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~isPartOf:"CEPR Discussion Paper Series, Centre for Economic Policy Research (CEPR), London"
~isPartOf:"Economia internazionale"
~isPartOf:"The econometrics journal"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~person:"Snower, Dennis J."
~subject:"Nonparametric statistics"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Caporale, Guglielmo Maria
Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Snower, Dennis J.
Cebula, Richard J.
7
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Hatemi-J, Abdulnasser
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Perron, Pierre
4
Saikkonen, Pentti
4
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Tseng, Hui-kuan
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Upadhyaya, Kamal Prasad
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Bonga-Bonga, Lumengo
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3
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3
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CEPR Discussion Paper Series, Centre for Economic Policy Research (CEPR), London
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36
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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
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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American journal of agricultural economics
8
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Finance research letters
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1
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
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2
Edmond Malinvaud : a tribute to his contributions in econometrics
Phillips, Peter C. B.
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011378421
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3
Direction accuracy, forecasting error and the profitability of currency trading : simulation-based evidence
Moosa, Imad A.
- In:
Economia internazionale
67
(
2014
)
3
,
pp. 413-423
Persistent link: https://www.econbiz.de/10010430583
Saved in:
4
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
5
Non-parametric regression under location shifts
Phillips, Peter C. B.
;
Su, Liangjun
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10009382495
Saved in:
6
Bimodal t-ratios : the impact of thick tails on inference
Fiorio, Carlo V.
;
Hajivassiliou, Vassilis Argyrou
; …
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 271-289
Persistent link: https://www.econbiz.de/10003978526
Saved in:
7
Semiparametric cointegrating rank selection
Cheng, Xu
;
Phillips, Peter C. B.
- In:
The econometrics journal
12
(
2009
),
pp. 83-104
Persistent link: https://www.econbiz.de/10003876315
Saved in:
8
A hybrid operational technique for hedging transaction exposure to foreign exchange risk
Moosa, Imad A.
- In:
Economia internazionale
60
(
2007
)
4
,
pp. 517-540
Persistent link: https://www.econbiz.de/10003704019
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9
The effect of the nominal exchange rate regime in real exchange rate variability
Moosa, Imad A.
;
Bhatti, Razzaque H.
- In:
Economia internazionale
59
(
2006
)
3
,
pp. 355-381
Persistent link: https://www.econbiz.de/10003398913
Saved in:
10
Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
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