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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Koopman, Siem Jan"
~person:"Phillips, Peter C. B."
~subject:"ARCH-Modell"
~subject:"Kernel degeneracy"
~subject:"Stochastic process"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
ARCH-Modell
Kernel degeneracy
Stochastic process
Volatility
Zeitreihenanalyse
Estimation theory
36
Schätztheorie
36
Time series analysis
17
Regression analysis
9
Regressionsanalyse
9
Cointegration
7
Kointegration
7
Einheitswurzeltest
5
Estimation
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Schätzung
5
Unit root test
5
Correlation
4
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4
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Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Prognoseverfahren
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Bayes-Statistik
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Bayesian inference
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Induktive Statistik
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Local to unity
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Nonlinear regression
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Statistical distribution
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Statistische Verteilung
3
Stochastischer Prozess
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19
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Koopman, Siem Jan
Phillips, Peter C. B.
Francq, Christian
11
Gao, Jiti
11
Li, Jia
11
Nielsen, Morten Ørregaard
10
Todorov, Viktor
10
Zhu, Ke
10
Kumar, Dilip
9
Linton, Oliver
9
Lütkepohl, Helmut
9
Taylor, Robert
9
Demetrescu, Matei
8
Kapetanios, George
8
Li, Dong
8
Ling, Shiqing
8
Sentana, Enrique
8
Li, Degui
7
Omay, Tolga
7
Teräsvirta, Timo
7
Wang, Shouyang
7
Zakoïan, Jean-Michel
7
Andersen, Torben
6
Ardia, David
6
Cavaliere, Giuseppe
6
Hill, Jonathan B.
6
Kim, Donggyu
6
Li, Yingying
6
Liu, Zhi
6
Lucas, André
6
Maheswaran, S.
6
Marcellino, Massimiliano
6
Mykland, Per A.
6
Peng, Liang
6
Poskitt, Donald Stephen
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Su, Liangjun
6
Tauchen, George Eugene
6
Tsionas, Efthymios G.
6
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Journal of econometrics
14
Econometric reviews
3
Econometric theory
1
International journal of forecasting
1
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ECONIS (ZBW)
19
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1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
3
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
4
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
5
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
6
Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna
;
Phillips, Peter C. B.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 231-259
Persistent link: https://www.econbiz.de/10012483325
Saved in:
7
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
8
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
9
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
10
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
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