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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied economics"
~isPartOf:"International journal of research in marketing : IJRM ; official journal of the European Marketing Academy"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Technological forecasting & social change : an international journal"
~person:"Chen, Xiaohong"
~person:"Dijk, Herman K. van"
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Konjunktur
Monte-Carlo-Simulation
Theorie
USA
Theory
16
Time series analysis
8
Zeitreihenanalyse
8
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Bayes-Statistik
3
Bayesian inference
3
Forecasting model
3
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3
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2
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2
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2
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2
14.12.1990
1
1986-1998
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29.04.1993
1
ARCH model
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1
Dynamic factor models
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Chen, Xiaohong
Dijk, Herman K. van
Phillips, Peter C. B.
39
Koop, Gary
22
Pesaran, M. Hashem
21
Lee, Lung-fei
17
Linton, Oliver
17
Franses, Philip Hans
16
Swanson, Norman R.
16
Ghysels, Eric
15
Gouriéroux, Christian
14
McAleer, Michael
14
Yu, Jun
14
Diebold, Francis X.
13
Lucas, André
13
Schmidt, Peter
13
Steel, Mark F. J.
13
Baltagi, Badi H.
12
Chib, Siddhartha
12
Granger, C. W. J.
12
Koopman, Siem Jan
12
Aït-Sahalia, Yacine
11
Corradi, Valentina
11
Ng, Serena
11
Tsionas, Efthymios G.
11
Bai, Jushan
10
Bollerslev, Tim
10
Dufour, Jean-Marie
10
Kapetanios, George
10
Kumbhakar, Subal
10
Li, Qi
10
Lütkepohl, Helmut
10
Renault, Eric
10
Robinson, Peter M.
10
Serletis, Apostolos
10
Smith, Richard J.
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Clark, Todd E.
9
Khalaf, Lynda
9
Kirchler, Erich
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
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Applied economics
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
Technological forecasting & social change : an international journal
Econometric theory
5
Econometric reviews
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
European journal of operational research : EJOR
2
International journal of forecasting
2
Central European journal of economic modelling and econometrics
1
Computer-aided econometrics
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Econometrics
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Finance research letters
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Handbook of econometrics ; Vol. 6B
1
International journal of production research
1
Journal of economic theory
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Journal of the Operational Research Society
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Omega : the international journal of management science
1
Operational research : an international journal
1
Oxford bulletin of economics and statistics
1
Quantitative economics : QE ; journal of the Econometric Society
1
The review of economic studies
1
The review of economics and statistics
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ECONIS (ZBW)
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1
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
2
Financing difficulties for SMEs and credit rationing : an expanded model of mortgage loans with asymmetric information
Ma, Benjiang
;
Zhou, Zhongmin
;
Chen, Xiaohong
- In:
Applied economics
51
(
2019
)
48
,
pp. 5243-5257
Persistent link: https://www.econbiz.de/10012197214
Saved in:
3
Semiparametric identification of the bid-ask spread in extended Roll models
Chen, Xiaohong
;
Linton, Oliver
;
Yi, Yanping
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10011917258
Saved in:
4
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
Saved in:
5
Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
Saved in:
6
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong
;
Chen, Xiaohong
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 442-457
Persistent link: https://www.econbiz.de/10009686778
Saved in:
7
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Saved in:
8
Nonlinearity and temporal dependence
Chen, Xiaohong
;
Hansen, Lars Peter
;
Carrasco, Marine
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003966974
Saved in:
9
Land of addicts? : an empirical investigation of habit-based asset pricing models
Chen, Xiaohong
;
Ludvigson, Sydney C.
- In:
Journal of applied econometrics
24
(
2009
)
7
,
pp. 1057-1093
Persistent link: https://www.econbiz.de/10003931091
Saved in:
10
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
Saved in:
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