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~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The econometrics journal"
~language:"eng"
~person:"Barigozzi, Matteo"
~person:"Chan, Kam C."
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonparametric statistics"
~subject:"Theory"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Nichtparametrisches Verfahren
Nonparametric statistics
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2
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Barigozzi, Matteo
Chan, Kam C.
Härdle, Wolfgang
Koopman, Siem Jan
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Gallant, A. Ronald
7
Almeida, Caio
5
Ardison, Kym
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4
Vicente, Jose
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of the American Statistical Association : JASA
The econometrics journal
Journal of econometrics
30
Applied economics
11
Econometric theory
10
International journal of forecasting
7
Econometric reviews
6
Journal of financial econometrics
5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Digital finance : smart data analytics, investment innovation, and financial technology
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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1
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Global journal of emerging market economies
1
International journal of managerial finance : IJMF
1
International journal of theoretical and applied finance
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International review of applied economics
1
International review of financial analysis
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Journal of behavioral and experimental economics
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Journal of economic behavior & organization : JEBO
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Journal of international financial markets, institutions & money
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Oxford bulletin of economics and statistics
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Pacific-Basin finance journal
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Research in economics : an international review of economics
1
Research in international business and finance
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Review of Middle East economics and finance
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ECONIS (ZBW)
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1
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
2
Indirect inference in spatial autoregression
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011757378
Saved in:
3
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
4
Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
Saved in:
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