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subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Hsiao, Cheng"
~person:"Li, Qi"
~subject:"ARMA-Modell"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"Statistischer Test"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
ARMA-Modell
Estimation theory
Statistische Verteilung
Statistischer Test
Time series analysis
USA
Zeitreihenanalyse
Theorie
31
Theory
31
Ökonometrie
7
Econometrics
6
United States
4
Nichtlineare Regression
3
Nonlinear regression
3
Panel
3
Panel study
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2
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1
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1
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1
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22
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English
22
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Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Hsiao, Cheng
Li, Qi
Phillips, Peter C. B.
22
Koop, Gary
11
Swanson, Norman R.
10
Gouriéroux, Christian
9
Yu, Jun
9
Diebold, Francis X.
8
Lee, Lung-fei
8
Linton, Oliver
8
Xiao, Zhijie
8
Chib, Siddhartha
7
Kohn, Robert
7
Steel, Mark F. J.
7
Teräsvirta, Timo
7
Dufour, Jean-Marie
6
Hallin, Marc
6
King, Maxwell L.
6
Mariano, Roberto S.
6
Taylor, Robert
6
Whang, Yoon-jae
6
Andrews, Donald W. K.
5
Chen, Xiaohong
5
Corradi, Valentina
5
Ghysels, Eric
5
Granger, C. W. J.
5
Horowitz, Joel
5
Khalaf, Lynda
5
McAleer, Michael
5
Park, Joon Y.
5
Pesaran, M. Hashem
5
Schmidt, Peter
5
Velasco, Carlos
5
Bai, Jushan
4
Baltagi, Badi H.
4
Barigozzi, Matteo
4
Bierens, Herman J.
4
Chen, Rong
4
Davidson, James E. H.
4
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Journal of econometrics
Economics letters
20
Econometric theory
9
Econometric reviews
8
International journal of forecasting
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of applied econometrics
5
Journal of forecasting
5
International economic review
4
Oxford bulletin of economics and statistics
4
Applied economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic surveys
3
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Macroeconomic dynamics
2
The econometrics journal
2
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2
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1
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1
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1
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1
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1
International journal of production research
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
Journal of quantitative economics : official journal of the Indian Econometric Society
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Metrika : international journal for theoretical and applied statistics
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Monetary and economic studies
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Nonparametric dynamic modelling
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Practical issues in cointegration analysis
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Testing integration and cointegration
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ECONIS (ZBW)
22
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1
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22
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1
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
2
Detecting big structural breaks in large factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
Saved in:
3
Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa
;
Gonzalo, Jesús
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
Saved in:
4
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
Saved in:
5
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
6
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
7
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Lu, Yi
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
Saved in:
8
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi
;
Hsiao, Cheng
;
Zinn, Joel
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001731319
Saved in:
9
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
10
Estimation and model selection based inference in single and multiple threshold models
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 319-352
Persistent link: https://www.econbiz.de/10001703519
Saved in:
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