//--> //--> //--> //-->
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
~isPartOf:"Journal of econometrics"
~subject:"Schätztheorie"
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
Testing fractional persistence...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Theorie
1,607
Theory
1,607
Estimation theory
799
Zeitreihenanalyse
675
Time series analysis
672
Estimation
465
Schätzung
461
Nichtparametrisches Verfahren
267
Nonparametric statistics
267
Volatility
226
Volatilität
226
Regression analysis
214
Regressionsanalyse
214
Forecasting model
192
Prognoseverfahren
192
Panel
190
Panel study
190
Statistical test
185
Statistischer Test
185
Stochastic process
160
Stochastischer Prozess
160
USA
124
United States
124
Einheitswurzeltest
119
Unit root test
119
Cointegration
118
Kointegration
117
Statistical distribution
111
Statistische Verteilung
111
Bayes-Statistik
108
Bayesian inference
108
Method of moments
100
Momentenmethode
100
ARCH model
98
ARCH-Modell
98
Bootstrap approach
98
Bootstrap-Verfahren
98
Capital income
98
Kapitaleinkommen
98
more ...
less ...
Online availability
All
Undetermined
279
Type of publication
All
Article
796
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
792
Aufsatz in Zeitschrift
792
Collection of articles of several authors
9
Conference paper
9
Konferenzbeitrag
9
Sammelwerk
9
Conference proceedings
3
Konferenzschrift
3
more ...
less ...
Language
All
English
799
Author
All
Phillips, Peter C. B.
19
Linton, Oliver
14
Li, Qi
10
Lee, Lung-fei
9
Taylor, Robert
9
Todorov, Viktor
9
Baltagi, Badi H.
8
Gao, Jiti
8
Gouriéroux, Christian
8
Tauchen, George Eugene
8
Cai, Zongwu
7
Francq, Christian
7
Leybourne, Stephen James
7
Park, Joon Y.
7
Andersen, Torben
6
Chen, Xiaohong
6
Chib, Siddhartha
6
Hsiao, Cheng
6
Li, Jia
6
Schmidt, Peter
6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
Chambers, Marcus J.
5
Davis, Richard A.
5
Ghysels, Eric
5
Hong, Han
5
Kim, Donggyu
5
Kohn, Robert
5
Koopman, Siem Jan
5
Li, Yingying
5
Magnus, Jan R.
5
Perron, Pierre
5
Robinson, Peter M.
5
Tu, Yundong
5
White, Halbert
5
Xiao, Zhijie
5
Zhu, Ke
5
Chen, Songnian
4
Christensen, Bent Jesper
4
Donald, Stephen G.
4
more ...
less ...
Published in...
All
Journal of econometrics
Economics letters
552
Econometric theory
419
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
359
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
250
Econometric reviews
235
Discussion paper / Tinbergen Institute
183
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
Journal of applied econometrics
163
Journal of quantitative economics : official journal of the Indian Econometric Society
143
The review of economics and statistics
127
Oxford bulletin of economics and statistics
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Working paper / National Bureau of Economic Research, Inc.
112
Applied economics
107
Applied economics letters
107
Discussion paper / Center for Economic Research, Tilburg University
100
Discussion paper series / IZA
98
The econometrics journal
97
NBER Working Paper
94
International journal of forecasting
90
Working paper / Department of Econometrics and Business Statistics, Monash University
90
CEMMAP working papers / Centre for Microdata Methods and Practice
89
Cowles Foundation discussion paper
88
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Journal of forecasting
84
CORE discussion paper : DP
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Economic modelling
82
Statistical papers
79
NBER working paper series
77
CREATES research paper
76
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
75
Working paper series
74
Discussion paper
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
Working paper
70
Technical working paper / National Bureau of Economic Research
68
The review of economic studies
66
Econometrics : open access journal
65
more ...
less ...
Source
All
ECONIS (ZBW)
799
Showing
1
-
10
of
799
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A test of the null of integer integration against the alternative of fractional integration
Cho, Cheol-Keun
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 217-237
Persistent link: https://www.econbiz.de/10011498931
Saved in:
3
Large-dimensional dynamic factor models :
estimation
of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
4
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
5
Level shift
estimation
in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
6
Asymptotic
theory
for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
7
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Saved in:
8
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
Saved in:
9
Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
Pakel, Cavit
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 459-492
Persistent link: https://www.econbiz.de/10012304576
Saved in:
10
Instrumental variable and variable addition based inference in predictive regressions
Breitung, Jörg
;
Demetrescu, Matei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 358-375
Persistent link: https://www.econbiz.de/10011499478
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->