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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"Economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Andrews, Donald W. K."
~person:"Baltagi, Badi H."
~person:"Imbens, Guido"
~person:"Park, Joon Y."
~person:"Phillips, Peter C. B."
~person:"Westerlund, Joakim"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Statistical inference"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Forecasting model
Monte Carlo simulation
Statistical inference
Stochastic process
Stochastischer Prozess
Estimation theory
77
Schätztheorie
77
Theorie
18
Theory
18
Time series analysis
18
Zeitreihenanalyse
18
Panel
16
Panel study
16
Regression analysis
15
Regressionsanalyse
15
Estimation
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Schätzung
11
Statistical test
8
Statistischer Test
8
Cointegration
7
Einheitswurzeltest
7
Kointegration
7
Unit root test
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Endogeneity
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Method of moments
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Momentenmethode
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Panel data
5
Statistical distribution
5
Statistische Verteilung
5
Fixed effects
4
Prognoseverfahren
4
Asymptotic size
3
Asymptotics
3
Bias
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Correlation
3
Diffusion
3
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Article in journal
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English
12
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Craig, Ben R.
Andrews, Donald W. K.
Baltagi, Badi H.
Imbens, Guido
Park, Joon Y.
Phillips, Peter C. B.
Westerlund, Joakim
Todorov, Viktor
8
Francq, Christian
6
Lee, Ji Hyung
6
Zakoïan, Jean-Michel
6
Tauchen, George Eugene
5
Taylor, Robert
5
Andersen, Torben
4
Fan, Yanqin
4
Hong, Han
4
Kilian, Lutz
4
Kim, Donggyu
4
Linton, Oliver
4
Cheng, Xu
3
Clark, Todd E.
3
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Inoue, Atsushi
3
Khalaf, Lynda
3
Kitagawa, Toru
3
Koopman, Siem Jan
3
Li, Jia
3
Liu, Ruixuan
3
McCracken, Michael W.
3
Nielsen, Morten Ørregaard
3
Rodrigues, Paulo M. M.
3
Shi, Xiaoxia
3
Tu, Yundong
3
Varneskov, Rasmus Tangsgaard
3
Audrino, Francesco
2
Bai, Jushan
2
Blasques, Francisco
2
Cai, Zongwu
2
Corsi, Fulvio
2
Dufour, Jean-Marie
2
Fan, Jianqing
2
Fan, Rui
2
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Economic review
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometric theory
3
Economics letters
3
The econometrics journal
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annales d'économie et de statistique
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economic review
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Oxford bulletin of economics and statistics
1
Quantitative economics : QE ; journal of the Econometric Society
1
The review of economic studies : RES
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ECONIS (ZBW)
12
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1
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
2
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
3
Estimation of longrun variance of continuous time stochastic process using discrete sample
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 236-267
Persistent link: https://www.econbiz.de/10012303516
Saved in:
4
Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10011818347
Saved in:
5
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
Saved in:
6
Robust econometric inference with mixed integrated and mildly explosive regressors
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10011704727
Saved in:
7
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
8
Testing linearity using power transforms of regressors
Baek, Yae In
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 376-384
Persistent link: https://www.econbiz.de/10011499536
Saved in:
9
Nonparametric inference based on conditional moment inequalities
Andrews, Donald W. K.
;
Shi, Xiaoxia
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10010258282
Saved in:
10
Maximum likelihood estimation and uniform inference with sporadic indentification failure
Andrews, Donald W. K.
;
Cheng, Xu
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 36-56
Persistent link: https://www.econbiz.de/10009719636
Saved in:
1
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