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person:"Chen, Xiaohong"
type_genre:"Working Paper"
~person:"Kiviet, J. F."
~person:"Lucas, André"
~subject:"Schätzung"
~subject:"Sensitivity analysis"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Schätzung
Sensitivity analysis
Time series analysis
Estimation theory
148
Schätztheorie
148
Nichtparametrisches Verfahren
46
Nonparametric statistics
46
Zeitreihenanalyse
45
Theorie
42
Theory
42
Method of moments
18
Momentenmethode
18
Regression analysis
17
Regressionsanalyse
17
Statistical test
16
Statistischer Test
16
Bootstrap approach
13
Bootstrap-Verfahren
13
Estimation
12
Kleinste-Quadrate-Methode
10
Least squares method
10
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Modellierung
10
Scientific modelling
10
Volatility
10
Volatilität
10
Einheitswurzeltest
9
Panel
9
Panel study
9
Unit root test
9
IV-Schätzung
8
Instrumental variables
8
Nichtlineare Regression
8
Nonlinear regression
8
Statistical distribution
8
Statistische Verteilung
8
ARCH model
7
ARCH-Modell
7
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Free
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22
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Working Paper
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Graue Literatur
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Non-commercial literature
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English
56
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Chen, Xiaohong
Kiviet, J. F.
Lucas, André
Gao, Jiti
68
Phillips, Peter C. B.
64
Linton, Oliver
45
Lütkepohl, Helmut
44
Koopman, Siem Jan
42
Johansen, Søren
38
Kapetanios, George
37
Pesaran, M. Hashem
34
Teräsvirta, Timo
34
Nielsen, Morten Ørregaard
32
Cai, Zongwu
31
Franses, Philip Hans
29
Härdle, Wolfgang
28
Koop, Gary
27
Marcellino, Massimiliano
25
Taylor, Robert
25
Gouriéroux, Christian
24
Maravall Herrero, Agustín
23
Sibbertsen, Philipp
23
Zakoïan, Jean-Michel
21
Chambers, Marcus J.
20
Peng, Bin
20
Swanson, Norman R.
20
Bauwens, Luc
19
Leybourne, Stephen James
19
Weidner, Martin
19
Baillie, Richard
18
Harvey, Andrew C.
18
Hsu, Yu-Chin
18
McAleer, Michael
18
Sentana, Enrique
18
Baltagi, Badi H.
17
Diebold, Francis X.
17
Hassler, Uwe
17
Hyndman, Rob J.
17
Robinson, Peter M.
17
Su, Liangjun
17
Tauchen, George Eugene
17
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Centre for Microdata Methods and Practice <London>
1
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Discussion paper / Tinbergen Institute
17
Journal of econometrics
9
Cowles Foundation discussion paper
6
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Econometric reviews
2
International journal of forecasting
2
Report / Econometric Institute, Erasmus University Rotterdam
2
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1
Economics letters
1
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1
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1
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Stellenbosch economic working papers : a working paper of the Department of Economics and the Bureau at the University of Stellenbosch
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ECONIS (ZBW)
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1
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
-
This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
Saved in:
2
Instrument-free inference under confined regressor endogeneity : derivations and applications
Kiviet, J. F.
-
2020
Persistent link: https://www.econbiz.de/10012388217
Saved in:
3
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
4
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
5
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:
6
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
7
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
8
Dynamic term structure models with score-driven time-varying parameters : estimation and forecasting
Koopman, Siem Jan
;
Lucas, André
;
Zamojski, Marcin
-
2017
Persistent link: https://www.econbiz.de/10011618466
Saved in:
9
Testing the impossible : identifying exclusion restrictions
Kiviet, J. F.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 294-316
Persistent link: https://www.econbiz.de/10012483003
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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