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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Sentana, Enrique"
~person:"Sun, Yixiao"
~person:"Wang, Shouyang"
~subject:"Gauß-Prozess"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Gauß-Prozess
Statistischer Test
Estimation theory
36
Schätztheorie
36
Time series analysis
11
Statistical test
10
Estimation
8
Schätzung
8
Volatility
7
Volatilität
7
Autocorrelation
6
Autokorrelation
6
Heteroscedasticity
6
Heteroskedastizität
6
Modellierung
6
Scientific modelling
6
Fixed-smoothing asymptotics
5
Forecasting model
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Prognoseverfahren
5
Regression analysis
5
Regressionsanalyse
5
Method of moments
4
Momentenmethode
4
Robust statistics
4
Robustes Verfahren
4
CAPM
3
Capital income
3
Correlation
3
Gaussian process
3
Kapitaleinkommen
3
Korrelation
3
Misspecification
3
Model averaging
3
Multivariate Verteilung
3
Multivariate distribution
3
Stochastic process
3
Stochastischer Prozess
3
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Aufsatz in Zeitschrift
15
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5
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English
22
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Sentana, Enrique
Sun, Yixiao
Wang, Shouyang
Gao, Jiti
11
Phillips, Peter C. B.
11
Bera, Anil K.
10
Li, Jia
9
Linton, Oliver
9
Zhu, Ke
9
Cai, Zongwu
8
Taylor, Robert
8
Dufour, Jean-Marie
7
Kapetanios, George
7
Koopman, Siem Jan
7
Lütkepohl, Helmut
7
Teräsvirta, Timo
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Doğan, Osman
6
Fiorentini, Gabriele
6
Francq, Christian
6
Hill, Jonathan B.
6
Kim, Donggyu
6
Leybourne, Stephen James
6
Li, Degui
6
Li, Yingying
6
Lucas, André
6
Marcellino, Massimiliano
6
Nielsen, Morten Ørregaard
6
Peng, Liang
6
Shang, Han Lin
6
Su, Liangjun
6
Taṣpınar, Süleyman
6
Todorov, Viktor
6
Tu, Yundong
6
Blasques, Francisco
5
Davis, Richard A.
5
Dong, Chaohua
5
Hassler, Uwe
5
Hong, Yongmiao
5
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Journal of econometrics
8
Discussion paper / Centre for Economic Policy Research
3
Discussion papers / CEPR
2
Econometric reviews
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Essays in honor of Joon Y. Park : econometric theory
1
European journal of operational research : EJOR
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Quantitative finance
1
The econometrics journal
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ECONIS (ZBW)
22
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Forecasting tourism demand with a new time-varying forecast averaging approach
Sun, Yuying
;
Zhang, Jian
;
Li, Xin
;
Wang, Shouyang
- In:
Journal of travel research : a quarterly publication of …
62
(
2023
)
2
,
pp. 305-323
Persistent link: https://www.econbiz.de/10014245383
Saved in:
3
Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
Saved in:
4
Aggregate output measurements : a common trend approach
Almuzara, Martín
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 3-33)
.
2023
Persistent link: https://www.econbiz.de/10014313827
Saved in:
5
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
6
Model averaging for interval-valued data
Sun, Yuying
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Wang, Shouyang
- In:
European journal of operational research : EJOR
301
(
2022
)
2
,
pp. 772-784
Persistent link: https://www.econbiz.de/10013207677
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7
A simple asymptotically F-distributed portmanteau test for diagnostic checking of time series models with uncorrelated innovations
Wang, Xuexin
;
Sun, Yixiao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 505-521
Persistent link: https://www.econbiz.de/10013533447
Saved in:
8
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
9
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
10
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
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