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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The econometrics journal"
~language:"eng"
~person:"Chan, Kam C."
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
~person:"Linton, Oliver"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonparametric statistics"
~subject:"State space model"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Nichtparametrisches Verfahren
Nonparametric statistics
State space model
Time series analysis
Theorie
38
Theory
38
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16
Estimation
13
Estimation theory
13
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Chan, Kam C.
Härdle, Wolfgang
Koopman, Siem Jan
Linton, Oliver
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Carroll, Raymond J.
10
Fan, Jianqing
10
Koop, Gary
8
Teräsvirta, Timo
6
Dunson, David B.
5
Gao, Jiti
5
Garcia, René
5
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5
Lanne, Markku
5
Mammen, Enno
5
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Saikkonen, Pentti
5
Xiao, Zhijie
5
Almeida, Caio
4
Ardison, Kym
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Chan, Joshua
4
Corsi, Fulvio
4
Engle, Robert F.
4
Hallin, Marc
4
Kapetanios, George
4
Kristensen, Dennis
4
Lee, Sokbae
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Leybourne, Stephen James
4
Lucas, André
4
Pesaran, M. Hashem
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Proietti, Tommaso
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4
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3
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3
Clements, Michael P.
3
Creal, Drew
3
Delaigle, Aurore
3
Dijk, Herman K. van
3
Franses, Philip Hans
3
Hall, Peter
3
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Journal of applied econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of the American Statistical Association : JASA
The econometrics journal
Journal of econometrics
72
Econometric theory
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Applied economics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Econometric reviews
11
International journal of forecasting
11
Cambridge working papers in economics
9
Journal of empirical finance
6
Oxford bulletin of economics and statistics
5
Economic modelling
4
Cambridge-INET working papers
3
Economics letters
3
Quantitative economics : QE ; journal of the Econometric Society
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
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2
Digital finance : smart data analytics, investment innovation, and financial technology
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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 economic dynamics & control
2
Journal of economic research
2
Journal of financial econometrics
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Journal of forecasting
2
Journal of international financial markets, institutions & money
2
OPEC review : energy economics and related issues
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The American journal of economics and sociology
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The review of economic studies
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Advances in econometrics
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Australian economic papers
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
26
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1
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
2
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
3
Likelihood-based dynamic factor analysis for measurement and forecasting
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011378457
Saved in:
4
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:
5
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
6
Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 338-372
Persistent link: https://www.econbiz.de/10010498715
Saved in:
7
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
8
Testing for common trends in semi‐parametric panel data models with fixed effects
Zhang, Yonghui
;
Su, Liangjun
;
Phillips, Peter C. B.
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 56-100
Persistent link: https://www.econbiz.de/10009520548
Saved in:
9
Non-parametric regression under location shifts
Phillips, Peter C. B.
;
Su, Liangjun
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10009382495
Saved in:
10
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
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