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person:"Kapetanios, George"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic surveys"
~person:"Franses, Philip Hans"
~person:"Kilian, Lutz"
~person:"Leybourne, Stephen James"
~person:"Li, Jia"
~person:"McAleer, Michael"
~person:"Xiao, Zhijie"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Festschrift"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Schätztheorie
Theory
USA
Time series analysis
67
Zeitreihenanalyse
67
Theorie
36
Volatility
15
Volatilität
15
Unit root test
10
Estimation
9
Forecasting model
9
Prognoseverfahren
9
Schätzung
9
Börsenkurs
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Share price
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Stochastic process
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Stochastischer Prozess
7
Structural break
7
Strukturbruch
7
Autokorrelation
6
Cointegration
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Kointegration
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Saisonale Schwankungen
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Seasonal variations
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5
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5
VAR-Modell
5
ARCH model
4
ARCH-Modell
4
Bootstrap approach
4
Bootstrap-Verfahren
4
Capital income
4
High-frequency data
4
Kapitaleinkommen
4
Statistical test
4
Statistischer Test
4
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Festschrift
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60
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61
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Kapetanios, George
Franses, Philip Hans
Kilian, Lutz
Leybourne, Stephen James
Li, Jia
McAleer, Michael
Xiao, Zhijie
Phillips, Peter C. B.
32
Taylor, Robert
22
Teräsvirta, Timo
14
Linton, Oliver
12
Chen, Xiaohong
10
Koop, Gary
10
Harvey, David I.
9
Koopman, Siem Jan
8
Park, Joon Y.
8
Perron, Pierre
8
Swanson, Norman R.
8
Todorov, Viktor
8
Yu, Jun
8
Andersen, Torben
7
Cavaliere, Giuseppe
7
Chan, Joshua
7
Gao, Jiti
7
Hendry, David F.
7
Johansen, Søren
7
Maasoumi, Esfandiar
7
Pesaran, M. Hashem
7
Robinson, Peter M.
7
Baltagi, Badi H.
6
Blasques, Francisco
6
Chen, Rong
6
Francq, Christian
6
Hallin, Marc
6
Hong, Yongmiao
6
Li, Qi
6
Lucas, André
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
McElroy, Tucker
6
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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Econometric reviews
Journal of econometrics
Journal of economic surveys
Economics letters
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Econometric theory
10
Oxford bulletin of economics and statistics
8
International journal of forecasting
7
Applied economics
6
Journal of forecasting
6
The econometrics journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Journal of empirical finance
4
Journal of time series econometrics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Journal of macroeconomics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics : open access journal
2
Journal of economic dynamics & control
2
Journal of the American Statistical Association : JASA
2
Quantitative economics : QE ; journal of the Econometric Society
2
Risks : open access journal
2
The review of economics and statistics
2
Applied economics letters
1
Cambridge working papers in economics
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Economia : revista da ANPEC
1
Economic modelling
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Energy economics
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Journal of economics & business
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Journal of the Royal Statistical Society
1
Macroeconomic dynamics
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Practical issues in cointegration analysis
1
Review of development economics : an essential resource for any development economist
1
Statistical papers
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ECONIS (ZBW)
61
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1
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
2
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
6
Uniform nonparametric inference for time series
Li, Jia
;
Liao, Zhipeng
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012483186
Saved in:
7
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
9
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
10
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
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