//--> //--> //--> //-->
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
~person:"Sibbertsen, Philipp"
~person:"Park, Joon Y."
~isPartOf:"Journal of econometrics"
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
Rational bubbles and fractiona...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
11
Zeitreihenanalyse
11
Estimation theory
5
Schätztheorie
5
Statistical distribution
4
Statistische Verteilung
4
Einheitswurzeltest
3
Nonstationarity
3
Statistical test
3
Statistischer Test
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Unit root test
3
Volatility
3
Volatilität
3
Cointegration
2
Estimation
2
High frequency observation
2
Kointegration
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Random Walk
2
Random walk
2
Regression analysis
2
Regressionsanalyse
2
Schätzung
2
USA
2
United States
2
Aggregation
1
Aktienindex
1
Börsenkurs
1
Capital income
1
Cauchy estimator
1
Chaos theory
1
Chaostheorie
1
Climate
1
Climate change
1
Continuous time process
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Sibbertsen, Philipp
Park, Joon Y.
Phillips, Peter C. B.
29
Taylor, Robert
22
Linton, Oliver
17
Xiao, Zhijie
14
Leybourne, Stephen James
13
Robinson, Peter M.
13
Hallin, Marc
11
Perron, Pierre
11
Pesaran, M. Hashem
11
Yu, Jun
11
Chen, Xiaohong
10
Dufour, Jean-Marie
10
Ghysels, Eric
10
Koop, Gary
10
Sun, Yixiao
10
Tauchen, George Eugene
10
Todorov, Viktor
10
Harvey, David I.
9
Swanson, Norman R.
9
Teräsvirta, Timo
9
Andrews, Donald W. K.
8
Aït-Sahalia, Yacine
8
Baltagi, Badi H.
8
Delgado, Miguel A.
8
Francq, Christian
8
Gao, Jiti
8
Hong, Yongmiao
8
Hsiao, Cheng
8
Koopman, Siem Jan
8
Li, Jia
8
Li, Qi
8
Su, Liangjun
8
Timmermann, Allan
8
Velasco, Carlos
8
Andersen, Torben
7
Bai, Jushan
7
Bollerslev, Tim
7
Cai, Zongwu
7
Inoue, Atsushi
7
more ...
less ...
Published in...
All
Journal of econometrics
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
47
Hannover Economic Papers (HEP)
45
Diskussionsbeitrag
25
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
19
Technical Report
9
Economics letters
7
CREATES Research Papers
5
Discussion Paper
4
Econometric theory
4
Journal of Econometrics
4
Leibniz Universität Hannover - Wirtschaftswissenschaftliche Fakultät - Diskussionspapiere
4
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
4
Working papers / Rice Economics
4
CREATES research paper
3
Cowles Foundation Discussion Papers
3
Economics Letters
3
Working paper series / Department of Economics, University of Missouri-Columbia
3
CAEPR working papers
2
CREATES Research Paper
2
CoFE Discussion Paper
2
CoFE discussion papers
2
Diskussionspapier
2
Econometric Society 2004 North American Winter Meetings
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of banking & finance
2
Rochester Center for Economic Research working paper
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Wirtschaftswissenschaftliche Fakultät der Leibniz Universität Hannover - Diskussionspapiere
2
Working Paper Series / Institute for Economic Research, Division of Economics
2
Working Papers / Economics Department, University of Missouri
2
Akademische Abhandlungen zur Mathematik
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied economics letters
1
CAMA working paper series
1
Department of Economics discussion papers
1
Discussion Papers / Business School, University of Exeter
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Testing for stationarity at high frequency
Jiang, Bibo
;
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 341-374
Persistent link: https://www.econbiz.de/10012439463
Saved in:
3
Stationarity-based specification tests for diffusions when the process is nonstationary
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 279-292
Persistent link: https://www.econbiz.de/10009673191
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
A multivariate test against spurious long memory
Sibbertsen, Philipp
;
Leschinski, Christian
;
Busch, Marie
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
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
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:
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...
//-->