//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~person:"Hong, Yongmiao"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Time series analysis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
6
Theory
6
Time series analysis
6
Zeitreihenanalyse
6
Statistical test
3
Statistischer Test
3
Estimation theory
2
Markov chain
2
Markov-Kette
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätztheorie
2
ARCH model
1
ARCH-Modell
1
Heteroscedasticity
1
Heteroskedastizität
1
Regression analysis
1
Regressionsanalyse
1
Statistical distribution
1
Statistische Verteilung
1
Structural break
1
Structural change
1
Strukturbruch
1
Strukturwandel
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Hong, Yongmiao
Johansen, Søren
21
Nielsen, Morten Ørregaard
19
Phillips, Peter C. B.
19
Teräsvirta, Timo
18
Taylor, Robert
16
Kruse, Robinson
12
Cavaliere, Giuseppe
11
Proietti, Tommaso
9
Saikkonen, Pentti
9
Grassi, Stefano
8
Podolskij, Mark
8
Gao, Jiti
7
Haldrup, Niels
7
Santucci de Magistris, Paolo
7
Hansen, Peter Reinhard
6
Kristensen, Dennis
6
Leybourne, Stephen James
6
Lütkepohl, Helmut
6
Nielsen, Bent
6
Robinson, Peter M.
6
Chambers, Marcus J.
5
Ergemen, Yunus Emre
5
Harris, David
5
Jong, Robert M. de
5
Kanaya, Shin
5
Linton, Oliver
5
Perron, Pierre
5
Vogelsang, Timothy J.
5
Chan, Ngai Hang
4
Christensen, Kim
4
Christoffersen, Peter F.
4
Grégoir, Stéphane
4
Hidalgo, Javier
4
Hillebrand, Eric
4
Hounyo, Ulrich
4
Kang, Jian
4
Lunde, Asger
4
Meitz, Mika
4
Nonejad, Nima
4
more ...
less ...
Published in...
All
CREATES research paper
Econometric theory
Journal of econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Energy economics
2
The review of economics and statistics
2
Annals of economics and finance
1
CEA_372Bayes working paper series
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers of interdisciplinary research project 373
1
Econometric reviews
1
Economics letters
1
Essays in honor of Aman Ullah
1
Finance research letters
1
International economic review
1
Journal of economic dynamics & control
1
Quantitative finance
1
Routledge advances in risk management
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Characteristic function based testing for conditional independence : a nonparametric regression approach
Wang, Xia
;
Hong, Yongmiao
- In:
Econometric theory
34
(
2018
)
4
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011951432
Saved in:
2
Detecting for smooth structural changes in GARCH models
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
32
(
2016
)
3
,
pp. 740-791
Persistent link: https://www.econbiz.de/10011606827
Saved in:
3
Testing for the Markov property in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
28
(
2012
)
1
,
pp. 130-178
Persistent link: https://www.econbiz.de/10009520968
Saved in:
4
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
Saved in:
5
An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
Hong, Yongmiao
;
Lee, Yoon-jin
- In:
Econometric theory
23
(
2007
)
1
,
pp. 106-154
Persistent link: https://www.econbiz.de/10003407425
Saved in:
6
Diagnostic checking for the adequacy of nonlinear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1065-1121
Persistent link: https://www.econbiz.de/10001818975
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->