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person:"Kapetanios, George"
~isPartOf:"Econometric theory"
~person:"Franses, Philip Hans"
~person:"Gao, Jiti"
~person:"Johansen, Søren"
~person:"Lütkepohl, Helmut"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Regressionsanalyse"
~subject:"Theorie"
~subject:"Theory"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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19
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Kapetanios, George
Franses, Philip Hans
Gao, Jiti
Johansen, Søren
Lütkepohl, Helmut
Phillips, Peter C. B.
19
Taylor, Robert
11
Saikkonen, Pentti
8
Cavaliere, Giuseppe
6
Hong, Yongmiao
6
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6
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6
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5
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5
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4
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4
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4
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4
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4
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3
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3
Cai, Zongwu
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Chen, Bin
3
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3
Francq, Christian
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Horváth, Lajos
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McElroy, Tucker
3
Meitz, Mika
3
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3
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3
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25
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17
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15
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12
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11
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Practical issues in cointegration analysis
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1
Boundedness of m-estimators for linear regression in time series
Johansen, Søren
;
Nielsen, Bent
- In:
Econometric theory
35
(
2019
)
3
,
pp. 653-683
Persistent link: https://www.econbiz.de/10012146163
Saved in:
2
Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric theory
34
(
2018
)
4
,
pp. 754-789
Persistent link: https://www.econbiz.de/10011951426
Saved in:
3
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
4
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
Saved in:
5
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
Saved in:
6
A necessary moment condition for the fractional functional central limit theorem
Johansen, Søren
;
Ørregaard Nielsen, Morten
- In:
Econometric theory
28
(
2012
)
3
,
pp. 671-679
Persistent link: https://www.econbiz.de/10009545803
Saved in:
7
Specification testing in nonlinear time series with long-range dependence
Gao, Jiti
;
Wang, Qiying
;
Yin, Jiying
- In:
Econometric theory
27
(
2011
)
2
,
pp. 260-284
Persistent link: https://www.econbiz.de/10009310805
Saved in:
8
Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi
;
Gao, Jiti
- In:
Econometric theory
27
(
2011
)
4
,
pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
Saved in:
9
Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti
;
King, Maxwell L.
;
Lu, Zu-di
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
Saved in:
10
A representation theory for a class of vector autoregressive models for fractional processes
Johansen, Søren
- In:
Econometric theory
24
(
2008
)
3
,
pp. 651-676
Persistent link: https://www.econbiz.de/10003894279
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