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subject:"EU countries"
subject:"Estimation"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Cavaliere, Giuseppe"
~person:"Enders, Walter"
~person:"Gao, Jiti"
~person:"Horváth, Lajos"
~subject:"Zeitreihenanalyse"
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EU countries
Estimation
Zeitreihenanalyse
Schätzung
10
Theorie
6
Theory
6
Time series analysis
6
Estimation theory
4
Schätztheorie
4
Bootstrap approach
2
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2
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2
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Cavaliere, Giuseppe
Enders, Walter
Gao, Jiti
Horváth, Lajos
Su, Liangjun
5
Pesaran, M. Hashem
4
Carrasco, Marine
3
Franses, Philip Hans
3
Gospodinov, Nikolaj
3
Hsu, Yu-Chin
3
Lan, Wei
3
Li, Qi
3
Lieli, Robert P.
3
Liesenfeld, Roman
3
Ravazzolo, Francesco
3
Tauchen, George Eugene
3
Westerlund, Joakim
3
Bansal, Ravi
2
Berg, Gerard J. van den
2
Bollerslev, Tim
2
Boswijk, Herman Peter
2
Caner, Mehmet
2
Chan, Joshua
2
Cheung, Ying Lun
2
Demetrescu, Matei
2
Diebold, Francis X.
2
Einmahl, John H. J.
2
Ericsson, Neil R.
2
Escanciano, Juan Carlos
2
Gerlach, Richard H.
2
Groen, Jan J. J.
2
Haldrup, Niels
2
Harvey, Andrew C.
2
Hautsch, Nikolaus
2
Huber, Florian
2
Huber, Martin
2
Härdle, Wolfgang
2
Jacobs, Kris
2
Johansen, Søren
2
Juhl, Ted
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Journal of econometrics
6
CREATES research paper
3
Cambridge working papers in economics
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Econometric reviews
2
Journal of empirical finance
2
Queen's Economics Department working paper
2
The econometrics journal
2
Working paper / Department of Economics, Wilfrid Laurier University
2
Applied economics
1
Contemporary issues in economics and econometrics : theory and applications; [Australian Meeting of the Econometric Society ... ]
1
Defence and peace economics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper series / IZA
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
IZA Discussion Paper
1
International financial forecasting
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Janeway Institute working paper series
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of productivity analysis
1
MPRA Paper
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Review of quantitative finance and accounting
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Southern economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The American economic review
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper / Iowa State University, Department of Economics
1
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
Testing stability in functional event observations with an application to IPO performance
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1262-1273
Persistent link: https://www.econbiz.de/10014448630
Saved in:
3
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
4
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Saved in:
5
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
6
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
Saved in:
7
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
8
A new class of bivariate threshold cointegration models
Cai, Biqing
;
Gao, Jiti
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 288-305
Persistent link: https://www.econbiz.de/10011704196
Saved in:
9
Cointegration and threshold adjustment
Enders, Walter
;
Siklos, Pierre L.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
Saved in:
10
Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates
Enders, Walter
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 304-311
Persistent link: https://www.econbiz.de/10001246510
Saved in:
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