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subject:"Nonparametric statistics"
subject:"Regressionsanalyse"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Croux, Christophe"
~person:"Phillips, Peter C. B."
~subject:"Correlation"
~subject:"Stochastischer Prozess"
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Nonparametric statistics
Regressionsanalyse
Correlation
Stochastischer Prozess
Estimation theory
2
Schätztheorie
2
Analysis of variance
1
Bias
1
CAPM
1
Einheitswurzeltest
1
Forecasting model
1
IVX estimation
1
Korrelation
1
Nichtparametrisches Verfahren
1
Prognoseverfahren
1
Regression analysis
1
Systematischer Fehler
1
Unit root test
1
Varianzanalyse
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bias
1
endogenous instrumentation
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indirect inference
1
local unit roots
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mild integration
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prediction
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quantile crossing
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unit roots
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zero coverage probability
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Croux, Christophe
Phillips, Peter C. B.
Corsi, Fulvio
2
Härdle, Wolfgang
2
Ahlgren, Niklas
1
Ahn, Seung Chan
1
Antell, Jan
1
Audrino, Francesco
1
Birke, Melanie
1
Boudt, Kris
1
Bu, Ruijun
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Yi-ting
1
Denuit, Michel
1
Di, Jianing
1
Fan, Jianqing
1
Fan, Yingying
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1
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1
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1
Hurn, Stan
1
Ikeda, Shin S.
1
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1
Jiang, George J.
1
Kohn, Robert
1
Kokoszka, Piotr
1
Kotchoni, Rachidi
1
Lando, David
1
Laurent, Sébastien
1
Lindsay, Kenneth A.
1
Lubrano, Michel
1
Lv, Jinchi
1
Medhat, Mamdouh
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation discussion paper
44
Cowles Foundation Discussion Paper
23
KBI
14
Journal of econometrics
12
Econometric theory
10
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
The econometrics journal
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annals of economics and statistics
1
Cowles Foundation Discussion Paper 1768
1
Cowles Foundation paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometrics : open access journal
1
European journal of operational research : EJOR
1
Handbook of financial time series
1
International economic review
1
International journal of forecasting
1
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
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Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
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2
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
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