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:"Bec, Frédérique"
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
Overnight Index Rate: Model, c...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Autocorrelation
11
Autokorrelation
11
Einheitswurzeltest
8
Unit root test
8
Time series analysis
5
Yield curve
5
Zeitreihenanalyse
5
Zinsstruktur
5
Deutschland
3
Estimation theory
3
France
3
Frankreich
3
Germany
3
Schätztheorie
3
Theorie
3
Theory
3
Business cycle
2
Interest rate spread
2
Kaufkraftparität
2
Konjunktur
2
Neuseeland
2
New Zealand
2
Purchasing power parity
2
Threshold autoregressive model
2
USA
2
United States
2
1985-2011
1
ARCH model
1
ARCH-Modell
1
Brent crude oil price
1
Capital income
1
Cointegration
1
Erwartungsbildung
1
Estimation
1
Europa
1
Europe
1
Expectation formation
1
Expected equities returns
1
Financial cycle
1
Industrialized countries
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
6
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
10
French
1
Author
All
Bec, Frédérique
Phillips, Peter C. B.
60
Lee, Lung-fei
42
Sun, Yixiao
38
Teräsvirta, Timo
32
Lanne, Markku
23
Baltagi, Badi H.
20
Kapetanios, George
18
Krämer, Walter
18
Saikkonen, Pentti
18
Griffith, Daniel A.
17
Koopman, Siem Jan
17
Rahbek, Anders
17
Lesage, James P.
16
Prucha, Ingmar R.
16
Summer, Martin
16
Blasques, Francisco
15
Franses, Philip Hans
15
Kelejian, Harry H.
15
Breuer, Thomas
14
Pesaran, M. Hashem
14
Ravazzolo, Francesco
14
Robinson, Peter M.
14
Shin, Yongcheol
14
Jin, Fei
13
Lieberman, Offer
13
Pitarakis, Jean-Yves
13
Rossi, Francesca
13
Schmieder, Christian
13
Cavaliere, Giuseppe
12
Dufour, Jean-Marie
12
Medeiros, Marcelo C.
12
Timmermann, Allan
12
Andrews, Donald W. K.
11
Gouriéroux, Christian
11
Magdalinos, Tassos
11
Sul, Donggyu
11
Vogelsang, Timothy J.
11
Wang, Hansheng
11
Clements, Michael P.
10
more ...
less ...
Published in...
All
Série des documents de travail
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Annals of economics and statistics
1
Document de travail
1
IDEI working papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Oxford bulletin of economics and statistics
1
Revue d'économie politique
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing
Bec, Frédérique
;
Bohn Nielsen, Heino
;
Sai͏̈di, Sarra
-
2019
Persistent link: https://www.econbiz.de/10012237317
Saved in:
2
Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship
Bec, Frédérique
;
BenSalem, Mélika
;
Carrasco, Marine
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 382-395
Persistent link: https://www.econbiz.de/10002372870
Saved in:
3
Adaptive consistent unit root tests based on autoregressive threshold model
Bec, Frédérique
;
Guay, Alain
;
Guerre, Emmanuel
-
2002
Persistent link: https://www.econbiz.de/10001720960
Saved in:
4
Cyclicality and term structure of value‐at‐risk within a threshold autoregression setup
Bec, Frédérique
;
Gollier, Christian
-
2014
Persistent link: https://www.econbiz.de/10010415730
Saved in:
5
Le rôle des stocks en sortie de crise : une étude empirique sur données d'enquête
Bec, Frédérique
;
BenSalem, Mélika
;
Bessec, Marie
- In:
Revue d'économie politique
122
(
2012
)
6
,
pp. 811-822
Persistent link: https://www.econbiz.de/10009731052
Saved in:
6
Detecting mean reversion in real exchange rates from a multiple regime STAR model
Bec, Frédérique
;
BenSalem, Mélika
;
Carrasco, Marine
- In:
Annals of economics and statistics
99/100
(
2010
),
pp. 395-427
Persistent link: https://www.econbiz.de/10009241795
Saved in:
7
The Autoregressive Conditional Root (ACR) model
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil G.
-
2005
Persistent link: https://www.econbiz.de/10003281526
Saved in:
8
Adaptive consistent unit-root test based on autoregressive threshold model
Bec, Frédérique
;
Guay, Alain
;
Guerre, Emmanuel
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 94-133
Persistent link: https://www.econbiz.de/10003608129
Saved in:
9
The ACR model : a multivariate dynamic mixture autoregression
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil G.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 583-618
Persistent link: https://www.econbiz.de/10003759114
Saved in:
10
A simple unit root test consistent against any stationary alternative
Bec, Frédérique
;
Guay, Alain
-
2020
Persistent link: https://www.econbiz.de/10012429907
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
