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source:"econis"
subject:"Schätztheorie"
~isPartOf:"ERIM report series research in management"
~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~person:"Hsiao, Cheng"
~person:"Li, Qi"
~person:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Quantile"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~subject:"USA"
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Schätztheorie
Estimation theory
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Theorie
117
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117
Zeitreihenanalyse
40
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20
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Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Granger, C. W. J.
Hsiao, Cheng
Li, Qi
Linton, Oliver
Phillips, Peter C. B.
21
Koop, Gary
17
Diebold, Francis X.
15
Steel, Mark F. J.
13
Swanson, Norman R.
13
Ghysels, Eric
12
Schmidt, Peter
12
Harvey, Andrew C.
10
Hecq, Alain W. J.
10
King, Maxwell L.
10
Chib, Siddhartha
9
Gouriéroux, Christian
9
Hassler, Uwe
9
Leybourne, Stephen James
9
Lucas, André
9
Lütkepohl, Helmut
9
Mariano, Roberto S.
9
Perron, Pierre
9
Corradi, Valentina
8
Fan, Yanqin
8
Giles, David E. A.
8
Haldrup, Niels
8
Hall, Alastair R.
8
Herwartz, Helmut
8
Koopman, Siem Jan
8
Krämer, Walter
8
Lee, Lung-fei
8
Marcellino, Massimiliano
8
McAleer, Michael
8
McDonald, James B.
8
Newbold, Paul
8
Peel, David
8
Peña, Daniel
8
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8
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ERIM report series research in management
Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Report / Econometric Institute, Erasmus University Rotterdam
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
20
Econometric theory
18
Discussion paper / Department of Economics, University of California San Diego
17
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14
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12
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11
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7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
International journal of forecasting
7
Oxford bulletin of economics and statistics
7
Report / Erasmus Center for Financial Research, Erasmus University
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
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5
International economic review
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Journal of applied econometrics
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Annales d'économie et de statistique
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Cambridge working papers in economics
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic surveys
3
SSE EFI working paper series in economics and finance
3
Statistical papers
3
The economic journal : the journal of the Royal Economic Society
3
Working paper
3
Annals of economics and finance
2
CORE discussion paper : DP
2
DAE working paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion paper / Institute for Empirical Macroeconomics
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ECONIS (ZBW)
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1
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
2
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
3
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon
;
Linton, Oliver
;
Oka, Tatsushi
;
Whang, Yoon-jae
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Saved in:
4
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
5
Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne
;
Franses, Philip Hans
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 290-302
Persistent link: https://www.econbiz.de/10011305176
Saved in:
6
Detecting big structural breaks in large factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
Saved in:
7
Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa
;
Gonzalo, Jesús
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
Saved in:
8
Uniform inference in predictive regression models
Chen, Willa W.
;
Deo, Rohit S.
;
Yi, Yanping
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 525-533
Persistent link: https://www.econbiz.de/10010337853
Saved in:
9
Data revisions and periodic properties of macroeconomic data
Franses, Philip Hans
- In:
Economics letters
120
(
2013
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10010127813
Saved in:
10
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
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