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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~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:"Statistische Verteilung"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Estimation theory
Quantile
Statistische Verteilung
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USA
Theorie
64
Theory
64
Zeitreihenanalyse
26
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Saisonale Schwankungen
8
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8
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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
12
Li, Qi
12
Schmidt, Peter
12
Swanson, Norman R.
11
Diebold, Francis X.
10
Gouriéroux, Christian
9
Steel, Mark F. J.
9
Chib, Siddhartha
8
Giles, David E. A.
8
Hassler, Uwe
8
Hecq, Alain W. J.
8
Krämer, Walter
8
Lee, Lung-fei
8
Baltagi, Badi H.
7
Fan, Yanqin
7
King, Maxwell L.
7
Kohn, Robert
7
Lütkepohl, Helmut
7
Peel, David
7
Pesaran, M. Hashem
7
Teräsvirta, Timo
7
Yu, Jun
7
Ōgaki, Masao
7
Choi, In
6
Corradi, Valentina
6
Davidson, James E. H.
6
Godfrey, L. G.
6
Haldrup, Niels
6
Kuan, Chung-ming
6
Lee, Junsoo
6
Lee, Myoung-jae
6
Mariano, Roberto S.
6
McAleer, Michael
6
McDonald, James B.
6
Ohtani, Kazuhiro
6
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Economics letters
Journal of econometrics
Econometric theory
14
Econometric reviews
8
International journal of forecasting
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Oxford bulletin of economics and statistics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of forecasting
5
Journal of applied econometrics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economic review
3
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3
Annales d'économie et de statistique
2
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2
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2
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2
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1
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1
Contributions to econometric methodology in honor of T. W. Anderson
1
Dynamique des marchés financiers et prévisions
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Información comercial española / Cuadernos económicos
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Jingji-lunwen
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Journal of applied economics
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Journal of economic psychology : research in economic psychology and behavioral economics
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Journal of empirical finance
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Journal of macroeconomics
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Journal of regional science
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Journal of time series econometrics
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
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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
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
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:
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
On the econometrics of the geometric lag model
Franses, Philip Hans
;
Oest, Rutger van
- In:
Economics letters
95
(
2007
)
2
,
pp. 291-296
Persistent link: https://www.econbiz.de/10003460503
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
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