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person:"Kapetanios, George"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic surveys"
~isPartOf:"Journal of macroeconomics"
~person:"Franses, Philip Hans"
~person:"Kilian, Lutz"
~person:"Koopman, Siem Jan"
~person:"Leybourne, Stephen James"
~person:"Li, Jia"
~person:"Pesaran, M. Hashem"
~person:"Xiao, Zhijie"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
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USA
Time series analysis
68
Zeitreihenanalyse
68
Theorie
28
Structural break
11
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11
Estimation
10
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Kapetanios, George
Franses, Philip Hans
Kilian, Lutz
Koopman, Siem Jan
Leybourne, Stephen James
Li, Jia
Pesaran, M. Hashem
Xiao, Zhijie
Phillips, Peter C. B.
44
Taylor, Robert
24
Linton, Oliver
17
Robinson, Peter M.
13
Chen, Xiaohong
12
Hong, Yongmiao
11
Johansen, Søren
11
Lütkepohl, Helmut
11
Park, Joon Y.
11
Saikkonen, Pentti
11
Cavaliere, Giuseppe
10
Gao, Jiti
10
Koop, Gary
10
Perron, Pierre
10
Francq, Christian
9
Velasco, Carlos
9
Zakoïan, Jean-Michel
9
Breitung, Jörg
8
Chambers, Marcus J.
8
Harvey, David I.
8
Jong, Robert M. de
8
Politis, Dimitris N.
8
Swanson, Norman R.
8
Todorov, Viktor
8
Vogelsang, Timothy J.
8
Yu, Jun
8
Hallin, Marc
7
Harris, David
7
Li, Qi
7
Lieberman, Offer
7
McAleer, Michael
7
Nielsen, Morten Ørregaard
7
Sun, Yixiao
7
Teräsvirta, Timo
7
Wang, Qiying
7
Andersen, Torben
6
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Econometric theory
Journal of econometrics
Journal of economic surveys
Journal of macroeconomics
Economics letters
18
Econometric reviews
17
International journal of forecasting
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Oxford bulletin of economics and statistics
10
Journal of applied econometrics
9
Journal of forecasting
7
Applied economics
6
The econometrics journal
6
Journal of empirical finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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4
Journal of economic dynamics & control
3
Journal of time series econometrics
3
The review of economics and statistics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Practical issues in cointegration analysis
2
Quantitative economics : QE ; journal of the Econometric Society
2
Advances in econometrics
1
Applied economics letters
1
Cambridge working papers in economics
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1
Economic modelling
1
Energy economics
1
Journal of economic growth
1
Journal of economics & business
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Journal of the Royal Statistical Society
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Macroeconomic dynamics
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Review of development economics : an essential resource for any development economist
1
Statistical papers
1
The Korean economic review
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ECONIS (ZBW)
62
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1
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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
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:
4
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:
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 integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
7
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
8
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:
9
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
10
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
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