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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic surveys"
~person:"Francq, Christian"
~person:"Franses, Philip Hans"
~person:"Kilian, Lutz"
~person:"Koopman, Siem Jan"
~person:"Leybourne, Stephen James"
~person:"Li, Jia"
~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
54
Zeitreihenanalyse
54
Theorie
20
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10
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8
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Kapetanios, George
Francq, Christian
Franses, Philip Hans
Kilian, Lutz
Koopman, Siem Jan
Leybourne, Stephen James
Li, Jia
Xiao, Zhijie
Phillips, Peter C. B.
26
Taylor, Robert
15
Linton, Oliver
12
Chen, Xiaohong
10
Koop, Gary
10
Todorov, Viktor
8
McAleer, Michael
7
Park, Joon Y.
7
Robinson, Peter M.
7
Swanson, Norman R.
7
Teräsvirta, Timo
7
Yu, Jun
7
Andersen, Torben
6
Chen, Rong
6
Hallin, Marc
6
Harvey, David I.
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Perron, Pierre
6
Pesaran, M. Hashem
6
Tauchen, George Eugene
6
Velasco, Carlos
6
Zakoïan, Jean-Michel
6
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5
Breitung, Jörg
5
Chan, Joshua
5
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5
Fan, Jianqing
5
Fan, Yanqin
5
Hong, Yongmiao
5
Johansen, Søren
5
Kim, Donggyu
5
Li, Yingying
5
Lütkepohl, Helmut
5
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Journal of econometrics
Journal of economic surveys
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Econometric reviews
16
Economics letters
16
International journal of forecasting
15
Econometric theory
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Oxford bulletin of economics and statistics
10
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7
Applied economics
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Journal of applied econometrics
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The econometrics journal
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5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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4
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3
Journal of time series econometrics
3
The review of economics and statistics
3
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2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of the American Statistical Association : JASA
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Applied economics letters
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Cambridge working papers in economics
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Journal of economics & business
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Practical issues in cointegration analysis
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Review of development economics : an essential resource for any development economist
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The Korean economic review
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ECONIS (ZBW)
49
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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
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
3
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
4
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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