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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"The econometrics journal"
~person:"Cheng, Xu"
~person:"Hoga, Yannick"
~subject:"Statistical inference"
~subject:"Statistical test"
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Probability theory
Statistische Methodenlehre
Statistical inference
Statistical test
Estimation theory
2
Schätztheorie
2
Statistischer Test
2
Change point test
1
Cointegration
1
Functional central limit theorem
1
Kointegration
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Ranking method
1
Ranking-Verfahren
1
Risikomaß
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Tail index estimator
1
Time series analysis
1
VAR model
1
VAR-Modell
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VaR
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Zeitreihenanalyse
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β-Mixing
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Cheng, Xu
Hoga, Yannick
Camponovo, Lorenzo
2
Davidson, Russell
2
Dufour, Jean-Marie
2
Hsu, Yu-Chin
2
Otsu, Taisuke
2
Phillips, Peter C. B.
2
Sun, Yixiao
2
Wu, Ximing
2
Xiao, Zhijie
2
Aguirre, Víctor M.
1
Alejo, Javier
1
Andrews, Donald W. K.
1
Baillie, Richard
1
Baltagi, Badi H.
1
Bera, Anil K.
1
Berger, Yves G.
1
Bravo, Francesco
1
Calonico, Sebastian
1
Cattaneo, Matias D.
1
Choi, Hwan-sik
1
Corradi, Valentina
1
Coudin, Elise
1
Davydov, Youri
1
Delgado, Miguel A.
1
Demetrescu, Matei
1
Doko Tchatoka, Firmin
1
Domínguez, Manuel A.
1
Farrell, Max H.
1
Feng, Qu
1
Fu, Jia-Young Michael
1
Goh, Gyuhyeong
1
Gospodinov, Nikolaj
1
Greselin, Francesca
1
Guo, Gangzheng
1
Gutknecht, Daniel
1
Han, Sukjin
1
Henry, Marc
1
Hidalgo, Javier
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The econometrics journal
Cowles Foundation Discussion Paper
5
Cowles Foundation discussion paper
3
Journal of econometrics
3
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
PIER Working Paper
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Working papers / Penn Institute for Economic Research
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Testing for changes in (extreme) VaR
Hoga, Yannick
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10011719962
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2
Semiparametric cointegrating rank selection
Cheng, Xu
;
Phillips, Peter C. B.
- In:
The econometrics journal
12
(
2009
),
pp. 83-104
Persistent link: https://www.econbiz.de/10003876315
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