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person:"Kapetanios, George"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Li, Jia"
~person:"Lütkepohl, Helmut"
~subject:"Deutschland"
~subject:"Estimation"
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Estimation
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Kapetanios, George
Li, Jia
Lütkepohl, Helmut
Franses, Philip Hans
3
Bollerslev, Tim
2
Cavaliere, Giuseppe
2
Cheung, Ying Lun
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Journal of econometrics
6
CESifo working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
2
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
3
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
4
Prediction tests for structural stability of multiple time series
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 129-135
Persistent link: https://www.econbiz.de/10001090220
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