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source:"econis"
subject:"Schätztheorie"
~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
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USA
Theorie
43
Theory
43
Zeitreihenanalyse
15
Ökonometrie
9
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8
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5
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5
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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
11
Swanson, Norman R.
10
Gouriéroux, Christian
9
Diebold, Francis X.
8
Linton, Oliver
8
Chib, Siddhartha
7
Kohn, Robert
7
Lee, Lung-fei
7
Steel, Mark F. J.
7
Yu, Jun
7
Mariano, Roberto S.
6
Teräsvirta, Timo
6
Chen, Xiaohong
5
Corradi, Valentina
5
Granger, C. W. J.
5
Hallin, Marc
5
McAleer, Michael
5
Park, Joon Y.
5
Schmidt, Peter
5
Whang, Yoon-jae
5
Baltagi, Badi H.
4
Barigozzi, Matteo
4
Bierens, Herman J.
4
Chen, Rong
4
Chen, Songnian
4
Davidson, James E. H.
4
Fan, Yanqin
4
Ghysels, Eric
4
Haldrup, Niels
4
Hong, Yongmiao
4
Jong, Robert M. de
4
King, Maxwell L.
4
Liao, Yuan
4
Lütkepohl, Helmut
4
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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
International journal of forecasting
6
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
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Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
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3
ERIM report series research in management
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic surveys
3
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3
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3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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IHS economics series : working paper
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Reihe Ökonomie
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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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28
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
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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