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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~person:"Chen, Xiaohong"
~person:"Harvey, Andrew C."
~subject:"Heteroskedastizität"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Heteroskedastizität
Schätzung
Theorie
10
Theory
10
Time series analysis
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Exchange rate
3
USA
3
United States
3
Wechselkurs
3
Estimation
2
Estimation theory
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Schätztheorie
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1986-1998
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ARCH model
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Dynamische Wirtschaftstheorie
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Aufsatz in Zeitschrift
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8
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English
8
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Chen, Xiaohong
Harvey, Andrew C.
Phillips, Peter C. B.
17
Koop, Gary
11
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Pesaran, M. Hashem
6
Steel, Mark F. J.
6
Taylor, Robert
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Aït-Sahalia, Yacine
5
Hallin, Marc
5
Hong, Yongmiao
5
Park, Joon Y.
5
Timmermann, Allan
5
Todorov, Viktor
5
Bai, Jushan
4
Barigozzi, Matteo
4
Breitung, Jörg
4
Chen, Rong
4
Diebold, Francis X.
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Hansen, Lars Peter
4
Herwartz, Helmut
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Perron, Benoit
4
Robinson, Peter M.
4
Shin, Yongcheol
4
Velasco, Carlos
4
Zakoïan, Jean-Michel
4
Asai, Manabu
3
Baillie, Richard
3
Bauwens, Luc
3
Chan, Joshua
3
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of applied econometrics
3
Econometric theory
2
The economic journal : the journal of the Royal Economic Society
2
Advances in econometrics
1
Cambridge working papers in economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic time series with random walk and other nonstationary components
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
National Institute economic review : journal of the National Institute of Economic and Social Research
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On modelling the long run in applied economics
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Quantitative economics : QE ; journal of the Econometric Society
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The econometrics journal
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ECONIS (ZBW)
8
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
Saved in:
3
Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
Saved in:
4
Nonlinearity and temporal dependence
Chen, Xiaohong
;
Hansen, Lars Peter
;
Carrasco, Marine
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003966974
Saved in:
5
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
Saved in:
6
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 373-401
Persistent link: https://www.econbiz.de/10001382096
Saved in:
7
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
8
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C.
- In:
Journal of econometrics
42
(
1989
)
3
,
pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
Saved in:
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