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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Sentana, Enrique"
~person:"Wang, Shouyang"
~subject:"Modellierung"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
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Estimation theory
25
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8
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8
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7
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Sentana, Enrique
Wang, Shouyang
Zhang, Xinyu
14
Gao, Jiti
11
Phillips, Peter C. B.
11
Bera, Anil K.
10
Kapetanios, George
9
Li, Jia
9
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9
Zhu, Ke
9
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8
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8
Su, Liangjun
8
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8
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7
Dufour, Jean-Marie
7
Hong, Yongmiao
7
Koopman, Siem Jan
7
Marcellino, Massimiliano
7
Sun, Yixiao
7
Teräsvirta, Timo
7
Tu, Yundong
7
Demetrescu, Matei
6
Doğan, Osman
6
Francq, Christian
6
Hill, Jonathan B.
6
Kim, Donggyu
6
Leybourne, Stephen James
6
Li, Degui
6
Li, Yingying
6
Lucas, André
6
Nielsen, Morten Ørregaard
6
Peng, Liang
6
Shang, Han Lin
6
Sun, Yuying
6
Taṣpınar, Süleyman
6
Todorov, Viktor
6
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5
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5
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1
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1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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European journal of operational research : EJOR
1
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1
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ECONIS (ZBW)
16
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1
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:
2
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:
3
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
4
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:
5
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
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
Saved in:
7
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:
8
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:
9
Zero-diagonality as a linear structure
Magnus, Jan R.
;
Sentana, Enrique
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
Saved in:
10
Model averaging in a multiplicative heteroscedastic model
Zhao, Shangwei
;
Ma, Yanyuan
;
Wan, Alan T. K.
;
Zhang, Xinyu
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1100-1124
Persistent link: https://www.econbiz.de/10012406211
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