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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~person:"Ali, Mukhtar M."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Hsiao, Cheng"
~person:"Kohn, Robert"
~subject:"ARMA-Modell"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~subject:"USA"
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Schätztheorie
ARMA-Modell
Statistische Verteilung
Theorie
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Theory
47
Time series analysis
23
Zeitreihenanalyse
23
Estimation theory
21
Saisonale Schwankungen
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Ali, Mukhtar M.
Franses, Philip Hans
Gonzalo, Jesús
Hsiao, Cheng
Kohn, Robert
Phillips, Peter C. B.
38
Schmidt, Peter
23
Pesaran, M. Hashem
20
Stark, Oded
19
Lee, Lung-fei
18
Li, Qi
18
Swanson, Norman R.
18
Gouriéroux, Christian
17
Koop, Gary
17
Krämer, Walter
16
Yu, Jun
16
Diebold, Francis X.
15
Kumbhakar, Subal
15
Linton, Oliver
15
Lütkepohl, Helmut
15
Tsionas, Efthymios G.
15
Ghysels, Eric
14
McAleer, Michael
14
Xiao, Zhijie
14
Baltagi, Badi H.
13
Chib, Siddhartha
13
Granger, C. W. J.
13
Kapetanios, George
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Peel, David
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Steel, Mark F. J.
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Timmermann, Allan
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Dufour, Jean-Marie
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Färe, Rolf
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Matsumura, Toshihiro
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Mukherjee, Arijit
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Renault, Eric
12
Whang, Yoon-jae
12
Aït-Sahalia, Yacine
11
Corradi, Valentina
11
King, Maxwell L.
11
Kuan, Chung-ming
11
Lambertini, Luca
11
Marjit, Sugata
11
Shin, Yongcheol
11
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Economics letters
Journal of econometrics
Econometric Institute research papers
42
Report / Econometric Institute, Erasmus University Rotterdam
33
Working paper series
24
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23
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22
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
ERIM report series research in management
12
International journal of forecasting
12
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11
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9
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9
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8
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8
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Rotterdam Institute for Business Economic Studies
4
Advances in econometrics : a research annual
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Journal of economic surveys
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SSE EFI working paper series in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
USC-INET Research Paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
3
Advanced texts in econometrics
2
Applied economics letters
2
CESifo working papers
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
CORE discussion paper : DP
2
Cambridge working papers in economics
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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
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
3
Special issue on advances in econometric theory : essays in honor of Takeshi Amemiya
Cai, Zongwu
(
ed.
);
Hong, Yongmiao
(
ed.
);
Hsiao, Cheng
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012110385
Saved in:
4
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
Hsiao, Cheng
;
Zhou, Qiankun
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 114-128
Persistent link: https://www.econbiz.de/10012116128
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
Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
Saved in:
8
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:
9
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:
10
On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.
;
Santos Silva, Ralph dos
;
Giordani, Paolo
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
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