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subject:"Deutschland"
subject:"Forecasting model"
~person:"Chen, Yi-ting"
~subject:"Risiko"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Deutschland
Forecasting model
Risiko
Statistical distribution
Estimation theory
10
Schätztheorie
10
Statistical test
8
Statistischer Test
8
Statistische Verteilung
5
Estimation
3
Schätzung
3
GARCH-type models
2
Method of moments
2
Modellierung
2
Momentenmethode
2
Scientific modelling
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
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1
Bootstrap approach
1
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1
Börsenkurs
1
Capital income
1
Conditional distribution
1
Correlation
1
Dauer
1
Duration
1
Einkommensverteilung
1
Entropie
1
Entropy
1
Estimation effect
1
GMM
1
Gaussian QML method
1
Grouped data
1
Higher-moment tests
1
Hypothesis testing
1
Income distribution
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Aufsatz in Zeitschrift
Conference paper
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Chen, Yi-ting
Kumar, Dilip
11
Phillips, Peter C. B.
10
Peng, Liang
9
Ullah, Aman
9
Lütkepohl, Helmut
8
Swanson, Norman R.
8
Wu, Ximing
8
Cai, Zongwu
7
Linton, Oliver
7
Nadarajah, Saralees
7
Paolella, Marc S.
7
Baltagi, Badi H.
6
Bera, Anil K.
6
Demetrescu, Matei
6
Hoga, Yannick
6
Kapetanios, George
6
Lahiri, Kajal
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Taylor, James W.
6
Teräsvirta, Timo
6
Tsay, Ruey S.
6
Winkelmann, Rainer
6
Baillie, Richard
5
Corradi, Valentina
5
Fan, Jianqing
5
Fosten, Jack
5
Guillou, Armelle
5
Koop, Gary
5
Lechner, Michael
5
Lee, Ji Hyung
5
Lucas, André
5
McCracken, Michael W.
5
Parmeter, Christopher F.
5
Rodrigues, Paulo M. M.
5
Rossi, Barbara
5
Shi, Yanlin
5
Tu, Yundong
5
White, Halbert
5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
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1
A unified approach to estimating and testing income distributions with grouped data
Chen, Yi-ting
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 438-455
Persistent link: https://www.econbiz.de/10012249172
Saved in:
2
Modeling maximum entropy distributions for financial returns by moment combination and selection
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 414-455
Persistent link: https://www.econbiz.de/10011339297
Saved in:
3
A simple approach to standardized-residuals-based higher-moment tests
Chen, Yi-ting
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 427-453
Persistent link: https://www.econbiz.de/10009615672
Saved in:
4
Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty
Chen, Yi-ting
- In:
Journal of forecasting
30
(
2011
)
4
,
pp. 409-450
Persistent link: https://www.econbiz.de/10009234516
Saved in:
5
Testing for misspecification in binary response models with competing distributions
Chen, Yi-ting
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
6
,
pp. 843-865
Persistent link: https://www.econbiz.de/10003595799
Saved in:
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