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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Fan, Jianqing"
~person:"Lütkepohl, Helmut"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Volatility
Schätztheorie
Estimation theory
6
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Average treatment effect
1
Big data
1
Causal inference
1
Causality analysis
1
Cereal product
1
Concentration inequality
1
Correlation
1
Deutschland
1
Double robustness
1
Economic indicator
1
Estimation
1
Factor analysis
1
Faktorenanalyse
1
GICS
1
Germany
1
Getreideprodukt
1
Heavy-tailed error
1
Heteroscedasticity
1
Heteroskedastizität
1
High-frequency factor model
1
Identification through heteroscedasticity
1
Induktive Statistik
1
Kausalanalyse
1
Korrelation
1
Location-based thresholding
1
Low rank plus sparse
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Model misspecification
1
Modellierung
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Portfolio selection
1
Portfolio-Management
1
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Aufsatz in Zeitschrift
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English
6
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Fan, Jianqing
Lütkepohl, Helmut
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
Wang, Hansheng
6
Hansen, Christian Bailey
5
Lechner, Michael
5
Racine, Jeffrey
5
Ahn, Hyungtaik
4
Caner, Mehmet
4
Ghysels, Eric
4
Gospodinov, Nikolaj
4
Härdle, Wolfgang
4
Ichimura, Hidehiko
4
Li, Dong
4
Liesenfeld, Roman
4
Ling, Shiqing
4
Powell, James
4
Ruud, Paul Arthur
4
Tsai, Chih-Ling
4
Zhang, Xinyu
4
Bauwens, Luc
3
Bollerslev, Tim
3
Cai, Zongwu
3
Cheung, Yin-Wong
3
Franses, Philip Hans
3
González-Rivera, Gloria
3
Hall, Alastair R.
3
Han, Xu
3
Hansen, Bruce E.
3
Hsu, Yu-Chin
3
Huber, Martin
3
Kong, Xinbing
3
Koop, Gary
3
Li, Degui
3
Li, Deyuan
3
Lieli, Robert P.
3
Lucas, André
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
11
Journal of the American Statistical Association : JASA
9
Econometric theory
5
Journal of economic dynamics & control
4
The econometrics journal
3
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of forecasting
2
Oxford bulletin of economics and statistics
2
Computational economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Special issue on "money demand in Europe"
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The review of economics and statistics
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ECONIS (ZBW)
6
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1
Optimal covariate balancing conditions in propensity score estimation
Fan, Jianqing
;
Imai, Kosuke
;
Lee, Inbeom
;
Liu, Han
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10013540648
Saved in:
2
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:
3
Incorporating global industrial classification standard into portfolio allocation : a simple factor-based large covariance matrix : estimator with high-frequency data
Fan, Jianqing
;
Furger, Alex
;
Xiu, Dacheng
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 489-503
Persistent link: https://www.econbiz.de/10011692389
Saved in:
4
Quasi-maximum likelihood estimation of GARCH models with heavy-tailed likelihoods
Fan, Jianqing
;
Qi, Lei
;
Xiu, Dacheng
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 178-205
Persistent link: https://www.econbiz.de/10010488571
Saved in:
5
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:
6
Forecasting vector ARMA processes with systematically missing observations
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10001009797
Saved in:
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