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subject:"Probability theory"
subject:"Time series analysis"
~person:"Chen, Xiaohong"
~person:"Harvey, David I."
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical test"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Maximum-Likelihood-Schätzung
Statistical test
Estimation theory
42
Schätztheorie
42
Zeitreihenanalyse
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Einheitswurzeltest
7
Structural break
7
Strukturbruch
7
Unit root test
7
Theorie
6
Theory
6
Forecasting model
5
Prognoseverfahren
5
Statistischer Test
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Estimation
3
Method of moments
3
Momentenmethode
3
Nichtlineare Regression
3
Nonlinear regression
3
Regression analysis
3
Regressionsanalyse
3
Schätzung
3
Semiparametric efficiency
3
Unit root
3
ARCH model
2
ARCH-Modell
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Autocorrelation
2
Autokorrelation
2
Confidence sets
2
Irregular functional
2
Level break
2
Maximum likelihood estimation
2
Multivariate Verteilung
2
Multivariate distribution
2
Stationary
2
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Article
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Article in journal
Konferenzbeitrag
Aufsatz in Zeitschrift
20
Arbeitspapier
12
Working Paper
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11
Non-commercial literature
11
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English
20
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Chen, Xiaohong
Harvey, David I.
Phillips, Peter C. B.
37
Linton, Oliver
22
Lee, Lung-fei
20
Leybourne, Stephen James
20
Bera, Anil K.
18
Lütkepohl, Helmut
18
Perron, Pierre
18
Baltagi, Badi H.
17
Taylor, Robert
17
Gao, Jiti
16
Teräsvirta, Timo
16
Robinson, Peter M.
15
Su, Liangjun
15
Xiao, Zhijie
15
Harvey, Andrew C.
14
Hassler, Uwe
14
Johansen, Søren
14
Sun, Yixiao
14
Cai, Zongwu
13
Chambers, Marcus J.
13
Li, Qi
13
White, Halbert
13
Andrews, Donald W. K.
12
Francq, Christian
12
Hsiao, Cheng
12
Lucas, André
12
McAleer, Michael
12
Pesaran, M. Hashem
12
Westerlund, Joakim
12
Zakoïan, Jean-Michel
12
Tauchen, George Eugene
11
Zhu, Ke
11
Baillie, Richard
10
Chan, Ngai Hang
10
Ghysels, Eric
10
Hong, Yongmiao
10
Jin, Fei
10
Kapetanios, George
10
Koop, Gary
10
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Journal of econometrics
11
Econometric theory
3
Economics letters
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of forecasting
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
20
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1
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
2
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
3
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
4
Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
Saved in:
5
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
145
(
2016
),
pp. 239-245
Persistent link: https://www.econbiz.de/10011618823
Saved in:
6
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
Saved in:
7
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong
;
Christensen, Timothy M.
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 447-465
Persistent link: https://www.econbiz.de/10011503628
Saved in:
8
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
9
Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong
;
Liao, Zhipeng
;
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 639-658
Persistent link: https://www.econbiz.de/10010257367
Saved in:
10
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
122
(
2014
)
1
,
pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
Saved in:
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