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subject:"Volatility"
type_genre:"Article in journal"
~person:"Bai, Jushan"
~person:"DeJong, David Neil"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
36
Schätztheorie
36
Theorie
17
Theory
17
Panel
14
Panel study
14
Factor analysis
6
Faktorenanalyse
6
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6
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United States
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3
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Analysis of variance
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Econometrics
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Statistical theory
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Statistische Methodenlehre
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Article in journal
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Bai, Jushan
DeJong, David Neil
Phillips, Peter C. B.
29
Leybourne, Stephen James
18
Linton, Oliver
18
Harvey, Andrew C.
16
Kumar, Dilip
16
Taylor, Robert
16
Teräsvirta, Timo
16
Lütkepohl, Helmut
15
Johansen, Søren
14
Maheswaran, S.
14
Chambers, Marcus J.
13
Gao, Jiti
13
Hassler, Uwe
13
Perron, Pierre
13
Tauchen, George Eugene
13
Li, Jia
12
Todorov, Viktor
12
Xiao, Zhijie
12
Ghysels, Eric
11
Koopman, Siem Jan
11
McAleer, Michael
11
Zhu, Ke
11
Baillie, Richard
10
Bauwens, Luc
10
Francq, Christian
10
Koop, Gary
10
Lucas, André
10
Robinson, Peter M.
10
Zakoïan, Jean-Michel
10
Fan, Jianqing
9
Franses, Philip Hans
9
Hafner, Christian M.
9
Harvey, David I.
9
Hendry, David F.
9
Kapetanios, George
9
Nelson, Daniel B.
9
Nielsen, Morten Ørregaard
9
Westerlund, Joakim
9
Andersen, Torben
8
Baltagi, Badi H.
8
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of forecasting
1
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ECONIS (ZBW)
6
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1
Conditional Markov chain and its application in economic time series analysis
Bai, Jushan
;
Wang, Peng
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 715-734
Persistent link: https://www.econbiz.de/10009408923
Saved in:
2
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
3
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
4
The forecasting attributes of trend- and difference-stationary representations for macroeconomic time series
DeJong, David Neil
- In:
Journal of forecasting
13
(
1994
)
3
,
pp. 279-297
Persistent link: https://www.econbiz.de/10001157662
Saved in:
5
Estimating moving average parameters : classical pileups and Bayesian posteriors
DeJong, David Neil
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
3
,
pp. 311-317
Persistent link: https://www.econbiz.de/10001146831
Saved in:
6
Integration versus trend stationarity in time series
DeJong, David Neil
(
contributor
)
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
2
,
pp. 423-433
Persistent link: https://www.econbiz.de/10001124363
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