| Journal Article |
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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
15 |
| (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? |
0 |
0 |
1 |
14 |
0 |
2 |
10 |
49 |
| (When) Should cointegrating regressions be detrended? The case of a German money demand function |
0 |
0 |
0 |
87 |
0 |
3 |
9 |
703 |
| A Casebook for a first course in statistics and data analysis.: S. Chatterjee, M.S. Handcock and J.S. Simon-off (1995): Wiley & Sons, ISBN 0-471-11030-2, [pound sign] 19.95, pp. 314 |
0 |
0 |
0 |
132 |
0 |
0 |
4 |
286 |
| A Note on Correlation in Regressions Without Cointegration |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
13 |
| A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION |
0 |
0 |
0 |
29 |
0 |
2 |
14 |
106 |
| A note on Phillips-Perron-type statistics for cointegration testing |
0 |
0 |
0 |
17 |
0 |
2 |
8 |
70 |
| Asymptotic Behavior of Temporal Aggregates in the Frequency Domain |
0 |
0 |
0 |
11 |
0 |
2 |
12 |
67 |
| Asymptotic normal tests for integration in panels with cross-dependent units |
0 |
0 |
0 |
17 |
0 |
4 |
6 |
96 |
| Autoregressive distributed lag models and cointegration |
0 |
0 |
3 |
279 |
0 |
5 |
24 |
764 |
| Cointegration Testing in Single Error‐Correction Equations in the Presence of Linear Time Trends |
0 |
0 |
0 |
1 |
0 |
4 |
9 |
15 |
| Combining Significance of Correlated Statistics with Application to Panel Data* |
0 |
0 |
0 |
95 |
0 |
2 |
9 |
457 |
| Comment on "Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution" |
0 |
0 |
0 |
19 |
0 |
1 |
5 |
67 |
| D. N. DeJong and C. Dave: Structural Macroeconometrics |
0 |
0 |
0 |
134 |
0 |
1 |
5 |
305 |
| Detecting changes from short to long memory |
0 |
0 |
0 |
7 |
0 |
3 |
16 |
69 |
| Detecting multiple breaks in long memory the case of U.S. inflation |
0 |
0 |
0 |
30 |
0 |
8 |
23 |
117 |
| Effect of neglected deterministic seasonality on unit root tests |
0 |
0 |
0 |
8 |
0 |
1 |
11 |
60 |
| Effect of temporal aggregation on multiple time series in the frequency domain |
0 |
0 |
0 |
6 |
0 |
1 |
7 |
36 |
| Effect of the order of fractional integration on impulse responses |
0 |
0 |
0 |
16 |
0 |
3 |
18 |
66 |
| Ergodic for the mean |
0 |
0 |
0 |
29 |
0 |
6 |
10 |
80 |
| Estimating the mean under strong persistence |
1 |
1 |
1 |
13 |
1 |
3 |
11 |
45 |
| Estimation of fractional integration under temporal aggregation |
0 |
0 |
0 |
33 |
0 |
6 |
13 |
135 |
| Forecasting under Long Memory* |
0 |
0 |
0 |
5 |
1 |
3 |
4 |
11 |
| Fractional cointegration in the presence of linear trends |
0 |
0 |
0 |
34 |
0 |
2 |
6 |
134 |
| Grundausbildung in Ökonometrie |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
12 |
| Harmonically Weighted Processes |
0 |
0 |
1 |
12 |
0 |
4 |
11 |
34 |
| Hysteresis in Unemployment Rates? A Comparison between Germany and the US |
0 |
0 |
1 |
60 |
1 |
5 |
14 |
203 |
| IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY |
0 |
0 |
0 |
31 |
1 |
2 |
10 |
72 |
| Impulse responses of antipersistent processes |
0 |
0 |
0 |
10 |
0 |
2 |
5 |
51 |
| Inference on the cointegration rank in fractionally integrated processes |
0 |
0 |
0 |
130 |
0 |
3 |
14 |
313 |
| Inflation-unemployment tradeoff and regional labor market data |
0 |
0 |
0 |
128 |
0 |
2 |
9 |
587 |
| Joint Hypothesis Testing from Heterogeneous Samples under Cross-dependence |
0 |
0 |
0 |
0 |
1 |
7 |
11 |
11 |
| Jürgen Wolters |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
31 |
| Jürgen Wolters |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
23 |
| Katsuto Tanaka (2017): Time series analysis: nonstationary and noninvertible distribution theory, 2nd edition |
0 |
0 |
0 |
5 |
0 |
1 |
11 |
33 |
| LONG MEMORY TESTING IN THE TIME DOMAIN |
0 |
0 |
0 |
72 |
0 |
2 |
8 |
193 |
| Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated |
0 |
0 |
0 |
100 |
0 |
3 |
16 |
588 |
| Long Memory in Inflation Rates: International Evidence |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
743 |
| M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £, ISBN: 9780198736912 |
0 |
0 |
1 |
73 |
2 |
2 |
7 |
231 |
| Multicointegration under measurement errors |
0 |
0 |
0 |
14 |
0 |
2 |
9 |
72 |
| Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage |
0 |
0 |
0 |
27 |
0 |
1 |
3 |
123 |
| Nonsense regressions due to neglected time-varying means |
0 |
0 |
0 |
10 |
0 |
1 |
11 |
59 |
| Note on sample quantiles for ordinal data |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
10 |
| On Critical Values of Tests against a Change in Persistence* |
0 |
0 |
0 |
13 |
0 |
1 |
6 |
66 |
| On the effect of seasonal adjustment on the log-periodogram regression |
0 |
0 |
0 |
29 |
0 |
1 |
7 |
138 |
| On the persistence of the Eonia spread |
0 |
0 |
0 |
70 |
0 |
1 |
9 |
249 |
| On the power of unit root tests against fractional alternatives |
0 |
0 |
0 |
84 |
1 |
1 |
5 |
281 |
| Palma, W.: Time series analysis |
0 |
0 |
0 |
16 |
0 |
0 |
3 |
40 |
| Panel Cointegration Testing in the Presence of Linear Time Trends |
0 |
0 |
0 |
8 |
0 |
1 |
9 |
60 |
| Persistence in the banking industry: Fractional integration and breaks in memory |
0 |
0 |
0 |
7 |
0 |
6 |
16 |
68 |
| Persistence under temporal aggregation and differencing |
0 |
0 |
1 |
9 |
0 |
0 |
4 |
43 |
| Pitfalls of post-model-selection testing: experimental quantification |
0 |
0 |
0 |
37 |
1 |
1 |
8 |
127 |
| Powerful Unit Root Tests Free of Nuisance Parameters |
0 |
0 |
1 |
6 |
0 |
1 |
6 |
36 |
| Quantile Regression for Long Memory Testing: A Case of Realized Volatility |
0 |
0 |
0 |
9 |
0 |
2 |
11 |
58 |
| REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES |
0 |
0 |
0 |
3 |
0 |
0 |
8 |
18 |
| Ratio tests under limiting normality |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
21 |
| Residual log-periodogram inference for long-run relationships |
0 |
0 |
0 |
107 |
0 |
3 |
7 |
419 |
| Seasonal Unit Root Tests Under Structural Breaks |
0 |
0 |
0 |
82 |
1 |
2 |
6 |
271 |
| Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten |
0 |
0 |
0 |
22 |
1 |
3 |
9 |
128 |
| Spurious regressions when stationary regressors are included |
0 |
0 |
2 |
32 |
0 |
2 |
7 |
109 |
| TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN |
0 |
0 |
0 |
29 |
1 |
1 |
10 |
90 |
| THE PERIODOGRAM REGRESSION |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
6 |
| Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost |
0 |
0 |
0 |
15 |
0 |
4 |
16 |
85 |
| Testing regression coefficients after model selection through sign restrictions |
0 |
0 |
0 |
23 |
1 |
3 |
10 |
108 |
| Testing the Newcomb-Benford Law: experimental evidence |
0 |
0 |
0 |
14 |
0 |
1 |
7 |
49 |
| The Effect of Linear Time Trends on the KPSS Test for Cointegration |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
8 |
| The Link between German Short- and Long-Term Interest Rates. Some Evidence against a Term Structure Oriented Monetary Policy / Der Zusammenhang zwischen kurz- und langfristigen Zinssätzen in Deutschland. Empirische Evidenz gegen eine zinsstrukturorientierte Geldpolitik |
0 |
0 |
0 |
3 |
0 |
1 |
4 |
13 |
| Understanding nonsense correlation between (independent) random walks in finite samples |
0 |
0 |
0 |
11 |
1 |
4 |
8 |
34 |
| Unit root testing |
0 |
0 |
1 |
78 |
0 |
2 |
12 |
234 |
| Unlucky Number 13? Manipulating Evidence Subject to Snooping |
0 |
0 |
1 |
5 |
0 |
1 |
11 |
18 |
| Wayne A. Woodward, Henry L. Gray and Alan C. Elliott (2017): Applied Time Series Analysis with R, Second Edition, Chapman & Hall/CRC, 618 pp., $109.95, ISBN 9781498734226 |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
38 |
| Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland |
0 |
0 |
0 |
25 |
0 |
3 |
7 |
106 |
| Whittle-type estimation under long memory and nonstationarity |
0 |
0 |
0 |
10 |
1 |
2 |
11 |
40 |
| Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger |
0 |
0 |
0 |
17 |
1 |
6 |
13 |
110 |
| Total Journal Articles |
1 |
1 |
15 |
2,476 |
17 |
163 |
650 |
10,226 |
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