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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Della Corte, Pasquale"
~person:"Hong, Yongmiao"
~subject:"Schätzung"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
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Theorie
39
Theory
39
Time series analysis
19
Estimation
10
Statistical test
10
Statistischer Test
10
Exchange rate
9
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Della Corte, Pasquale
Hong, Yongmiao
Phillips, Peter C. B.
66
Franses, Philip Hans
60
Gil-Alaña, Luis A.
55
Gupta, Rangan
42
Caporale, Guglielmo Maria
38
Koop, Gary
32
Taylor, Robert
30
Ghysels, Eric
29
Kumbhakar, Subal
29
Leybourne, Stephen James
29
Perron, Pierre
29
Serletis, Apostolos
29
Timmermann, Allan
29
Koopman, Siem Jan
27
Moosa, Imad A.
27
Pesaran, M. Hashem
27
Granger, C. W. J.
25
Harvey, Andrew C.
25
Hendry, David F.
25
Lütkepohl, Helmut
25
McAleer, Michael
25
Bollerslev, Tim
24
Engle, Robert F.
24
Herwartz, Helmut
24
Mills, Terence C.
23
Wohar, Mark E.
23
Bahmani-Oskooee, Mohsen
22
Hecq, Alain W. J.
22
Taylor, Mark P.
22
Chang, Tsangyao
21
Peel, David
21
Diebold, Francis X.
20
Engsted, Tom
20
Fabozzi, Frank J.
20
Marcellino, Massimiliano
20
Newbold, Paul
20
Satchell, Stephen
20
Hassler, Uwe
19
Hyndman, Rob J.
19
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Econometric theory
6
Journal of econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of financial economics
3
International economic review
2
The review of economics and statistics
2
The review of financial studies
2
Finance research letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
29
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1
Regularized gmm for time-varying models with applications to asset pricing
Cui, Liyuan
;
Feng, Guanhao
;
Hong, Yongmiao
- In:
International economic review
65
(
2024
)
2
,
pp. 851-883
Persistent link: https://www.econbiz.de/10014538940
Saved in:
2
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
3
Testing for structural changes in large dimensional factor models via discrete Fourier transform
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 302-331
Persistent link: https://www.econbiz.de/10014341081
Saved in:
4
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
5
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying
;
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Saved in:
6
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
7
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
8
Solving Euler equations via two-stage nonparametric penalized splines
Cui, Liyuan
;
Hong, Yongmiao
;
Li, Yingxing
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1024-1056
Persistent link: https://www.econbiz.de/10012619815
Saved in:
9
Characteristic function based testing for conditional independence : a nonparametric regression approach
Wang, Xia
;
Hong, Yongmiao
- In:
Econometric theory
34
(
2018
)
4
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011951432
Saved in:
10
Testing strict stationarity with applications to macroeconomic time series
Hong, Yongmiao
;
Wang, Xia
;
Wang, Shouyang
- In:
International economic review
58
(
2017
)
4
,
pp. 1227-1277
Persistent link: https://www.econbiz.de/10011860376
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