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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Bank of England"
~person:"Kim, Donggyu"
~person:"Phillips, Peter C. B."
~subject:"Nonparametric statistics"
~subject:"Schätzung"
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Search: subject_exact:"Time series analysis"
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Nonparametric statistics
Schätzung
Time series analysis
39
Zeitreihenanalyse
39
Estimation theory
18
Schätztheorie
18
Theorie
17
Theory
17
Einheitswurzeltest
10
Estimation
10
Unit root test
10
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8
Prognoseverfahren
8
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7
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7
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5
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5
ARCH model
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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Panel
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Autoregression
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Multivariate Analyse
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Sparsity
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Statistical test
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English
12
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Kapetanios, George
Kim, Donggyu
Phillips, Peter C. B.
Linton, Oliver
10
Chen, Xiaohong
7
Todorov, Viktor
7
Li, Jia
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Fan, Yanqin
4
Gao, Jiti
4
Koop, Gary
4
Li, Yingying
4
Xiao, Zhijie
4
Andersen, Torben
3
Delgado, Miguel A.
3
Dong, Chaohua
3
Fan, Jianqing
3
Koo, Bonsoo
3
Patton, Andrew J.
3
Robinson, Peter M.
3
Su, Liangjun
3
Taylor, Robert
3
Vogt, Michael
3
Wang, Yazhen
3
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Chen, Rong
2
Christensen, Kim
2
Clinet, Simon
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Giraitis, Liudas
2
Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hidalgo, Javier
2
Hounyo, Ulrich
2
Kao, Chihwa
2
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Journal of econometrics
Working papers / Bank of England
Cowles Foundation discussion paper
8
Econometric theory
3
Working paper
3
CESifo working papers
2
Celebrating Irving Fisher : the legacy of a great economist
2
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2
Journal of applied econometrics
2
Oxford bulletin of economics and statistics
2
The American journal of economics and sociology
2
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2
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1
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1
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1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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1
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1
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ECONIS (ZBW)
12
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1
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
2
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
3
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
4
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
5
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
6
Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas
;
Kapetanios, George
;
Theodoridis, …
-
2014
Persistent link: https://www.econbiz.de/10010411466
Saved in:
7
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
8
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
9
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
10
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
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