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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic surveys"
~person:"Franses, Philip Hans"
~person:"Harvey, David I."
~person:"Kilian, Lutz"
~person:"Koopman, Siem Jan"
~person:"Leybourne, Stephen James"
~person:"Li, Jia"
~person:"Pesaran, M. Hashem"
~person:"Teräsvirta, Timo"
~person:"Xiao, Zhijie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Time series analysis"
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Time series analysis
61
Zeitreihenanalyse
61
Estimation theory
31
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27
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27
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Kapetanios, George
Franses, Philip Hans
Harvey, David I.
Kilian, Lutz
Koopman, Siem Jan
Leybourne, Stephen James
Li, Jia
Pesaran, M. Hashem
Teräsvirta, Timo
Xiao, Zhijie
Phillips, Peter C. B.
26
Taylor, Robert
18
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12
Chen, Xiaohong
10
Koop, Gary
10
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10
Hallin, Marc
9
McAleer, Michael
9
Park, Joon Y.
9
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8
Todorov, Viktor
8
Gao, Jiti
7
Velasco, Carlos
7
Yu, Jun
7
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6
Chen, Rong
6
Francq, Christian
6
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6
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6
Horváth, Lajos
6
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6
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6
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6
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6
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6
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6
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5
Bollerslev, Tim
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
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5
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Journal of econometrics
Journal of economic surveys
International journal of forecasting
29
Econometric reviews
23
Economics letters
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of applied econometrics
15
Oxford bulletin of economics and statistics
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3
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ECONIS (ZBW)
61
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61
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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
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:
7
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:
8
Long-term forecasting of El Niño events via dynamic factor simulations
Li, Mengheng
;
Koopman, Siem Jan
;
Lit, Rutger
;
Petrova, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 46-66
Persistent link: https://www.econbiz.de/10012438104
Saved in:
9
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
Saved in:
10
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
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