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subject:"Forecasting model"
subject:"Theorie"
~isPartOf:"Econometric theory"
~person:"Caner, Mehmet"
~person:"Chen, Xiaohong"
~subject:"Kointegration"
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Forecasting model
Theorie
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Estimation theory
8
Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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Estimation
1
Financial market
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Caner, Mehmet
Chen, Xiaohong
Phillips, Peter C. B.
11
Saikkonen, Pentti
8
Lee, Lung-fei
7
Linton, Oliver
7
Chambers, Marcus J.
5
Jong, Robert M. de
5
Lütkepohl, Helmut
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Andrews, Donald W. K.
4
Davidson, James E. H.
4
Fan, Yanqin
4
Knight, John L.
4
Newey, Whitney K.
4
Park, Joon Y.
4
Pötscher, Benedikt M.
4
Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Chen, Songnian
3
Donald, Stephen G.
3
Grégoir, Stéphane
3
Hidalgo, Javier
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3
Kuan, Chung-ming
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3
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3
Nabeya, Seiji
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3
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2
Arcones, Miguel A.
2
Bai, Jushan
2
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2
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2
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Econometric theory
Cowles Foundation discussion paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of econometrics
2
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1
CREATES research paper
1
Econometric reviews
1
Handbook of econometrics ; Vol. 6B
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Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Tao, Minjing
;
Wang, Yazhen
;
Chen, Xiaohong
- In:
Econometric theory
29
(
2013
)
4
,
pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
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2
A model selection test for bivariate failure-time data
Chen, Xiaohong
;
Fan, Yanqin
- In:
Econometric theory
23
(
2007
)
3
,
pp. 414-439
Persistent link: https://www.econbiz.de/10003541246
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3
A note on least absolute deviation estimation of a threshold model
Caner, Mehmet
- In:
Econometric theory
18
(
2002
)
3
,
pp. 800-814
Persistent link: https://www.econbiz.de/10001673462
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4
Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
Chen, Xiaohong
- In:
Econometric theory
14
(
1998
)
2
,
pp. 260-284
Persistent link: https://www.econbiz.de/10001245306
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5
Weak convergence to a matrix stochastic integral with stable processes
Caner, Mehmet
- In:
Econometric theory
13
(
1997
)
4
,
pp. 506-528
Persistent link: https://www.econbiz.de/10001230728
Saved in:
6
Laws of large numbers for Hilbert space-valued mixingales with applications
Chen, Xiaohong
- In:
Econometric theory
12
(
1996
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10001205641
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