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:"Unit root test"
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 and estimating time-va...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Unit root test
Cointegration
16
Kointegration
16
Estimation theory
10
Schätztheorie
10
Theorie
9
Theory
9
Time series analysis
8
Zeitreihenanalyse
8
Yield curve
7
Zinsstruktur
7
Schweiz
6
Switzerland
6
Einheitswurzeltest
5
Estimation
5
Interest rate parity
5
Schätzung
5
Zinsparität
5
Greenhouse gas emissions
4
Threshold cointegration
4
Treibhausgas-Emissionen
4
USA
4
United States
4
Autocovariance function
3
Emissions trading
3
Emissionshandel
3
Environmental tax
3
FMLS-based CUSUM test
3
Stochastic volatility model
3
Structural break
3
Time-varying cointegration
3
term structure of interest rates
3
Ökosteuer
3
ARCH model
2
ARCH-Modell
2
Benzin
2
Bitcoin
2
Chebyshev time polynomials
2
Fully modified Wald test
2
GARCH
2
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
5
Author
All
Neto, David
5
Krishnakumar, Jayalakshmi
3
Published in...
All
Cahiers du Département d'Econométrie
3
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David
- In:
Economics letters
125
(
2014
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
Saved in:
2
Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship
Neto, David
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
3
,
pp. 909-928
Persistent link: https://www.econbiz.de/10011377316
Saved in:
3
Testing the "inacti on corridor" in a three-regime TVECM
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926955
Saved in:
4
Testing unit root in threshold cointegration
Krishnakumar, Jayalakshmi
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003288732
Saved in:
5
Partial cointegration
Krishnakumar, Jayalakshmi
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003598669
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
