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~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Abeysinghe, Tilak"
~person:"Camacho, Maximo"
~person:"Chen, Zhanshou"
~person:"Linton, Oliver"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Wang, Shaoping"
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Heteroskedastizität
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18
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Estimation theory
6
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Abeysinghe, Tilak
Camacho, Maximo
Chen, Zhanshou
Linton, Oliver
Newbold, Paul
Robinson, Peter M.
Wang, Shaoping
Zaffaroni, Paolo
Franses, Philip Hans
13
Leybourne, Stephen James
10
Ghysels, Eric
8
Hassler, Uwe
8
Koop, Gary
8
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8
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7
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6
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5
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5
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5
Harvey, David I.
5
Koopman, Siem Jan
5
Lee, Junsoo
5
Li, Wai Keung
5
Marcellino, Massimiliano
5
McCabe, Brendan Peter Martin
5
Peel, David
5
Schmidt, Peter
5
Shin, Dong-wan
5
Sibbertsen, Philipp
5
Stock, James H.
5
Su, Liangjun
5
Zhu, Ke
5
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4
Gao, Jiti
4
Haldrup, Niels
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Hall, Alastair R.
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Lanne, Markku
4
Lee, Oesook
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Lucas, André
4
Palm, Franz C.
4
Tsay, Ruey S.
4
Weber, Enzo
4
Wright, Jonathan H.
4
Yang, Minxian
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Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
30
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
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9
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International journal of forecasting
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An Elgar reference collection
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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Journal of applied econometrics
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The review of economic studies
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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The international library of critical writings in econometrics
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A companion to economic forecasting
1
Advanced texts in econometrics
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Applied economics letters
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Applied financial economics
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ECONIS (ZBW)
18
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1
A new approach to dating the reference cycle
Camacho, Maximo
;
Gadea, María Dolores
;
Gómez-Loscos, Ana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 66-81
Persistent link: https://www.econbiz.de/10012804088
Saved in:
2
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
3
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
4
Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
Chen, Zhanshou
;
Xu, Qiongyao
;
Li, Huini
- In:
Economics letters
179
(
2019
),
pp. 53-56
Persistent link: https://www.econbiz.de/10012121700
Saved in:
5
Testing for no-cointegration under time-varying variance
Wang, Shaoping
;
Zhao, Qing
;
Li, Yanglin
- In:
Economics letters
182
(
2019
),
pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
Saved in:
6
Inference on filtered and smoothed probabilities in Markov-switching autoregressive models
Álvarez, Rocío
;
Camacho, Maximo
;
Ruiz Marín, Manuel
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 484-495
Persistent link: https://www.econbiz.de/10012178190
Saved in:
7
Two simple tests of the trend hypothesis under time-varying variance
Yang, Yang
;
Wang, Shaoping
- In:
Economics letters
156
(
2017
),
pp. 123-128
Persistent link: https://www.econbiz.de/10011822386
Saved in:
8
Sieve bootstrap monitoring for change from short to long memory
Chen, Zhanshou
;
Xing, Yuhong
;
Li, Fuxiao
- In:
Economics letters
140
(
2016
),
pp. 53-56
Persistent link: https://www.econbiz.de/10011615973
Saved in:
9
Variance change-point detection in panel data models
Li, Fuxiao
;
Zheng, Tian
;
Xiao, Yanting
;
Chen, Zhanshou
- In:
Economics letters
126
(
2015
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011376444
Saved in:
10
Mixed-frequency VAR models with Markov-switching dynamics
Camacho, Maximo
- In:
Economics letters
121
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010391214
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