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~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"pol"
~person:"Chen, Xiaohong"
~person:"McAleer, Michael"
~person:"Xiao, Zhijie"
~source:"econis"
~subject:"Economic growth"
~subject:"Einheitswurzeltest"
~subject:"Entwicklungsländer"
~subject:"Experiment"
~subject:"Firm performance"
~subject:"Konsumentenverhalten"
~subject:"Regression analysis"
~subject:"Supply chain"
~subject:"Theory"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Economic growth
Einheitswurzeltest
Entwicklungsländer
Experiment
Firm performance
Konsumentenverhalten
Regression analysis
Supply chain
Theory
World
Theorie
32
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Time series analysis
24
Zeitreihenanalyse
24
Estimation theory
21
Schätztheorie
21
Volatility
10
Volatilität
10
Stochastic process
9
Stochastischer Prozess
9
Regressionsanalyse
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
Estimation
6
Schätzung
6
Statistical distribution
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Statistische Verteilung
6
Cointegration
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Kointegration
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Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Econometrics
4
Method of moments
4
Momentenmethode
4
Panel
4
Panel study
4
Stochastic volatility
4
USA
4
United States
4
Ökonometrie
4
Capital income
3
Correlation
3
Forecasting model
3
Kapitaleinkommen
3
Korrelation
3
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Undetermined
10
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Article
33
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5
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Aufsatz in Zeitschrift
Forschungsbericht
Government document
Graue Literatur
Handbuch
Konferenzschrift
Lehrbuch
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Thesis
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Collection of articles of several authors
4
Sammelwerk
4
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3
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1
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1
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Chen, Xiaohong
McAleer, Michael
Xiao, Zhijie
Phillips, Peter C. B.
47
Taylor, Robert
23
Linton, Oliver
22
Gupta, Rangan
21
Goodell, John W.
20
Koop, Gary
19
Lee, Lung-fei
18
Yu, Jun
17
Bouri, Elie
16
Ghysels, Eric
16
Pesaran, M. Hashem
16
Swanson, Norman R.
16
Gouriéroux, Christian
15
Li, Qi
15
Chen, Songnian
14
Park, Joon Y.
14
Robinson, Peter M.
14
Chib, Siddhartha
13
Diebold, Francis X.
13
Su, Liangjun
13
Aït-Sahalia, Yacine
12
Gao, Jiti
12
Hong, Yongmiao
12
Hsiao, Cheng
12
Lucey, Brian M.
12
Schmidt, Peter
12
Corradi, Valentina
11
Dufour, Jean-Marie
11
Granger, C. W. J.
11
Lewbel, Arthur
11
Perron, Pierre
11
Renault, Eric
11
Steel, Mark F. J.
11
White, Halbert
11
Corbet, Shaen
10
Fan, Yanqin
10
Galvão Júnior, Antônio Fialho
10
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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Finance research letters
Journal of econometrics
Econometric Institute research papers
70
Working paper
52
Discussion paper / Tinbergen Institute
43
Cowles Foundation discussion paper
23
Econometric theory
20
Econometric reviews
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Journal of economic surveys
11
Working papers in quantitative economics and econometrics
11
Discussion paper / Institute of Social and Economic Research
10
Journal of risk and financial management : JRFM
8
Economics letters
6
Annals of financial economics
5
Boston College working papers in economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International review of economics & finance : IREF
5
Discussion papers / Institute of Social and Economic Research
4
Journal of applied econometrics
4
Journal of forecasting
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
The Japanese economic review : the journal of the Japanese Economic Association
4
The econometrics journal
4
Applied economics
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Ensaios econômicos
3
European journal of operational research : EJOR
3
International journal of forecasting
3
Journal of macroeconomics
3
Journal of the American Statistical Association : JASA
3
The North American journal of economics and finance : a journal of financial economics studies
3
The review of economics and statistics
3
Yale Economics Department working papers
3
Applied financial economics
2
Econometrics : open access journal
2
Energy economics
2
International journal of contemporary hospitality management
2
International journal of information technology and management : IJITM
2
Practical issues in cointegration analysis
2
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ECONIS (ZBW)
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1
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
2
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
5
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
6
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Chen, Xiaohong
;
Pouzo, Demian
;
Powell, James
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 30-53
Persistent link: https://www.econbiz.de/10012304541
Saved in:
7
Quantile regression
Chernozhukov, Victor
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012304539
Saved in:
8
Semiparametric identification of the bid-ask spread in extended Roll models
Chen, Xiaohong
;
Linton, Oliver
;
Yi, Yanping
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10011917258
Saved in:
9
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
10
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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