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subject:"Probability theory"
subject:"Time series analysis"
~person:"Chen, Xiaohong"
~subject:"Einheitswurzeltest"
~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
Einheitswurzeltest
Maximum-Likelihood-Schätzung
Statistical test
Estimation theory
28
Schätztheorie
28
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Zeitreihenanalyse
8
Theorie
5
Theory
5
Bootstrap approach
3
Bootstrap-Verfahren
3
Estimation
3
Method of moments
3
Momentenmethode
3
Nichtlineare Regression
3
Nonlinear regression
3
Schätzung
3
Semiparametric efficiency
3
Irregular functional
2
Maximum likelihood estimation
2
Multivariate Verteilung
2
Multivariate distribution
2
Regression analysis
2
Regressionsanalyse
2
Weak dependence
2
Weighted average derivatives
2
(Nonlinear) Irregular functionals
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Artificial Neural Networks
1
Bid–ask spread
1
CAPM
1
Chi-square inference
1
Cointegration
1
Consumer demand theory
1
Consumption based asset pricing
1
Econometrics
1
Efficient influence
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Article
9
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Article in journal
Konferenzbeitrag
Arbeitspapier
11
Graue Literatur
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Non-commercial literature
11
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Chen, Xiaohong
Phillips, Peter C. B.
39
Linton, Oliver
22
Lee, Lung-fei
21
Leybourne, Stephen James
21
Perron, Pierre
19
Taylor, Robert
19
Bera, Anil K.
18
Lütkepohl, Helmut
18
Baltagi, Badi H.
17
Gao, Jiti
16
Teräsvirta, Timo
16
Hassler, Uwe
15
Robinson, Peter M.
15
Su, Liangjun
15
Xiao, Zhijie
15
Harvey, Andrew C.
14
Johansen, Søren
14
Sun, Yixiao
14
Westerlund, Joakim
14
Cai, Zongwu
13
Chambers, Marcus J.
13
Li, Qi
13
White, Halbert
13
Andrews, Donald W. K.
12
Francq, Christian
12
Harvey, David I.
12
Hsiao, Cheng
12
Lucas, André
12
McAleer, Michael
12
Pesaran, M. Hashem
12
Zakoïan, Jean-Michel
12
Peng, Liang
11
Tauchen, George Eugene
11
Zhu, Ke
11
Baillie, Richard
10
Chan, Ngai Hang
10
Ghysels, Eric
10
Hendry, David F.
10
Hong, Yongmiao
10
Jin, Fei
10
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Journal of econometrics
6
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
9
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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
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:
4
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:
5
Likelihood inference in some finite mixture models
Chen, Xiaohong
;
Northwestern University / Department of …
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 87-99
Persistent link: https://www.econbiz.de/10010497117
Saved in:
6
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
Saved in:
7
Estimation of copula-based semiparametric time series models
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003277967
Saved in:
8
Sieve extremum estimates for weakly dependent data
Chen, Xiaohong
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
2
,
pp. 289-314
Persistent link: https://www.econbiz.de/10001237572
Saved in:
9
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
Saved in:
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