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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:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonparametric statistics"
~subject:"Schätzung"
~subject:"State space model"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Nichtparametrisches Verfahren
Nonparametric statistics
Schätzung
State space model
Time series analysis
Theorie
34
Theory
34
Zeitreihenanalyse
14
Estimation
12
Estimation theory
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Chan, Kam C.
Härdle, Wolfgang
Koopman, Siem Jan
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Fan, Jianqing
11
Koop, Gary
11
Pesaran, M. Hashem
11
Carroll, Raymond J.
10
Garcia, René
9
Marcellino, Massimiliano
8
Almeida, Caio
6
Ardison, Kym
6
Lanne, Markku
6
Perron, Pierre
6
Teräsvirta, Timo
6
Trojani, Fabio
6
Vicente, Jose
6
Xiao, Zhijie
6
Baltagi, Badi H.
5
Dunson, David B.
5
Gao, Jiti
5
Harvey, Andrew C.
5
Kapetanios, George
5
Kilian, Lutz
5
Lee, Lung-fei
5
Leybourne, Stephen James
5
Linton, Oliver
5
Lucas, André
5
Mammen, Enno
5
Saikkonen, Pentti
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Sola, Martin
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Voev, Valeri
5
Westerlund, Joakim
5
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4
Chan, Joshua
4
Clark, Todd E.
4
Corsi, Fulvio
4
Dijk, Dick van
4
Engle, Robert F.
4
Fanelli, Luca
4
Franses, Philip Hans
4
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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
46
Econometric theory
26
Applied economics
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
International journal of forecasting
11
Econometric reviews
10
Oxford bulletin of economics and statistics
5
Economia internazionale
4
Economic modelling
4
Journal of empirical finance
4
Journal of forecasting
4
Applied economics letters
3
Economics letters
3
Journal of economic dynamics & control
3
New Zealand economic papers
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
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2
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2
Digital finance : smart data analytics, investment innovation, and financial technology
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Econometrics : open access journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic journal
2
International review of financial analysis
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 research
2
Journal of financial econometrics
2
Journal of international financial markets, institutions & money
2
Journal of post-Keynesian economics : JPKE
2
OPEC review : energy economics and related issues
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Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The Middle East business and economic review
2
The review of economic studies
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ECONIS (ZBW)
31
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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
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
5
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:
6
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:
7
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:
8
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
9
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:
10
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
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