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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:"Imbens, Guido"
~person:"Li, Qi"
~person:"Park, Joon Y."
~person:"Phillips, Peter C. B."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Einheitswurzeltest"
~subject:"Forecasting model"
~subject:"Maximum likelihood estimation"
~subject:"Regression analysis"
~subject:"Statistical inference"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Einheitswurzeltest
Forecasting model
Maximum likelihood estimation
Regression analysis
Statistical inference
Stochastischer Prozess
Zeitreihenanalyse
Estimation theory
95
Schätztheorie
95
Time series analysis
28
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Statistische Verteilung
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Craig, Ben R.
Andrews, Donald W. K.
Imbens, Guido
Li, Qi
Park, Joon Y.
Phillips, Peter C. B.
Taylor, Robert
Westerlund, Joakim
Linton, Oliver
13
Robinson, Peter M.
12
Su, Liangjun
9
Todorov, Viktor
9
Chen, Songnian
8
Francq, Christian
8
Leybourne, Stephen James
8
Cai, Zongwu
7
Chen, Xiaohong
7
Fan, Yanqin
7
Lee, Lung-fei
7
Sun, Yiguo
7
Xiao, Zhijie
7
Zakoïan, Jean-Michel
7
Andersen, Torben
6
Gao, Jiti
6
Lee, Ji Hyung
6
Li, Degui
6
Li, Dong
6
Li, Jia
6
Li, Kunpeng
6
Li, Yingying
6
Tauchen, George Eugene
6
Tu, Yundong
6
Bai, Jushan
5
Davis, Richard A.
5
Elliott, Graham
5
Fan, Jianqing
5
Ghysels, Eric
5
Hansen, Christian Bailey
5
Harvey, David I.
5
Kim, Donggyu
5
Koopman, Siem Jan
5
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5
Xu, Ke-Li
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Economic review
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric theory
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric reviews
5
Economics letters
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The econometrics journal
5
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4
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3
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1
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ECONIS (ZBW)
59
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1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
5
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:
6
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
7
On the robustness of the pooled CCE estimator
Juodis, Artūras
;
Karabiyik, Hande
;
Westerlund, Joakim
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
Saved in:
8
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:
9
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
10
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
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