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isPartOf:"Econometric theory"
type_genre:"Article in journal"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~type_genre:"Conference proceedings"
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Heteroskedastizität
Time series analysis
Estimation theory
723
Schätztheorie
723
Theorie
285
Theory
285
Zeitreihenanalyse
158
Nichtparametrisches Verfahren
103
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103
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Phillips, Peter C. B.
9
Chan, Ngai Hang
5
Johansen, Søren
4
Leybourne, Stephen James
4
Peng, Liang
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
3
Jong, Robert M. de
3
Nielsen, Morten Ørregaard
3
Politis, Dimitris N.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Sun, Yixiao
3
Taylor, Robert
3
Vogelsang, Timothy J.
3
Zhang, Rongmao
3
Breitung, Jörg
2
Chen, Xiaohong
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Han, Chirok
2
Harris, David
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Jin, Sainan
2
Kanaya, Shin
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Lieberman, Offer
2
Linton, Oliver
2
Lütkepohl, Helmut
2
McCabe, Brendan Peter Martin
2
Perron, Pierre
2
Poskitt, Donald Stephen
2
Robinson, Peter M.
2
Singer, Hermann
2
Sun, Yiguo
2
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Granger Centre for Time Series Econometrics
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Econometric theory
Journal of econometrics
337
Economics letters
149
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
Econometric reviews
99
International journal of forecasting
64
Journal of forecasting
56
Applied economics letters
54
Econometrics : open access journal
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
The econometrics journal
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
Applied economics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
37
Economic modelling
36
Computational economics
33
Journal of applied econometrics
31
Journal of empirical finance
24
Oxford bulletin of economics and statistics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of risk and financial management : JRFM
16
Journal of macroeconomics
15
The review of economics and statistics
15
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14
Journal of financial econometrics
14
Finance research letters
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Quantitative economics : QE ; journal of the Econometric Society
13
The review of economic studies
12
Quantitative finance
11
Energy economics
10
International journal of economics and financial issues : IJEFI
10
Journal of banking & finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Annales d'économie et de statistique
9
Central European journal of economic modelling and econometrics
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Insurance / Mathematics & economics
9
Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
169
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
3
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
4
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
5
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
6
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
7
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
8
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
9
Joint time-series and cross-section limit theory under mixingale assumptions
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
38
(
2022
)
5
,
pp. 942-958
Persistent link: https://www.econbiz.de/10013469685
Saved in:
10
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
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