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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Journal of econometrics"
~person:"Xiao, Zhijie"
~source:"econis"
~subject:"Induktive Statistik"
~subject:"Statistical distribution"
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Prognoseverfahren
Regression analysis
Induktive Statistik
Statistical distribution
Estimation theory
7
Schätztheorie
7
Time series analysis
5
Zeitreihenanalyse
5
Nichtparametrisches Verfahren
3
Nonparametric statistics
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Cointegration
2
Kointegration
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Regressionsanalyse
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Ausreißer
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Capital income
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Efficiency
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Einheitswurzeltest
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Extreme quantile
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Extreme value theory
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GNP and CAY residuals
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Generated regressors
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Heteroscedasticity
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Heteroskedasticity
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Heteroskedastizität
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Kapitaleinkommen
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Local polynomial estimation
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Multivariate Verteilung
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Multivariate distribution
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Nonlinearity
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Nonparametric regression
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Nonstationarity
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Outliers
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Power law
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Probability theory
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Residual copula
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Risikomaß
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Semiparametric
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Statistical inference
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Xiao, Zhijie
Linton, Oliver
10
Chen, Songnian
8
Phillips, Peter C. B.
8
Fan, Yanqin
6
Lee, Ji Hyung
6
Su, Liangjun
6
Sun, Yiguo
6
Tu, Yundong
6
Cai, Zongwu
5
Hansen, Christian Bailey
5
Li, Degui
5
Li, Qi
5
Robinson, Peter M.
5
Taylor, Robert
5
Todorov, Viktor
5
Xu, Ke-Li
5
Andersen, Torben
4
Breunig, Christoph
4
Corradi, Valentina
4
Demetrescu, Matei
4
Fan, Jianqing
4
Florens, Jean-Pierre
4
Gao, Jiti
4
Kim, Donggyu
4
Liu, Ruixuan
4
Mammen, Enno
4
Park, Joon Y.
4
Rodrigues, Paulo M. M.
4
Sasaki, Yuya
4
Simoni, Anna
4
Swanson, Norman R.
4
White, Halbert
4
Yu, Ping
4
Andrews, Donald W. K.
3
Bertanha, Marinho
3
Chen, Heng
3
Cheng, Xu
3
Escanciano, Juan Carlos
3
Francq, Christian
3
Galvão Júnior, Antônio Fialho
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Journal of econometrics
Econometric theory
4
Boston College working papers in economics
2
The econometrics journal
2
Cambridge working papers in economics
1
Cowles Foundation discussion paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion papers of interdisciplinary research project 373
1
Frontiers of economics in China : selected publications from Chinese universities
1
Journal of forecasting
1
LSE STICERD Research Paper
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ECONIS (ZBW)
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Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
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2
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
3
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
Cai, Zongwu
;
Xiao, Zhijie
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 413-425
Persistent link: https://www.econbiz.de/10009612844
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