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
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
Trends and random walks in mac...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Schätztheorie
40,746
Estimation theory
40,117
Zeitreihenanalyse
31,921
Time series analysis
30,912
Theorie
26,480
Theory
25,768
Schätzung
13,004
Estimation
12,777
Statistik
9,867
Prognoseverfahren
8,167
Forecasting model
7,984
Statistische Methodenlehre
6,387
Statistical theory
6,326
Regressionsanalyse
5,905
Regression analysis
5,847
Volatilität
5,099
Volatility
5,018
USA
4,637
Unit root test
4,636
Nichtparametrisches Verfahren
4,573
Einheitswurzeltest
4,561
Nonparametric statistics
4,438
United States
4,432
Panel
3,588
Kointegration
3,561
Cointegration
3,549
Panel study
3,506
Deutschland
3,481
ARCH-Modell
3,333
ARCH model
3,288
Stochastischer Prozess
3,208
Stochastic process
3,135
Statistischer Test
3,090
Statistical test
2,995
Börsenkurs
2,969
Share price
2,909
Statistische Verteilung
2,744
Statistical distribution
2,706
VAR-Modell
2,629
Kapitaleinkommen
2,623
more ...
less ...
Online availability
All
Free
26,394
Undetermined
13,247
CC license
1,173
Type of publication
All
Book / Working Paper
40,819
Article
37,411
Journal
5,907
Other
18
Database
3
Type of publication (narrower categories)
All
Article in journal
33,154
Aufsatz in Zeitschrift
33,154
Graue Literatur
18,150
Non-commercial literature
18,150
Working Paper
17,839
Arbeitspapier
16,521
Statistik
4,908
Aufsatz im Buch
2,334
Book section
2,334
Amtsdruckschrift
1,827
Government document
1,827
Hochschulschrift
1,772
Thesis
1,389
Statistics
1,125
No longer published / No longer aquired
1,119
Lehrbuch
898
Textbook
690
Collection of articles of several authors
676
Sammelwerk
676
Konferenzschrift
441
Bibliografie enthalten
358
Bibliography included
358
Aufsatzsammlung
342
Collection of articles written by one author
310
Sammlung
310
Conference proceedings
212
Conference paper
207
Konferenzbeitrag
207
Systematic review
174
Übersichtsarbeit
174
Forschungsbericht
165
Einführung
159
Dissertation u.a. Prüfungsschriften
129
Festschrift
111
Bibliografie
106
Rezension
106
Article
103
Handbook
97
Handbuch
97
Monografische Reihe
88
more ...
less ...
Language
All
English
72,440
German
8,005
Undetermined
2,076
French
847
Spanish
351
Polish
247
Russian
231
Italian
133
Portuguese
70
Slovenian
69
Hungarian
62
Czech
46
Dutch
37
Norwegian
36
Swedish
27
Danish
24
Slovak
22
Chinese
19
Croatian
17
Turkish
16
Finnish
15
Bulgarian
14
Estonian
14
Japanese
14
Romanian
13
Ukrainian
13
Lithuanian
10
Modern Greek (1453-)
9
Malay (macrolanguage)
9
Arabic
8
Albanian
8
Serbian
7
Latvian
5
Kazakh
3
Multiple languages
3
Azerbaijani
2
Bengali
2
Belarusian
1
Valencian
1
Hindi
1
more ...
less ...
Author
All
Phillips, Peter C. B.
542
Gil-Alaña, Luis A.
466
Caporale, Guglielmo Maria
355
Pesaran, M. Hashem
315
Franses, Philip Hans
295
Härdle, Wolfgang
293
Koopman, Siem Jan
277
Gao, Jiti
262
Linton, Oliver
257
McAleer, Michael
250
Lütkepohl, Helmut
226
Kapetanios, George
221
Lucas, André
170
Teräsvirta, Timo
166
Swanson, Norman R.
165
Marcellino, Massimiliano
153
Taylor, Robert
153
Sibbertsen, Philipp
150
Newey, Whitney K.
146
Chen, Xiaohong
144
Nielsen, Morten Ørregaard
144
Andrews, Donald W. K.
141
Perron, Pierre
141
Stock, James H.
141
Gupta, Rangan
139
Imbens, Guido
139
Chernozhukov, Victor
136
Heckman, James J.
134
Baltagi, Badi H.
133
Koop, Gary
132
Gouriéroux, Christian
131
Robinson, Peter M.
129
Watson, Mark W.
127
Diebold, Francis X.
126
Harvey, Andrew C.
124
Hendry, David F.
124
Johansen, Søren
123
Engle, Robert F.
119
Granger, C. W. J.
116
Dijk, Herman K. van
113
more ...
less ...
Institution
All
Deutschland <Bundesrepublik> / Statistisches Bundesamt
928
Deutschland / Statistisches Bundesamt
811
National Bureau of Economic Research
661
Bundesstelle für Außenhandelsinformation <Köln>
516
Europäische Kommission / Statistisches Amt
255
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
214
Bundesagentur für Außenwirtschaft
183
Deutschland
160
International Monetary Fund (IMF)
159
OECD
139
Europäische Gemeinschaften / Kommission / Statistisches Amt
116
Nordrhein-Westfalen / Landesamt für Datenverarbeitung und Statistik
109
Polen / Główny Urząd Statystyczny
109
World Trade Organization
109
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
100
Nordrhein-Westfalen
95
Ekonomiska forskningsinstitutet <Stockholm>
90
Organisation for Economic Co-operation and Development
86
Hessen / Statistisches Landesamt
81
Deutschland <Bundesrepublik>
80
Statistisches Landesamt des Freistaates Sachsen
65
Baden-Württemberg
64
European University Institute / Department of Economics
61
Hessen
57
Bayern
55
Österreich
52
Slowenien / Statistični Urad
48
Hessisches Statistisches Landesamt
44
Ungarn / Központi Statisztikai Hivatal
42
Statistisches Landesamt Baden-Württemberg
40
Bayern / Statistisches Landesamt
38
Europäische Gemeinschaften
37
Institut national de la statistique et des études économiques <Frankreich>
34
Schweiz / Bundesamt für Statistik
34
Österreich / Statistisches Zentralamt
34
Baden-Württemberg / Statistisches Landesamt
33
Cowles Foundation for Research in Economics, Yale University
33
Deutsche Bundesbank
33
International Monetary Fund
33
Umeå universitet
31
more ...
less ...
Published in...
All
Journal of econometrics
2,392
Economics letters
1,526
Econometric theory
1,001
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
989
Econometric reviews
688
International journal of forecasting
675
Applied economics
604
Discussion paper / Tinbergen Institute
594
NBER Working Paper
538
NBER working paper series
503
Applied economics letters
500
Economic modelling
473
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
473
Journal of forecasting
463
CEMMAP working papers / Centre for Microdata Methods and Practice
435
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
414
Journal of the American Statistical Association : JASA
413
Journal of applied econometrics
381
Working paper
380
The econometrics journal
375
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
368
Working paper / National Bureau of Economic Research, Inc.
363
Working paper / Department of Econometrics and Business Statistics, Monash University
332
Oxford bulletin of economics and statistics
330
Cowles Foundation discussion paper
322
Série des documents de travail / Centre de Recherche en Économie et Statistique
321
European journal of operational research : EJOR
310
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
293
CESifo working papers
281
Computational economics
274
Energy economics
267
Discussion paper / Center for Economic Research, Tilburg University
262
CREATES research paper
257
Discussion paper
252
Econometrics : open access journal
247
Discussion paper series / IZA
243
Journal of economic dynamics & control
229
Finance research letters
223
The review of economics and statistics
222
Discussion papers of interdisciplinary research project 373
214
more ...
less ...
Source
All
ECONIS (ZBW)
77,002
USB Cologne (EcoSocSci)
3,988
RePEc
1,517
EconStor
1,443
Other ZBW resources
88
BASE
62
OLC EcoSci
34
USB Cologne (business full texts)
15
ArchiDok
9
more ...
less ...
Showing
1
-
10
of
84,158
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The existence of random walk in the Philippine stock market : evidence from unit root and variance-ratio tests
Camba, Abraham C. <Jr>
;
Camba, Aileen L.
- In:
Journal of Asian finance, economics and business : JAFEB
7
(
2020
)
10
,
pp. 523-530
Persistent link: https://www.econbiz.de/10012671436
Saved in:
2
Asymptotic F and t tests in cointegrating regressions with asymptotically homogeneous functions
Hwang, Jungbin
;
Sun, Yixiao
-
2025
Persistent link: https://www.econbiz.de/10015183163
Saved in:
3
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
4
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
5
Cointegration and unit roots : a survey
Dolado, Juan J.
;
Jenkinson, Tim
;
Sosvilla-Rivero, Simón
-
1990
Persistent link: https://www.econbiz.de/10000842220
Saved in:
6
The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric
;
Perron, Pierre
-
1990
Persistent link: https://www.econbiz.de/10000809708
Saved in:
7
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
;
Watson, Mark W.
-
1991
Persistent link: https://www.econbiz.de/10000812979
Saved in:
8
Misspecification tests, unit roots and level shifts
Hecq, Alain W. J.
-
1993
Persistent link: https://www.econbiz.de/10000901023
Saved in:
9
Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000869171
Saved in:
10
Unit roots in macroeconometrics : a survey
Ōgaki, Masao
-
1993
Persistent link: https://www.econbiz.de/10000876354
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...
