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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Härdle, Wolfgang"
~person:"Perron, Pierre"
~subject:"Nonparametric statistics"
~subject:"Spieltheorie"
~type:"article"
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Capital income
Zeitreihenanalyse
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112
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112
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43
Estimation theory
22
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22
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Härdle, Wolfgang
Perron, Pierre
Phillips, Peter C. B.
65
Franses, Philip Hans
62
Güth, Werner
56
Gil-Alaña, Luis A.
46
Fudenberg, Drew
34
Lütkepohl, Helmut
32
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31
Samuelson, Larry
31
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31
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30
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29
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28
Ghysels, Eric
27
Granger, C. W. J.
27
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27
Koop, Gary
27
Koopman, Siem Jan
27
Palfrey, Thomas R.
27
Caporale, Guglielmo Maria
26
Leybourne, Stephen James
26
Levine, David K.
25
Mills, Terence C.
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Peleg, Bezalel
24
Timmermann, Allan
24
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23
Jackson, Matthew O.
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Hong, Yongmiao
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Li, Qi
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McAleer, Michael
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Roth, Alvin E.
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Teräsvirta, Timo
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Hassler, Uwe
21
Newbold, Paul
21
Robinson, Peter M.
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Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of the American Statistical Association : JASA
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The econometrics journal
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Digital finance : smart data analytics, investment innovation, and financial technology
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Economic behaviour and policy choice under price stability : proceedings of a conference held at the Bank of Canada, October 1993
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Economics essays : a Festschrift for Werner Hildenbrand
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
58
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1
Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen
;
Perron, Pierre
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
Saved in:
2
The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre
;
Yamamoto, Yohei
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
Saved in:
3
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
4
Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
Saved in:
5
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
Saved in:
6
Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob
;
Härdle, Wolfgang
;
Lessmann, Stefan
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
Saved in:
7
Adaptive weights clustering of research papers
Adamyan, Larisa
;
Efimov, Kirill
;
Chen, Yi-Hsuan
; …
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
3/4
,
pp. 169-187
Persistent link: https://www.econbiz.de/10012416297
Saved in:
8
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
9
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
Saved in:
10
Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets
Härdle, Wolfgang
;
Lee, David Kuo Chuen
;
Nasekin, Sergey
; …
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10011847640
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