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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Abeysinghe, Tilak"
~person:"Hassler, Uwe"
~person:"Pan, Guangming"
~subject:"Cross-sectional averages"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
~subject:"dynamic factor model"
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Volatility
Cross-sectional averages
Forecasting model
Zeitreihenanalyse
dynamic factor model
Estimation theory
17
Schätztheorie
17
Time series analysis
11
Theorie
7
Theory
7
Estimation
3
Panel
3
Panel study
3
Regression analysis
3
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3
Schätzung
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Long memory
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joint estimation
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marginal estimation
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Central limit theorem
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Characteristic function
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Cross-sectional dependence
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Fractional integration
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Abeysinghe, Tilak
Hassler, Uwe
Pan, Guangming
Gao, Jiti
31
Hyndman, Rob J.
15
Peng, Bin
13
Martin, Gael M.
10
Dong, Chaohua
8
Poskitt, Donald Stephen
7
Linton, Oliver
5
Vahid, Farshid
5
Yan, Yayi
5
Yang, Yanrong
5
Athanasopoulos, George
4
Gonzalo, Jesús
4
Koo, Bonsoo
4
Shin, Dong-wan
4
Cai, Biqing
3
Forbes, Catherine Scipione
3
Frazier, David T.
3
Grose, Simone D.
3
Hwang, Eunju
3
Leybourne, Stephen James
3
Li, Degui
3
McCabe, Brendan Peter Martin
3
Moura, Guilherme Valle
3
Nadarajah, K.
3
Pesaran, M. Hashem
3
Tjostheim, Dag
3
Tu, Yundong
3
Audrino, Francesco
2
Baltagi, Badi H.
2
Bergmeir, Christoph
2
Cheng, Tingting
2
Corsi, Fulvio
2
Dokumentov, Alexander
2
Engle, Robert F.
2
Francq, Christian
2
Frederiksen, Per
2
Giles, David E. A.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
4
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
2
Journal of econometrics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Diskussionsarbeit / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
Journal of time series econometrics
1
Oxford bulletin of economics and statistics
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Schriften zur angewandten Ökonometrie
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1
Estimation and testing for high- dimensional near unit root time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2020
Persistent link: https://www.econbiz.de/10012606951
Saved in:
2
Extent pursuit for cross-sectional dependence in large panels
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
;
Zhang, Bo
-
2019
Persistent link: https://www.econbiz.de/10012592809
Saved in:
3
Estimating the mean under strong persistence
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
Saved in:
4
Estimation of structural breaks in large panels with cross-sectional dependence
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2016
Persistent link: https://www.econbiz.de/10011781747
Saved in:
5
High dimensional correlation matrices : CLT and its applications
Gao, Jiti
;
Han, Xiao
;
Pan, Guangming
;
Yang, Yanrong
-
2014
Persistent link: https://www.econbiz.de/10011781035
Saved in:
6
Ergodic for the mean
Hassler, Uwe
- In:
Economics letters
151
(
2017
),
pp. 75-78
Persistent link: https://www.econbiz.de/10011742137
Saved in:
7
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
8
Effect of the order of fractional integration on impulse responses
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
125
(
2014
)
2
,
pp. 311-314
Persistent link: https://www.econbiz.de/10010505295
Saved in:
9
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
Saved in:
10
Spurious regressions when stationary regressors are included
Hassler, Uwe
- In:
Economics letters
50
(
1996
)
1
,
pp. 25-31
Persistent link: https://www.econbiz.de/10001194177
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