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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Härdle, Wolfgang"
~person:"Lütkepohl, Helmut"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Estimation
Forecasting model
Time series analysis
Estimation theory
7
Schätztheorie
7
Regression analysis
3
Zeitreihenanalyse
3
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätzung
2
ANOVA decomposition
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Cereal product
1
CoVaR
1
Composite quasi-maximum likelihood estimation
1
Deutschland
1
Economic indicator
1
Expectile regression
1
Germany
1
Getreideprodukt
1
Goodness-of-fit tests
1
Heteroscedasticity
1
Heteroskedastizität
1
Identification through heteroscedasticity
1
Integrated likelihood
1
Lasso
1
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1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Minimum average contrast estimation
1
Model selection
1
Multivariate Verteilung
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Multivariate distribution
1
Proxy VAR
1
Quantile single-index regression
1
Quantile treatment effect
1
Risikomaß
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6
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Härdle, Wolfgang
Lütkepohl, Helmut
Su, Liangjun
7
Lan, Wei
5
Wang, Hansheng
5
Gao, Jiti
4
Li, Qi
4
Liesenfeld, Roman
4
Bauwens, Luc
3
Cai, Zongwu
3
Franses, Philip Hans
3
González-Rivera, Gloria
3
Hsu, Yu-Chin
3
Li, Deyuan
3
Lieli, Robert P.
3
Tsai, Chih-Ling
3
Ullah, Aman
3
Van Keilegom, Ingrid
3
Belloni, Alexandre
2
Bera, Anil K.
2
Bollerslev, Tim
2
Caner, Mehmet
2
Chernozhukov, Victor
2
Cheung, Yin-Wong
2
Einmahl, John H. J.
2
Escanciano, Juan Carlos
2
Fiebig, Denzil G.
2
Ghysels, Eric
2
Hall, Alastair R.
2
Hautsch, Nikolaus
2
Higgins, Matthew Lawrence
2
Hoga, Yannick
2
Jing, Bingyi
2
Juodis, Artūras
2
Kong, Xinbing
2
Koop, Gary
2
Kozbur, Damian
2
Lesage, James P.
2
Li, Degui
2
Lin, Yuanyuan
2
Ling, Shiqing
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
SFB 649 discussion paper
25
Discussion papers of interdisciplinary research project 373
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Econometric theory
4
Journal of econometrics
4
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CORE discussion paper : DP
2
International journal of forecasting
2
Journal of economic dynamics & control
2
Nonparametric dynamic modelling
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
Computational economics
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
EUI working paper / ECO
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
IRTG 1792 discussion paper
1
International journal of theoretical and applied finance
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Lodz economics working papers
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Macroeconomic dynamics
1
The econometrics journal
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ECONIS (ZBW)
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1
Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510
Saved in:
2
Analysis of deviance for hypothesis testing in generalized partially linear models
Härdle, Wolfgang
;
Huang, Li-Shan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 322-333
Persistent link: https://www.econbiz.de/10012177353
Saved in:
3
Single-index-based CoVaR with very high-dimensional covariates
Fan, Yan
;
Härdle, Wolfgang
;
Wang, Weining
;
Zhu, Lixing
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 212-226
Persistent link: https://www.econbiz.de/10011894611
Saved in:
4
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
5
Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
Saved in:
6
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
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