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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"The review of economic studies"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Nonparametric statistics"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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ARCH model
Capital income
Kapitaleinkommen
Nonparametric statistics
Statistische Verteilung
Theorie
Time series analysis
Estimation theory
8
Schätztheorie
8
Theory
8
Zeitreihenanalyse
4
ARCH-Modell
1
Equilibrium theory
1
Financial crisis
1
Finanzkrise
1
Gleichgewichtstheorie
1
Heteroscedasticity
1
Heteroskedastizität
1
Nichtparametrisches Verfahren
1
Probability theory
1
Robust statistics
1
Robustes Verfahren
1
Southeast Asia
1
Statistical distribution
1
Structural break
1
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Bibliografie enthalten
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Non-commercial literature
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5
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5
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5
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English
Author
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Kleijnen, Jack P. C.
71
Tijs, Stef
66
Borm, Peter
64
Talman, Dolf
53
Brânzei, Rodica
36
Hamers, Herbert
31
Hertog, Dirk den
31
Kort, Peter M.
31
Boone, Jan
27
Einmahl, John H. J.
27
Werker, Bas J. M.
27
Herings, Peter Jean-Jacques
26
De Waegenaere, Anja
23
Hendrickx, Ruud L. P.
23
Laan, Gerard van der
23
Damme, Eric E. C. van
22
Engwerda, Jacob Christiaan
22
Soest, Arthur van
22
Yang, Zaifu
22
Melenberg, Bertrand
19
Steel, Mark F. J.
19
Nijman, Theodore E.
18
Norde, Henk
18
Bovenberg, Ary Lans
17
Potters, Jan
17
Eijffinger, Sylvester C. W.
16
Meijdam, Lex
15
Moors, Johannes J. A.
15
Reijnierse, Hans
15
Čížek, Pavel
15
Gilles, Robert Paul
14
Huizinga, Harry
14
Magnus, Jan R.
14
Raa, Thijs ten
14
Schaling, Eric
14
Slikker, Marco
14
Voorneveld, Mark
14
Brink, René van den
13
Güth, Werner
13
Ligthart, Jenny E.
13
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Discussion paper / Center for Economic Research, Tilburg University
The review of economic studies
Cowles Foundation discussion paper
130
SFB 649 discussion paper
103
Journal of econometrics
69
Econometric theory
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Discussion papers of interdisciplinary research project 373
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Applied economics
22
CORE discussion paper : DP
19
The econometrics journal
13
Econometric reviews
12
Economics letters
11
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
9
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
9
Discussion paper / A
8
Economia internazionale
8
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
Journal of applied econometrics
7
American journal of agricultural economics
6
Journal of economic behavior & organization : JEBO
6
Resource and energy economics
6
IRTG 1792 discussion paper
5
Journal of banking & finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Oxford bulletin of economics and statistics
5
Public choice
5
Working paper
5
Applied economics letters
4
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International economic review
4
Journal of empirical finance
4
Journal of post-Keynesian economics : JPKE
4
Journal of the American Statistical Association : JASA
4
OPEC review : energy economics and related issues
4
The American economic review
4
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ECONIS (ZBW)
9
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1
Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003656441
Saved in:
2
Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form
Hong, Yongmiao
;
Lee, Yoon-jin
- In:
The review of economic studies
72
(
2005
)
2
,
pp. 499-541
Persistent link: https://www.econbiz.de/10002692476
Saved in:
3
Robust estimation of dimension reduction space
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002744203
Saved in:
4
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
- In:
The review of economic studies
68
(
2001
)
3
,
pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
Saved in:
5
Testing parametric versus semiparametric modelling in generalized linear models
Härdle, Wolfgang
;
Mammen, Enno
;
Müller, Marlene
-
1996
Persistent link: https://www.econbiz.de/10000933986
Saved in:
6
How sensitive are average derivatives?
Härdle, Wolfgang
;
Cybakov, Aleksandr B.
-
1992
Persistent link: https://www.econbiz.de/10000834352
Saved in:
7
Estimating long-run economic equilibria
Phillips, Peter C. B.
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 407-436
Persistent link: https://www.econbiz.de/10001114334
Saved in:
8
Statistical inference in instrumental variables regression with I(1) processes
Phillips, Peter C. B.
- In:
The review of economic studies
57
(
1990
)
1
,
pp. 99-125
Persistent link: https://www.econbiz.de/10001085022
Saved in:
9
Multiple time series regression with integrated processes
Phillips, Peter C. B.
- In:
The review of economic studies
53
(
1986
)
4
,
pp. 473-495
Persistent link: https://www.econbiz.de/10001037141
Saved in:
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