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subject:"Zeitreihenanalyse"
~person:"Franses, Philip Hans"
~person:"Watson, Mark W."
~person:"Xiao, Zhijie"
~subject:"Kapitaleinkommen"
~subject:"Regression analysis"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Regression analysis
Estimation theory
58
Schätztheorie
58
Time series analysis
27
Theorie
22
Theory
22
Regressionsanalyse
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Induktive Statistik
6
Statistical inference
6
USA
6
United States
6
Cointegration
5
Kointegration
5
Einheitswurzeltest
4
Estimation
4
Heteroscedasticity
4
Heteroskedastizität
4
Saisonale Schwankungen
4
Schätzung
4
Seasonal variations
4
Unit root test
4
ARCH model
3
ARCH-Modell
3
Forecasting model
3
HAC
3
Metal market
3
Metallmarkt
3
Prognoseverfahren
3
Arbeitslosigkeit
2
Autocorrelation
2
Autokorrelation
2
Capital income
2
Correlation
2
Economic forecast
2
Factor analysis
2
Faktorenanalyse
2
Finland
2
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Book / Working Paper
69
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Article in journal
35
Aufsatz in Zeitschrift
35
Aufsatz im Buch
2
Book section
2
Book review
1
Conference paper
1
Konferenzbeitrag
1
Rezension
1
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1
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Language
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English
38
Author
All
Franses, Philip Hans
Watson, Mark W.
Xiao, Zhijie
Phillips, Peter C. B.
45
Linton, Oliver
28
Su, Liangjun
24
Li, Qi
21
Gao, Jiti
20
Leybourne, Stephen James
19
Taylor, Robert
19
Teräsvirta, Timo
19
Perron, Pierre
18
Cai, Zongwu
17
Harvey, Andrew C.
17
Johansen, Søren
17
Sun, Yiguo
17
Ullah, Aman
17
Westerlund, Joakim
17
Kapetanios, George
16
Robinson, Peter M.
16
Chambers, Marcus J.
15
Lütkepohl, Helmut
15
Baltagi, Badi H.
14
Chen, Songnian
14
Hassler, Uwe
14
Baillie, Richard
13
Kumar, Dilip
13
Li, Degui
13
Tu, Yundong
13
Chan, Ngai Hang
12
Hansen, Bruce E.
12
Koop, Gary
12
Maheswaran, S.
12
Peng, Liang
12
Chen, Xiaohong
11
Dufour, Jean-Marie
11
Fan, Jianqing
11
Ghysels, Eric
11
Granger, C. W. J.
11
Hendry, David F.
11
Mills, Terence C.
11
Tauchen, George Eugene
11
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Journal of econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometric theory
5
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 the American Statistical Association : JASA
2
Advances in economics and econometrics ; Volume 2
1
Applied economics letters
1
Frontiers of economics in China : selected publications from Chinese universities
1
Handbook of econometrics : volume 2
1
Handbook of econometrics ; Vol. 2
1
Journal of applied econometrics
1
Journal of forecasting
1
Journal of time series econometrics
1
Oxford bulletin of economics and statistics
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economics and statistics
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ECONIS (ZBW)
38
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1
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10
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38
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1
Testing for trend specifications in panel data models
Wu, Jilin
;
Song, Xiaojun
;
Xiao, Zhijie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
Saved in:
2
Spatial correlation robust inference in linear regression and panel models
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1050-1064
Persistent link: https://www.econbiz.de/10014448548
Saved in:
3
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
Saved in:
4
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
5
Unifying inference for semiparametric regression
Hong, Shaoxin
;
Jiang, Jiancheng
;
Jiang, Xuejun
;
Xiao, Zhijie
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 482-501
Persistent link: https://www.econbiz.de/10012620720
Saved in:
6
Spurious principal components
Franses, Philip Hans
;
Janssens, Eva
- In:
Applied economics letters
26
(
2019
)
1
,
pp. 37-39
Persistent link: https://www.econbiz.de/10012204125
Saved in:
7
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:
8
HAR inference : recommendations for practice
Lazarus, Eben
;
Lewis, Daniel J.
;
Stock, James H.
; …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
Saved in:
9
Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
Güler, Kemal
;
Ng, Pin T.
;
Xiao, Zhijie
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 651-679
Persistent link: https://www.econbiz.de/10011861402
Saved in:
10
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
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