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~isPartOf:"Econometric reviews"
~person:"Hsiao, Cheng"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Time series analysis
3
Zeitreihenanalyse
3
Estimation theory
2
Schätztheorie
2
ARCH model
1
ARCH-Modell
1
Bandwidth selection
1
Cointegration
1
Cross validation
1
Einheitswurzeltest
1
Estimation
1
Exchange rate
1
Exchange rates
1
Functional coefficients
1
Integrated time series
1
Kointegration
1
Local linear
1
Market research
1
Market volatility
1
Marktforschung
1
Mehrebenenanalyse
1
Multi-level analysis
1
Nichtlineare Regression
1
Nonlinear cointegration
1
Nonlinear regression
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Regression analysis
1
Regressionsanalyse
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Schätzung
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Semiparametric varying coefficient models
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Spillover effect
1
Spillover-Effekt
1
Statistical theory
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Statistische Methodenlehre
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Theorie
1
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1
Unit root test
1
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1
Volatility spillover effect
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Hsiao, Cheng
Maasoumi, Esfandiar
13
McAleer, Michael
10
Taylor, Robert
10
Phillips, Peter C. B.
9
Baltagi, Badi H.
7
Dagum, Estela Bee
7
Teräsvirta, Timo
7
Cavaliere, Giuseppe
6
Spanos, Aris
6
Kilian, Lutz
5
Li, Qi
5
Medeiros, Marcelo C.
5
Perron, Pierre
5
Simar, Léopold
5
Sun, Yiguo
5
Andreou, Elena
4
Gao, Jiti
4
Harvey, David I.
4
Hendry, David F.
4
Leybourne, Stephen James
4
McElroy, Tucker
4
Otsu, Taisuke
4
Pesaran, M. Hashem
4
Psaradakis, Zacharias G.
4
Racine, Jeffrey
4
Westerlund, Joakim
4
Yu, Jun
4
Asai, Manabu
3
Bianconcini, Silvia
3
Bierens, Herman J.
3
Davidson, Russell
3
Franses, Philip Hans
3
Johansen, Søren
3
Kapetanios, George
3
Koopman, Siem Jan
3
Kumbhakar, Subal
3
Kurozumi, Eiji
3
Linton, Oliver
3
Lucas, André
3
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Econometric reviews
Journal of econometrics
6
China economic review : an international journal
2
Econometric theory
2
Journal of applied econometrics
2
Asia-Pacific journal of accounting & economics : APJAE
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of regional science
1
Journal of time series econometrics
1
Monetary and economic studies
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Singapore economic review
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
4
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1
Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng
;
Li, Degui
;
Liang, Zhongwen
;
Hsiao, Cheng
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
Saved in:
2
Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
Saved in:
3
Volatility spillover effect : a semiparametric
analysis
of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
4
Benefits and limitations of panel data
Hsiao, Cheng
- In:
Econometric reviews
4
(
1985
)
1
,
pp. 121-189
Persistent link: https://www.econbiz.de/10001006641
Saved in:
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