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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Hassler, Uwe"
~person:"Härdle, Wolfgang"
~subject:"Cointegration"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Capital income
Zeitreihenanalyse
Cointegration
Stochastischer Prozess
Theorie
74
Theory
74
Time series analysis
29
Estimation theory
16
Schätztheorie
16
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Estimation
12
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12
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10
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10
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8
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31
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Hassler, Uwe
Härdle, Wolfgang
Phillips, Peter C. B.
75
Franses, Philip Hans
56
Gil-Alaña, Luis A.
51
Lütkepohl, Helmut
40
Taylor, Robert
36
Escudero, Laureano F.
35
Leybourne, Stephen James
30
McAleer, Michael
30
Koopman, Siem Jan
29
Perron, Pierre
29
Saikkonen, Pentti
29
Gupta, Rangan
28
Caporale, Guglielmo Maria
27
Granger, C. W. J.
27
Koop, Gary
27
Ghysels, Eric
25
Timmermann, Allan
25
Harvey, Andrew C.
24
Johansen, Søren
24
Hecq, Alain W. J.
23
Hendry, David F.
23
Gendreau, Michel
21
Hong, Yongmiao
21
Park, Joon Y.
21
Pesaran, M. Hashem
21
Swanson, Norman R.
21
Yu, Jun
21
Herwartz, Helmut
20
Mills, Terence C.
20
Newbold, Paul
20
Engle, Robert F.
19
Marcellino, Massimiliano
19
Robinson, Peter M.
19
Asai, Manabu
18
Chan, Joshua
18
Haldrup, Niels
18
Linton, Oliver
18
Petropoulos, Fotios
18
Teräsvirta, Timo
18
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Economics letters
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Journal of econometrics
3
Econometric theory
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Progress in economics research
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of the American Statistical Association : JASA
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Nonparametric dynamic modelling
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Oxford bulletin of economics and statistics
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Review of derivatives research
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Spatial economic analysis : the journal of the Regional Studies Association
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ECONIS (ZBW)
32
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1
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
2
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:
3
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:
4
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
Saved in:
5
An application of principal component analysis on multivariate time-stationary spatio-temporal data
Stahlschmidt, Stephan
;
Härdle, Wolfgang
;
Thome, Helmut
- In:
Spatial economic analysis : the journal of the Regional …
10
(
2015
)
2
,
pp. 160-180
Persistent link: https://www.econbiz.de/10011312235
Saved in:
6
Persistence under temporal aggregation and differencing
Hassler, Uwe
- In:
Economics letters
124
(
2014
)
2
,
pp. 318-322
Persistent link: https://www.econbiz.de/10010494135
Saved in:
7
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
8
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
Saved in:
9
Impulse responses of fractionally integrated processes with long memory
Hassler, Uwe
;
Kokoszka, Piotr
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1855-1861
Persistent link: https://www.econbiz.de/10008738316
Saved in:
10
De copulis non est disputandum : copulae: an overview
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Advances in statistical analysis : AStA ; a journal of …
94
(
2010
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003951049
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