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~isPartOf:"Economic time series with random walk and other nonstationary components"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Aoki, Masanao"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~source:"econis"
~subject:"Nonparametric statistics"
~subject:"Regression analysis"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Nonparametric statistics
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Theorie
7
Theory
7
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Zeitreihenanalyse
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3
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1998-2001
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Aoki, Masanao
Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Almeida, Caio
4
Ardison, Kym
4
Garcia, René
4
Vicente, Jose
4
Corsi, Fulvio
3
Chen, Song Xi
2
Engle, Robert F.
2
Harvey, Andrew C.
2
Narayan, Paresh Kumar
2
Olmo, Jose
2
Saikkonen, Pentti
2
Scaillet, Olivier
2
Trojani, Fabio
2
Westerlund, Joakim
2
Ahn, Seung Chan
1
Arapis, Manuel
1
Asgharian, Hossein
1
Audrino, Francesco
1
Bali, Turan G.
1
Balter, Janine
1
Bandi, Federico M.
1
Barunik, Jozef
1
Baruník, Jozef
1
Birke, Melanie
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Bollerslev, Tim
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Camponovo, Lorenzo
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Candelon, Bertrand
1
Carrasco, Marine
1
Cerchi, Marlene
1
Chen, Yi-ting
1
Chiu, Ching Wai Jeremy
1
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Economic time series with random walk and other nonstationary components
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
54
Econometric theory
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Applied economics
14
Econometric reviews
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
The econometrics journal
7
Economics letters
5
Journal of economic dynamics & control
4
Journal of the American Statistical Association : JASA
4
Economic modelling
3
Journal of empirical finance
3
The review of economic studies
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied economics letters
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Japan and the world economy : international journal of theory and policy
2
Journal of applied econometrics
2
Journal of economic research
2
Journal of international financial markets, institutions & money
2
OPEC review : energy economics and related issues
2
Quantitative economics : QE ; journal of the Econometric Society
2
Quantitative finance
2
Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
2
The American journal of economics and sociology
2
The review of economics and statistics
2
Annals of economics and finance
1
Annals of economics and statistics
1
Australian economic papers
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometrics : open access journal
1
Economia internazionale
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Emerging markets review
1
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ECONIS (ZBW)
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1
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
2
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
3
A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
Saved in:
4
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Saved in:
5
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
6
Nonstationarity, cointegration, and error correction in economic modeling : editor's introd. and overview
Aoki, Masanao
-
1988
Persistent link: https://www.econbiz.de/10001269095
Saved in:
7
On alternative state space representations of time series models
Aoki, Masanao
-
1988
Persistent link: https://www.econbiz.de/10001269076
Saved in:
8
Testing for cointegration using principal components methods
Phillips, Peter C. B.
-
1988
Persistent link: https://www.econbiz.de/10001269094
Saved in:
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