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source:"econis"
subject:"Schätztheorie"
~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:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Quantile"
~subject:"Time series analysis"
~subject:"USA"
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Schätztheorie
Estimation theory
Quantile
Time series analysis
USA
Theorie
86
Theory
86
Zeitreihenanalyse
37
Forecasting model
18
Prognoseverfahren
18
Saisonale Schwankungen
13
Seasonal variations
13
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
United States
10
Estimation
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Schätzung
8
Regression analysis
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55
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Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Granger, C. W. J.
Hsiao, Cheng
Linton, Oliver
Phillips, Peter C. B.
20
Koop, Gary
17
Diebold, Francis X.
14
Li, Qi
14
Schmidt, Peter
12
Steel, Mark F. J.
12
Ghysels, Eric
11
Hecq, Alain W. J.
10
King, Maxwell L.
10
Swanson, Norman R.
10
Chib, Siddhartha
9
Gouriéroux, Christian
9
Hassler, Uwe
9
Leybourne, Stephen James
9
Lütkepohl, Helmut
9
Mariano, Roberto S.
9
Giles, David E. A.
8
Haldrup, Niels
8
Hall, Alastair R.
8
Harvey, Andrew C.
8
Herwartz, Helmut
8
Koopman, Siem Jan
8
Krämer, Walter
8
Lee, Lung-fei
8
Lucas, André
8
Marcellino, Massimiliano
8
McDonald, James B.
8
Newbold, Paul
8
Perron, Pierre
8
Peña, Daniel
8
Taylor, Robert
8
Teräsvirta, Timo
8
Baltagi, Badi H.
7
Fan, Yanqin
7
Kohn, Robert
7
McAleer, Michael
7
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Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of forecasting
Report / Econometric Institute, Erasmus University Rotterdam
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
20
Discussion paper / Department of Economics, University of California San Diego
17
Econometric Institute research papers
14
Econometric theory
14
Discussion paper / Tinbergen Institute
12
Econometric reviews
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
International journal of forecasting
7
Oxford bulletin of economics and statistics
7
Report / Erasmus Center for Financial Research, Erasmus University
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Econometric Society monographs
4
Journal of applied econometrics
4
Research memorandum series / Tinbergen Instituut
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
Advanced texts in econometrics
3
Cambridge working papers in economics
3
Cowles Foundation discussion paper
3
ERIM report series research in management
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economic review
3
Journal of economic surveys
3
SSE EFI working paper series in economics and finance
3
The economic journal : the journal of the Royal Economic Society
3
Annales d'économie et de statistique
2
Applied economics
2
CEMMAP working papers / Centre for Microdata Methods and Practice
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
2
Discussion paper series / LSE Financial Markets Group
2
Discussion papers in economics
2
IHS economics series : working paper
2
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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
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:
5
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:
6
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:
7
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:
8
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
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
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
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