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type_genre:"Aufsatz im Buch"
~subject:"Cointegration"
~subject:"Epidemie"
~subject:"Exchange rate"
~subject:"Japan"
~subject:"Risiko"
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Cointegration
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Estimation theory
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168
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Essays in honor of Joon Y. Park : econometric theory
7
Bioenvironmental and public health statistics
4
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
3
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
2
Essays in honor of Peter C. B. Phillips
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
Handbook of financial time series
2
Advances in economics and econometrics ; Volume 2
1
Advances in industrial engineering and operations research : [revised and extended articles written by prominent researchers participating in the International MultiConference of Engineers and Computer Scientists (IMECS) 2007 ; held in Hong Kong on March 21 - 23, 2007]
1
Agrarian economy and rural development : realities and perspectives for Romania : 6th edition of the International Symposium
1
Betriebswirtschaftliche Anwendungen des Soft Computing : neuronale Netze, Fuzzy-Systeme und evolutionäre Algorithmen
1
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
1
Coping with uncertainty : robust solutions
1
Cu - Hi
1
Current issues in project analysis for development
1
East Asian economic issues ; Vol. 4
1
Econometric analysis of financial and economic time series ; part B
1
Econometric analysis of financial and economic time series ; part a
1
Econometric analysis of financial markets
1
Econometrics of risk
1
Economic miracles in the European economies
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Ergonomics and human factors in safety management
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Essays on financial time series analysis
1
Experiments in economics : decision making and markets
1
Five essays on international trade, factor flows and the gains from globalization
1
Global information technology and competitive financial alliances
1
Handbook of empirical economics and finance
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
Handbook of research methods and applications in empirical macroeconomics
1
Handbook of research on emerging theories, models, and applications of financial econometrics
1
Informationssysteme in der Finanzwirtschaft : mit 35 Tabellen
1
Institutional arrangements for global economic integration
1
Interest rates : term structure models, monetary policy, and prediction
1
International finance for infrastructure development
1
International financial markets in North-East Asia : assessment and prospects
1
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1
Time aggregation and the estimation of the market model : revision and extension
Lee, Cheng F.
;
Lin, Fu-Lai
;
Cartwright, Phillip A.
-
2024
Persistent link: https://www.econbiz.de/10015046635
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2
Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
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3
Transformation models with cointegrated and deterministically trending regressors
Lin, Yingqian
;
Tu, Yundong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 207-232)
.
2023
Persistent link: https://www.econbiz.de/10014313678
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4
Minimax risk in estimating kink threshold and testing continuity
Hidalgo, Javier
;
Lee, Heejun
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 233-259)
.
2023
Persistent link: https://www.econbiz.de/10014313688
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5
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
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6
Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj
;
Maynard, Alex
;
Pesavento, Elena
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 295-318)
.
2023
Persistent link: https://www.econbiz.de/10014313744
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7
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
8
Best linear prediction in cointegrated systems
Kim, Yun-Yeong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 367-391)
.
2023
Persistent link: https://www.econbiz.de/10014313816
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9
Aggregate output measurements : a common trend approach
Almuzara, Martín
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 3-33)
.
2023
Persistent link: https://www.econbiz.de/10014313827
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10
Identification of beliefs in the presence of disaster risk and misspecification
Chaudhuri, Saraswata
;
Renault, Eric
;
Wahlstrom, Oscar
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 261-290)
.
2023
Persistent link: https://www.econbiz.de/10014315375
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