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~isPartOf:"Essays in honor of Joon Y. Park : econometric theory"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regressionsanalyse"
~type_genre:"Aufsatz im Buch"
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Nichtparametrisches Verfahren
Regressionsanalyse
Estimation theory
11
Schätztheorie
11
Time series analysis
9
Zeitreihenanalyse
9
Cointegration
6
Kointegration
5
Autocorrelation
3
Autokorrelation
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Einheitswurzeltest
2
Forecasting model
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Nichtlineare Regression
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Nonlinear regression
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Unit root test
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asymptotic power
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unit root
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Best linear prediction
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Continuity test
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Currency derivative
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DDS Brownian motion
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Estimation
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Exchange rate
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Infinite-order cointegrated vector autoregressive process
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Least squares method
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Non-linearity
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Bouhaddioui, Chafik
1
Dufour, Jean-Marie
1
Liang, Han-Ying
1
Shen, Yu
1
Takano, Masaya
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Wang, Qiying
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Essays in honor of Joon Y. Park : econometric theory
Applying Kernel and nonparametric estimation to economic topics
9
Nonparametric econometric methods
8
Handbook of applied econometrics and statistical inference
6
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
6
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
5
Robustness in econometrics
5
Economics to econometrics : contributions in honor of Daniel L. McFadden
4
Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
4
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
4
30th anniversary edition
3
Cross-sectional methods and applications
3
Essays in honor of Jerry Hausman
3
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
3
Handbook of econometrics ; Vol. 6B
3
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
3
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
3
Probability and statistical decision theory
3
Advances in analytics and applications
2
Dynamic optics in economics : quantitative, experimental and econometric analyses
2
Essays in honor of Cheng Hsiao
2
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
2
Essays in honor of Peter C. B. Phillips
2
Essays in honor of Subal Kumbhakar
2
Fundamentals of marketing research ; Vol. 4
2
Handbook of applied spatial analysis : software tools, methods and applications
2
Handbook of financial time series
2
Handbook of partial least squares : concepts, methods and applications
2
Implikationen der Währungsunion für makroökonometrische Modelle
2
Long memory in economics : with 50 tables
2
Maximum likelihood estimation of misspecified models : twenty years later
2
Modern econometric analysis : surveys on recent developments ; with 11 tables
2
Quantifying consumer preferences
2
Selected topics in applied econometrics
2
The Oxford handbook of credit derivatives
2
The Oxford handbook of panel data
2
Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
1
Advanced mathematical methods for finance
1
Advances in economics and econometrics ; Vol. 2
1
Advances in spatial econometrics : methodology, tools and applications
1
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Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
Saved in:
2
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
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