
1
Kokoszka, Piotr
1
Kristensen, Dennis
1
Nielsen, Bent
1
Nyblom, Jukka
1
Park, Joon Y.
1
Rosemarin, Roy
1
Rousseau, Judith
1
Sohkanen, Jouni S.
1
Souza, Pedro C. L.
1
Stelzer, Robert
1
Sul, Donggyu
1
Tamoni, Andrea
1
Wills, Douglas T.
1
Yu, Jun
1
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
70
Discussion paper / Tinbergen Institute
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Econometric reviews
28
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Economics letters
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
15
CAMA working paper series
14
Computational economics
14
International journal of forecasting
14
Working paper
14
Cowles Foundation discussion paper
12
Quantitative finance
12
The econometrics journal
12
CREATES research paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometrics : open access journal
11
Applied economics letters
10
Journal of empirical finance
10
Energy economics
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
SFB 649 discussion paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
8
Discussion papers of interdisciplinary research project 373
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of forecasting
7
Journal of time series econometrics
7
Cowles Foundation Discussion Paper
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
CESifo working papers
5
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
23
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Spectral financial econometrics
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
Saved in:
2
Count and duration time series with equal conditional stochastic and mean orders
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Econometric theory
37
(
2021
)
2
,
pp. 248-280
Persistent link: https://www.econbiz.de/10012505389
Saved in:
3
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
4
A test for weak stationarity in the spectral domain
Hidalgo, Javier
;
Souza, Pedro C. L.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 547-600
Persistent link: https://www.econbiz.de/10012146156
Saved in:
5
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
6
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
7
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
8
Signal extraction in long memory stochastic volatility
Arteche, Josu
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1382-1402
Persistent link: https://www.econbiz.de/10011545560
Saved in:
9
Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes
Lieberman, Offer
;
Rosemarin, Roy
;
Rousseau, Judith
- In:
Econometric theory
28
(
2012
)
2
,
pp. 457-470
Persistent link: https://www.econbiz.de/10009520934
Saved in:
10
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
Saved in:
11
Multivariate ecogarch processes
Haug, Stephan
;
Stelzer, Robert
- In:
Econometric theory
27
(
2011
)
2
,
pp. 344-371
Persistent link: https://www.econbiz.de/10009310772
Saved in:
12
Asymptotic behavior of the cusum of squares test under stochastic and deterministic time trends
Nielsen, Bent
;
Sohkanen, Jouni S.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 913-927
Persistent link: https://www.econbiz.de/10009311641
Saved in:
13
Impulse responses of fractionally integrated processes with long memory
Hassler, Uwe
;
Kokoszka, Piotr
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1855-1861
Persistent link: https://www.econbiz.de/10008738316
Saved in:
14
Local limit theory and spurious nonparametric regression
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1466-1497
Persistent link: https://www.econbiz.de/10003904416
Saved in:
15
On discrete sampling of time-varying continuous-time systems
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 985-994
Persistent link: https://www.econbiz.de/10003875911
Saved in:
16
Cyclical trends in continuous time models
Ercolani, Joanne S.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 1112-1119
Persistent link: https://www.econbiz.de/10003875947
Saved in:
17
Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers
Georgiev, Iliyan
- In:
Econometric theory
24
(
2008
)
3
,
pp. 587-615
Persistent link: https://www.econbiz.de/10003894270
Saved in:
18
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
;
Han, Chirok
- In:
Econometric theory
24
(
2008
)
3
,
pp. 631-650
Persistent link: https://www.econbiz.de/10003894277
Saved in:
19
Stationarity condition for AR index process
Im, Eric I.
;
Hammes, David L.
;
Wills, Douglas T.
- In:
Econometric theory
22
(
2006
)
1
,
pp. 164-168
Persistent link: https://www.econbiz.de/10003272617
Saved in:
20
Addendum to asymptotics for nonlinear transformations of integrated time series
Jong, Robert M. de
- In:
Econometric theory
20
(
2004
)
3
,
pp. 627-635
Persistent link: https://www.econbiz.de/10002068302
Saved in:
21
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
- In:
Econometric theory
18
(
2002
)
3
,
pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
Saved in:
22
Tests of common stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
Saved in:
23
Asymptotics for nonlinear transformations of integrated time series
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometric theory
15
(
1999
)
3
,
pp. 269-298
Persistent link: https://www.econbiz.de/10001434300
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->