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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The American journal of economics and sociology"
~person:"Chen, Xiaohong"
~subject:"Heteroskedastizität"
~subject:"Local Polynomial Estimation"
~subject:"Panel"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Local Polynomial Estimation
Panel
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
10
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Estimation theory
5
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5
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5
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5
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3
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2
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2
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Multivariate Analyse
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1
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1
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1
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Chen, Xiaohong
Phillips, Peter C. B.
29
Taylor, Robert
18
Linton, Oliver
16
Xiao, Zhijie
13
Hallin, Marc
12
Koop, Gary
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Park, Joon Y.
9
Gao, Jiti
8
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Chen, Rong
7
Fan, Jianqing
7
Harvey, Andrew C.
7
Harvey, David I.
7
Hong, Yongmiao
7
Koopman, Siem Jan
7
Li, Jia
7
Perron, Pierre
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Bollerslev, Tim
6
Davis, Richard A.
6
Francq, Christian
6
Horváth, Lajos
6
Li, Qi
6
Lippi, Marco
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
Tauchen, George Eugene
6
Zakoïan, Jean-Michel
6
Barigozzi, Matteo
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
Chambers, Marcus J.
5
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Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
International economic review
Journal of econometrics
Journal of the American Statistical Association : JASA
The American journal of economics and sociology
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
The econometrics journal
1
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ECONIS (ZBW)
10
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1
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:
2
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
3
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
Saved in:
4
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong
;
Christensen, Timothy M.
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 447-465
Persistent link: https://www.econbiz.de/10011503628
Saved in:
5
Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
Saved in:
6
Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong
;
Liao, Zhipeng
;
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 639-658
Persistent link: https://www.econbiz.de/10010257367
Saved in:
7
Nonlinearity and temporal dependence
Chen, Xiaohong
;
Hansen, Lars Peter
;
Carrasco, Marine
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003966974
Saved in:
8
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
Saved in:
9
Estimation of copula-based semiparametric time series models
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003277967
Saved in:
10
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 373-401
Persistent link: https://www.econbiz.de/10001382096
Saved in:
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