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~person:"Johansen, Søren"
~person:"Taylor, Robert"
~subject:"Statistische Methodenlehre"
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Statistische Methodenlehre
Zeitreihenanalyse
171
Time series analysis
170
Theorie
79
Theory
78
Estimation theory
68
Schätztheorie
68
Einheitswurzeltest
44
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44
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36
Kointegration
36
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23
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23
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22
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22
Structural break
19
Strukturbruch
19
Estimation
18
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18
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16
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15
Saisonale Schwankungen
15
Scientific modelling
15
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15
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14
Heteroskedastizität
14
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12
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12
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12
Autocorrelation
10
Autokorrelation
10
Maximum likelihood estimation
10
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Statistical method
9
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12
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Johansen, Søren
Taylor, Robert
Härdle, Wolfgang
13
Hafner, Christian M.
10
Perron, Pierre
10
Koop, Gary
9
Franke, Jürgen
8
Diebold, Francis X.
7
Stock, James H.
7
Vogelsang, Timothy J.
7
Mariano, Roberto S.
6
Phillips, Peter C. B.
6
Schlicht, Ekkehart
6
Brock, William A.
5
Franses, Philip Hans
5
McAleer, Michael
5
McCallum, Bennett T.
5
Schlittgen, Rainer
5
Silvapulle, Paramsothy
5
Stambaugh, Robert F.
5
Breunig, Christoph
4
Choi, In
4
DeLima, Pedro J. F.
4
Dijk, Herman K. van
4
Hsieh, David A.
4
Kozicki, Sharon
4
Kunst, Robert M.
4
Pesaran, M. Hashem
4
Pástor, Ľuboš
4
White, Halbert
4
Anders, Ulrich
3
Bierens, Herman J.
3
Cheung, Yin-Wong
3
Christiano, Lawrence J.
3
Eckstein, Peter P.
3
Engle, Robert F.
3
Ericsson, Neil R.
3
Gamerman, Dani
3
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3
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3
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Econometric reviews
2
DAE working paper
1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
Journal of empirical finance
1
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1
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ECONIS (ZBW)
12
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1
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
-
1995
Persistent link: https://www.econbiz.de/10000561591
Saved in:
2
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10001546195
Saved in:
3
Estimating systems of trending variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
Saved in:
4
On modelling the long run in applied economics : controversy
Taylor, Robert
(
contributor
);
Dixon, Huw
(
contributor
)
- In:
The economic journal : the journal of the Royal …
107
(
1997
)
440
,
pp. 165-201
Persistent link: https://www.econbiz.de/10001215662
Saved in:
5
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Saved in:
6
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
Saved in:
7
Testing weak exogeneity and the order of cointegration in UK money demand data
Johansen, Søren
- In:
Journal of policy modeling : JPMOD ; a social science …
14
(
1992
)
3
,
pp. 313-334
Persistent link: https://www.econbiz.de/10001125795
Saved in:
8
The role of the constant and linear terms in cointegration analysis of nonstationary variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 205-229
Persistent link: https://www.econbiz.de/10001163113
Saved in:
9
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
-
1997
Persistent link: https://www.econbiz.de/10000973971
Saved in:
10
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
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