//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~person:"Park, Joon Y."
~person:"Gao, Jiti"
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
Controllability and persistenc...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
16
Zeitreihenanalyse
16
Estimation theory
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Schätztheorie
5
Theorie
4
Theory
4
Cointegration
3
Einheitswurzeltest
3
Endogeneity
3
Kointegration
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistical test
3
Statistische Verteilung
3
Statistischer Test
3
Unit root test
3
Climate change
2
Estimation
2
High frequency observation
2
Klimawandel
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Modellierung
2
Nonstationarity
2
Random Walk
2
Random walk
2
Schätzung
2
Scientific modelling
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Welt
2
World
2
Aktienindex
1
Chaos theory
1
Chaostheorie
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Park, Joon Y.
Gao, Jiti
Phillips, Peter C. B.
26
Taylor, Robert
18
Linton, Oliver
13
Chen, Xiaohong
10
Koop, Gary
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Hallin, Marc
9
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Gouriéroux, Christian
7
Harvey, David I.
7
Hong, Yongmiao
7
Koopman, Siem Jan
7
Li, Jia
7
Tauchen, George Eugene
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Aït-Sahalia, Yacine
6
Chen, Rong
6
Diebold, Francis X.
6
Francq, Christian
6
Horváth, Lajos
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Monfort, Alain
6
Patton, Andrew J.
6
Perron, Pierre
6
Zakoïan, Jean-Michel
6
Barigozzi, Matteo
5
Bollerslev, Tim
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
Chang, Yoosoon
5
Davis, Richard A.
5
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
53
Monash Econometrics and Business Statistics Working Papers
11
Econometric theory
10
School of Economics working papers / The University of Adelaide, School of Economics
7
MPRA Paper
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Econometric reviews
4
Journal of Econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Working papers / Rice Economics
4
cemmap working paper
4
Cowles Foundation Discussion Paper
3
Cowles Foundation Discussion Papers
3
Econometric Society 2004 North American Winter Meetings
3
Working paper series / Department of Economics, University of Missouri-Columbia
3
CAEPR working papers
2
Cambridge working papers in economics
2
Cowles Foundation discussion paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Rochester Center for Economic Research working paper
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Working Paper Series / Institute for Economic Research, Division of Economics
2
Working Papers / Economics Department, University of Missouri
2
CAMA working paper series
1
CREATES Research Papers
1
CREATES research paper
1
Contributions to statistics
1
Discussion papers in economics
1
Econometric Society 2004 Far Eastern Meetings
1
Econometric Society 2004 North American Summer Meetings
1
Economics Letters
1
Economics letters
1
Energy Economics
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of Peter C. B. Phillips
1
International economic review
1
Journal of economic theory and econometrics : journal of The Korean Econometric Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American Journal of Economics and Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nonlinearity, nonstationarity, and thick tails : how they interact to generate persistence in memory
Miller, J. Isaac
;
Park, Joon Y.
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 83-89
Persistent link: https://www.econbiz.de/10003965416
Saved in:
2
A misspecification test for multiplicative error models of non-negative time series processes
Gao, Jiti
;
Kim, Nam Hyun
;
Saart, Patrick W.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 346-359
Persistent link: https://www.econbiz.de/10011504553
Saved in:
3
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
4
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
5
Nonstationarity in time series of state densities
Chang, Yoosoon
;
Kim, Chang Sik
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
Saved in:
6
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
Saved in:
7
Index models with integrated time series
Chang, Yoosoon
;
Park, Joon Y.
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 73-106
Persistent link: https://www.econbiz.de/10001738918
Saved in:
8
Extracting a common stochastic trend : theory with some applications
Chang, Yoosoon
;
Miller, J. Isaac
;
Park, Joon Y.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003858585
Saved in:
9
Random walk or chaos : a formal test on the Lyapunov exponent
Park, Joon Y.
;
Wang, Yoon-Jae
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009666751
Saved in:
10
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->