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person:"Kapetanios, George"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Einmahl, John H. J."
~person:"Franses, Philip Hans"
~person:"Nijman, Theodore E."
~person:"Steel, Mark F. J."
~subject:"Asymptotic inference"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Multivariate analysis"
~subject:"Theory"
~subject:"USA"
~subject:"Weather"
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Asymptotic inference
Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Multivariate analysis
Theory
USA
Weather
Time series analysis
14
Zeitreihenanalyse
14
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11
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4
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2
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2
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Nichtparametrisches Verfahren
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English
13
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Kapetanios, George
Einmahl, John H. J.
Franses, Philip Hans
Nijman, Theodore E.
Steel, Mark F. J.
Werker, Bas J. M.
10
Drost, Feike C.
7
Akker, Ramon van den
5
Hallin, Marc
3
Koopman, Siem Jan
3
Čížek, Pavel
3
Bierens, Herman J.
2
Croux, Christophe
2
Durbin, James
2
Klaassen, Franc
2
Mahieu, Koen
2
Verbeek, Marno
2
Andreou, Elena
1
Banerjee, Anurag Narayan
1
Bera, Anil K.
1
Boldea, Otilia
1
Bomhoff, Eduard Jan
1
Cameron, Adrian Colin
1
Can, Sami Umut
1
Chambers, Marcus J.
1
Charlier, Erwin
1
Das, Marcel
1
Dominitz, Jeff
1
Fried, Roland
1
Gantner, Maria
1
Gelper, Sarah
1
Gijbels, Irène
1
Harvey, Andrew
1
He, Yi
1
Hertog, Dirk den
1
Hoek, Henk
1
Härdle, Wolfgang
1
Jong, Frank de
1
Klaassen, Chris A.
1
Kleibergen, Frank
1
Koo, Chao Hui
1
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Discussion paper / Center for Economic Research, Tilburg University
Report / Econometric Institute, Erasmus University Rotterdam
24
Econometric Institute research papers
20
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
19
Discussion paper / Tinbergen Institute
16
Economics letters
11
Working paper
11
Journal of econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric reviews
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
International journal of forecasting
7
Research memorandum series / Tinbergen Instituut
6
Journal of forecasting
5
Oxford bulletin of economics and statistics
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Bank of England Working Paper
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Discussion paper / Department of Economics, University of California San Diego
3
Journal of economic surveys
3
Working paper series / European Central Bank ; Eurosystem
3
Advanced texts in econometrics
2
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2
CAMA Working Paper
2
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2
CESifo working papers
2
Discussion papers / CEPR
2
ECB Working Paper
2
ERIM report series research in management
2
EUI working paper / ECO
2
IHS economics series : working paper
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Reihe Ökonomie
2
SSE EFI working paper series in economics and finance
2
Staff working papers / Bank of England
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
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ECONIS (ZBW)
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1
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
2
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
Saved in:
3
The Half-Half plot
Einmahl, John H. J.
;
Gantner, Maria
-
2009
Persistent link: https://www.econbiz.de/10003884420
Saved in:
4
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
5
Posterior analysis of stochastic volatility models with flexible tails
Steel, Mark F. J.
-
1995
Persistent link: https://www.econbiz.de/10000915413
Saved in:
6
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.
;
Sentana, Enrique
-
1993
Persistent link: https://www.econbiz.de/10000854586
Saved in:
7
Incomplete panels and selection bias : a survey
Verbeek, Marno
;
Nijman, Theodore E.
-
1992
Persistent link: https://www.econbiz.de/10000834351
Saved in:
8
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000847144
Saved in:
9
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
Koop, Gary
;
Steel, Mark F. J.
-
1991
Persistent link: https://www.econbiz.de/10000823522
Saved in:
10
Bayesian inference in time series
Steel, Mark F. J.
-
1991
Persistent link: https://www.econbiz.de/10000823530
Saved in:
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