//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Nichtparametrisches Verfahren"
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 for Cointegration in H...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Nichtparametrisches Verfahren
Schätztheorie
40,706
Estimation theory
40,077
Zeitreihenanalyse
31,901
Time series analysis
30,892
Theorie
26,943
Theory
26,128
Cointegration
16,941
Schätzung
16,840
Estimation
16,488
Kointegration
15,324
Prognoseverfahren
8,627
Forecasting model
8,439
Statistischer Test
7,065
Statistical test
6,750
Regressionsanalyse
6,171
Regression analysis
6,132
USA
5,589
Volatilität
5,503
Volatility
5,419
United States
5,373
Nonparametric statistics
4,690
Panel
4,402
Panel study
4,290
Kausalanalyse
3,987
Causality analysis
3,946
Börsenkurs
3,744
Economic growth
3,744
Wirtschaftswachstum
3,663
Share price
3,658
VAR-Modell
3,628
VAR model
3,574
ARCH-Modell
3,397
ARCH model
3,350
Stochastischer Prozess
3,240
cointegration
3,214
Stochastic process
3,163
Kapitaleinkommen
2,841
Capital income
2,831
Wechselkurs
2,613
more ...
less ...
Online availability
All
Free
2,327
Undetermined
1,032
CC license
51
Type of publication
All
Book / Working Paper
2,618
Article
2,224
Type of publication (narrower categories)
All
Article in journal
2,083
Aufsatz in Zeitschrift
2,083
Working Paper
1,626
Arbeitspapier
1,476
Graue Literatur
1,459
Non-commercial literature
1,459
Aufsatz im Buch
104
Book section
104
Hochschulschrift
68
Thesis
48
Conference paper
24
Konferenzbeitrag
24
Forschungsbericht
18
Collection of articles written by one author
17
Sammlung
17
Collection of articles of several authors
10
Sammelwerk
10
Aufsatzsammlung
8
Lehrbuch
8
Textbook
8
Case study
5
Fallstudie
5
Systematic review
5
Übersichtsarbeit
5
Bibliografie enthalten
4
Bibliography included
4
Amtsdruckschrift
3
Government document
3
Konferenzschrift
3
Festschrift
2
Handbook
2
Handbuch
2
Nachschlagewerk
2
Reference book
2
Diskette
1
Floppy disk
1
Glossar enthalten
1
Glossary included
1
Mikroform
1
Rezension
1
more ...
less ...
Language
All
English
4,824
German
17
French
1
Author
All
Linton, Oliver
154
Gao, Jiti
134
Chen, Xiaohong
97
Härdle, Wolfgang
78
Phillips, Peter C. B.
67
Li, Degui
53
Su, Liangjun
52
Feng, Yuanhua
49
Li, Qi
49
Otsu, Taisuke
49
Cai, Zongwu
47
Newey, Whitney K.
47
Dette, Holger
46
Mammen, Enno
46
Beran, Jan
43
Hoderlein, Stefan
43
Simar, Léopold
43
Florens, Jean-Pierre
42
Racine, Jeffrey
42
Kristensen, Dennis
38
Horowitz, Joel
36
Robinson, Peter M.
36
Hu, Yingyao
33
Lee, Sokbae
31
Van Keilegom, Ingrid
31
Chen, Jia
30
Dong, Chaohua
29
Henderson, Daniel J.
29
Lewbel, Arthur
29
Sun, Yiguo
29
White, Halbert
29
Escanciano, Juan Carlos
28
Ichimura, Hidehiko
28
Ullah, Aman
28
Breunig, Christoph
26
Parmeter, Christopher F.
26
Peng, Bin
26
Rothe, Christoph
26
Chernozhukov, Victor
25
Scaillet, Olivier
25
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
65
National Bureau of Economic Research
28
London School of Economics and Political Science
7
Centre for Microdata Methods and Practice <London>
6
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Center for Economic Research <Tilburg>
3
Forschungsinstitut zur Zukunft der Arbeit
3
Suntory-Toyota International Centre for Economics and Related Disciplines
3
Columbia University / Department of Economics
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Queen Mary College / Department of Economics
2
University of California, San Diego / Department of Economics
2
University of Western Ontario / Department of Economics
2
Agricultural Land Markets - Efficiency and Regulation
1
Business Information Centre <Toronto>
1
Centre for Analytical Finance <Århus>
1
Deutsche Forschungsgemeinschaft
1
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
Econometrisch Instituut <Rotterdam>
1
European University Institute / Department of Economics
1
Institut for Nationaløkonomi <Kopenhagen>
1
International Center for Financial Asset Management and Engineering
1
Robert Schuman Centre for Advanced Studies
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Trinity College Dublin / Department of Economics
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Chicago / Graduate School of Business
1
University of Essex / Department of Economics
1
University of Queensland / School of Economics
1
University of York / Department of Economics and Related Studies
1
Universität Zürich / Sozialökonomisches Institut
1
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
Westfälische Wilhelms-Universität Münster
1
more ...
less ...
Published in...
All
Journal of econometrics
438
CEMMAP working papers / Centre for Microdata Methods and Practice
161
Econometric theory
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
Econometric reviews
126
Economics letters
103
Journal of the American Statistical Association : JASA
93
The econometrics journal
80
Working paper / Department of Econometrics and Business Statistics, Monash University
69
Discussion papers of interdisciplinary research project 373
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
64
Cowles Foundation discussion paper
58
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
52
Discussion paper / Tinbergen Institute
48
SFB 649 discussion paper
45
Cowles Foundation Discussion Paper
44
Quantitative economics : QE ; journal of the Econometric Society
41
Econometrics papers
40
Discussion paper series / IZA
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
LSE STICERD Research Paper
32
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
31
European journal of operational research : EJOR
30
CREATES research paper
28
cemmap working paper
28
IZA Discussion Paper
27
International journal of forecasting
26
Discussion paper / Center for Economic Research, Tilburg University
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
25
Working paper
25
Boston College working papers in economics
24
Econometrics : open access journal
23
NBER Working Paper
23
NBER working paper series
23
Working papers / TSE : WP
23
Applied economics letters
22
Technical Report
22
Insurance / Mathematics & economics
21
SFB 649 Discussion Paper
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
more ...
less ...
Source
All
ECONIS (ZBW)
4,690
EconStor
150
USB Cologne (EcoSocSci)
2
Showing
1
-
10
of
4,842
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing
cointegration
relationship in a semiparametric varying coefficient model
Gu, Jingping
;
Liang, Zhongwen
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
Saved in:
2
Nonparametric testing for linearity in cointegrated error-correction models
Seo, Byeongseon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009521205
Saved in:
3
Testing purchasing power parity hypothesis : a semiparametric varying coefficient approach
Li, Hongjun
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 427-438
Persistent link: https://www.econbiz.de/10011287484
Saved in:
4
Optimal pseudo-Gaussian and rank-based tests of the
cointegration
rank in semiparametric error-correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2015
Persistent link: https://www.econbiz.de/10011348908
Saved in:
5
Semiparametric error-correction models for
cointegration
with trends : Pseudo-Gaussian and optimal rank-based tests of the
cointegration
rank
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 46-61
Persistent link: https://www.econbiz.de/10011591614
Saved in:
6
Semiparametrically Optimal
Cointegration
Test
Zhou, Bo
-
2023
This paper aims to address the issue of semiparametric efficiency for
cointegration
rank testing in finite-order vector …
Persistent link: https://www.econbiz.de/10014347665
Saved in:
7
Testing the aggregation of goods and services without separability using panel data
Ogura, Manami
- In:
Empirical economics : a quarterly journal of the …
67
(
2024
)
4
,
pp. 1581-1613
Persistent link: https://www.econbiz.de/10015141987
Saved in:
8
Adapting a nonparametric pooling test for use in panel
cointegration
models
Mishra, Ashok K.
;
Moss, Charles B.
- In:
Applied economics letters
13
(
2006
)
6
,
pp. 355-357
Persistent link: https://www.econbiz.de/10003328404
Saved in:
9
Optimal Pseudo-Gaussian and Rank-Based Tests of the
Cointegration
Rank in Semiparametric Error-Correction Models
Hallin, Marc
-
2015
This paper provides locally optimal pseudo-Gaussian and rank-based tests for the
cointegration
rank in linear …
Persistent link: https://www.econbiz.de/10013030726
Saved in:
10
Long memory analysis
Teyssière, Gilles
-
2000
Persistent link: https://www.econbiz.de/10001508112
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->