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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Hsiao, Cheng"
~person:"Li, Qi"
~person:"Xiao, Zhijie"
~subject:"ARMA-Modell"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~subject:"USA"
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Schätztheorie
ARMA-Modell
Estimation theory
Statistische Verteilung
Time series analysis
USA
Theorie
53
Theory
53
Zeitreihenanalyse
21
Forecasting model
11
Prognoseverfahren
11
Ökonometrie
9
Econometrics
8
Statistical test
6
Statistischer Test
6
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5
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5
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4
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34
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Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Hsiao, Cheng
Li, Qi
Xiao, Zhijie
Phillips, Peter C. B.
20
Koop, Gary
12
Swanson, Norman R.
12
Makridakis, Spyros G.
11
Diebold, Francis X.
9
Gouriéroux, Christian
9
Hyndman, Rob J.
9
Assimakopoulos, V.
8
Kohn, Robert
8
Koopman, Siem Jan
8
Linton, Oliver
8
Spiliotis, Evangelos
8
Chib, Siddhartha
7
Clements, Michael P.
7
Hendry, David F.
7
Lee, Lung-fei
7
Marcellino, Massimiliano
7
Steel, Mark F. J.
7
Teräsvirta, Timo
7
Yu, Jun
7
Granger, C. W. J.
6
Lucas, André
6
Mariano, Roberto S.
6
Perron, Pierre
6
Pesaran, M. Hashem
6
Peña, Daniel
6
Armstrong, Jon Scott
5
Breitung, Jörg
5
Chan, Joshua
5
Chen, Xiaohong
5
Corradi, Valentina
5
Dijk, Dick van
5
Dijk, Herman K. van
5
Galbraith, John W.
5
González-Rivera, Gloria
5
Hallin, Marc
5
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International journal of forecasting
Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
20
Economics letters
19
Econometric Institute research papers
14
Econometric theory
13
Discussion paper / Tinbergen Institute
12
Econometric reviews
10
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Report / Erasmus Center for Financial Research, Erasmus University
6
Journal of forecasting
5
International economic review
4
Journal of applied econometrics
4
Oxford bulletin of economics and statistics
4
Research memorandum series / Tinbergen Instituut
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
Applied economics
3
ERIM report series research in management
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic surveys
3
Journal of macroeconomics
3
Statistical papers
3
The econometrics journal
3
Advanced texts in econometrics
2
CORE discussion paper : DP
2
Cowles Foundation discussion paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Econometric Society monographs
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
IHS economics series : working paper
2
Macroeconomic dynamics
2
Reihe Ökonomie
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
SSE EFI working paper series in economics and finance
2
The review of economic studies
2
The review of economics and statistics
2
Working paper
2
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ECONIS (ZBW)
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1
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
2
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
8
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
9
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
10
Recent Advances in nonstationary time series : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009671554
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