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~isPartOf:"Finance research letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~person:"Thornton, John"
~subject:"Schätzung"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Schätzung
Time series analysis
Theorie
46
Theory
46
Estimation theory
40
Schätztheorie
40
Volatility
36
Volatilität
36
Estimation
35
Zeitreihenanalyse
31
Nichtparametrisches Verfahren
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Nonparametric statistics
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Cointegration
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52
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Thornton, John
Phillips, Peter C. B.
33
Taylor, Robert
25
Todorov, Viktor
21
Koop, Gary
19
Linton, Oliver
19
Ghysels, Eric
17
Su, Liangjun
17
Bollerslev, Tim
16
Leybourne, Stephen James
15
Xiao, Zhijie
13
Gupta, Rangan
12
Koopman, Siem Jan
12
Park, Joon Y.
12
Pesaran, M. Hashem
12
Andersen, Torben
11
Chen, Xiaohong
11
Francq, Christian
11
Harvey, Andrew C.
11
Marcellino, Massimiliano
11
Robinson, Peter M.
11
Timmermann, Allan
11
Zakoïan, Jean-Michel
11
Franses, Philip Hans
10
Hallin, Marc
10
Hong, Yongmiao
10
Li, Jia
10
Ng, Serena
10
Perron, Pierre
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Swanson, Norman R.
10
Teräsvirta, Timo
10
Zhu, Ke
10
Aït-Sahalia, Yacine
9
Engle, Robert F.
9
Harvey, David I.
9
Horváth, Lajos
9
Steel, Mark F. J.
9
Tsay, Ruey S.
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Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Econometric theory
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Economics letters
5
Econometric reviews
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
German economic review
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Labour economics : official journal of the European Association of Labour Economists
3
Applied economics
2
Applied economics letters
2
Applied financial economics
2
Cambridge working papers in economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Handbook of financial time series
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of population economics
2
Research in international business and finance
2
Review of Pacific Basin financial markets and policies
2
Review of quantitative finance and accounting
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
The review of financial studies
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Bildungsreform aus ökonomischer Sicht : 63. Wissenschaftliche Tagung der Arbeitsgemeinschaft Deutscher Wirtschaftswissenschaftlicher Forschungsinstitute vom 11. und 12. Mai 2000
1
Computation and estimation in finance and economics
1
Econometrics : open access journal
1
Economia internazionale
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of Peter C. B. Phillips
1
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ECONIS (ZBW)
52
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
3
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
4
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
5
Real stock market returns and inflation : evidence from uncertainty hypotheses
Chiang, Thomas C.
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472359
Saved in:
6
Comparing predictive accuracy in the presence of a loss function shape parameter
Barendse, Sander
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1057-1069
Persistent link: https://www.econbiz.de/10013539430
Saved in:
7
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
8
Global temperatures and greenhouse gases : a common features approach
Li, Chen
;
Gao, Jiti
;
Vahid, Farshid
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 240-254
Persistent link: https://www.econbiz.de/10013463801
Saved in:
9
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
10
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
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