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~subject:"Zeitreihenanalyse"
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Structural Break Inference usi...
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Zeitreihenanalyse
Schätztheorie
63
Estimation theory
62
Theorie
62
Theory
62
Time series analysis
50
Großbritannien
35
Structural break
32
Strukturbruch
32
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32
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32
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31
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31
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31
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29
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19
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19
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18
Saisonale Schwankungen
18
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14
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G7-Staaten
14
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14
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14
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12
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12
Volatility
12
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12
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11
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English
51
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Osborn, Denise R.
35
Hall, Alastair R.
18
Inoue, Atsushi
8
Nason, James Michael
8
Rossi, Barbara
8
Jacobs, Jan
6
Becker, Ralf
5
Sensier, Marianne
5
Tian, Jing
5
Altansukh, Gantungalag
4
Barrio Castro, Tomás del
4
Bratsiotis, George
4
Ghysels, Eric
3
Hindrayanto, Irma
3
Cubadda, Gianluca
2
Dijk, Dick van
2
Kim, Dong-heon
2
Neanidis, Kyriakos C.
2
Savva, Christos S.
2
Taylor, Robert
2
Altansukha, Gantungalag
1
Aslanidis, Nektarios
1
Banerjee, Anindya
1
Barrio Castro, Tomas del
1
Dovonon, Prosper
1
Franses, Philip Hans
1
Hassett, Kevin A.
1
Jana, Kalidas
1
Lee, Hahn-shik
1
Lee, Tae-yoon
1
Rodrigues, Paulo M. M.
1
Rodrigues, Paulo M.M.
1
Sakkas, Nikolaos D.
1
Smith, Jeremy
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del Barrio Castro, Tomás
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Centre for Growth and Business Cycle Research <Manchester>
2
Econometrisch Instituut <Rotterdam>
1
European Commission / Statistical Office of the European Communities
1
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Discussion paper series
7
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
CAMA working paper series
2
Econometric reviews
2
Economics letters
2
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2
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2
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ECONIS (ZBW)
52
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1
Inference on structural breaks using information criteria
Hall, Alastair R.
;
Osborn, Denise R.
;
Sakkas, Nikolaos D.
-
2012
Persistent link: https://www.econbiz.de/10009663577
Saved in:
2
Generalized method of moments
Hall, Alastair R.
-
2005
-
1. publ.
Persistent link: https://www.econbiz.de/10001878374
Saved in:
3
Seasonality and habit persistence in a life cycle model of consumption
Osborn, Denise R.
- In:
Journal of applied econometrics
3
(
1988
)
4
,
pp. 255-266
Persistent link: https://www.econbiz.de/10001071212
Saved in:
4
Moving average detrending and the analysis of business cycles
Osborn, Denise R.
- In:
Oxford bulletin of economics and statistics
57
(
1995
)
4
,
pp. 547-558
Persistent link: https://www.econbiz.de/10001190713
Saved in:
5
Unit-root versus deterministic representations of seasonality for forecasting
Osborn, Denise R.
- In:
A companion to economic forecasting
,
(pp. 409-431)
.
2002
Persistent link: https://www.econbiz.de/10001894007
Saved in:
6
Maximum likelihood estimation of moving average processes
Osborn, Denise R.
- In:
Annals of economic and social measurement : journal of …
5
(
1976
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10003646390
Saved in:
7
Testing for a unit root in time series with pretest data-based model selection
Hall, Alastair R.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 461-470
Persistent link: https://www.econbiz.de/10001170594
Saved in:
8
Instrument choice and tests for a unit root
Hall, Alastair R.
- In:
Economics letters
35
(
1991
)
2
,
pp. 161-165
Persistent link: https://www.econbiz.de/10001102136
Saved in:
9
On periodic structures and testing for seasonal unit roots
Ghysels, Eric
;
Hall, Alastair R.
;
Lee, Hahn-shik
-
1995
Persistent link: https://www.econbiz.de/10001512557
Saved in:
10
[Rezension von: Banerjee, Anindya, ..., Co-integration, error correction, and the econometric analysis of non-stationary data]
Hall, Alastair R.
- In:
The economic journal : the journal of the Royal …
106
(
1996
)
439
,
pp. 1813-1815
Persistent link: https://www.econbiz.de/10001348374
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