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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Lewbel, Arthur"
~person:"Li, Qi"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
~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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Prognoseverfahren
Regressionsanalyse
Estimation theory
76
Schätztheorie
76
Theorie
62
Theory
62
Nichtparametrisches Verfahren
51
Nonparametric statistics
51
Estimation
37
Schätzung
37
Time series analysis
36
Volatility
36
Volatilität
36
Zeitreihenanalyse
36
Regression analysis
21
Panel
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Panel study
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Forecasting model
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Capital income
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Kapitaleinkommen
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Stochastic process
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Stochastischer Prozess
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Börsenkurs
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Share price
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Method of moments
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Statistical test
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Statistischer Test
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High-frequency data
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Statistical distribution
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Statistische Verteilung
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CAPM
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Econometrics
8
Ökonometrie
8
Cointegration
7
Kointegration
7
Nichtlineare Regression
7
Nonlinear regression
7
Stochastic volatility
7
Correlation
6
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Article
37
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Article in journal
Aufsatz im Buch
Book section
Collection of articles of several authors
Übersichtsarbeit
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37
Language
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English
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Author
All
Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Lewbel, Arthur
Li, Qi
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Timmermann, Allan
21
Linton, Oliver
15
Diebold, Francis X.
13
Ghysels, Eric
13
Phillips, Peter C. B.
12
Su, Liangjun
12
Clark, Todd E.
11
Dijk, Herman K. van
11
Koop, Gary
11
Swanson, Norman R.
11
Bollerslev, Tim
10
Chen, Songnian
10
McCracken, Michael W.
10
Cai, Zongwu
9
Rossi, Barbara
9
Chernozhukov, Victor
8
Galvão Júnior, Antônio Fialho
8
Marcellino, Massimiliano
8
Schorfheide, Frank
8
Taylor, Robert
8
Andersen, Torben
7
Kapetanios, George
7
Kelly, Bryan T.
7
Li, Degui
7
Medeiros, Marcelo C.
7
Park, Joon Y.
7
Pesaran, M. Hashem
7
Seo, Myung Hwan
7
Tu, Yundong
7
Wang, Hansheng
7
Zhang, Xinyu
7
Demetrescu, Matei
6
Dufour, Jean-Marie
6
Fan, Jianqing
6
Giacomini, Raffaella
6
Hansen, Bruce E.
6
Hansen, Christian Bailey
6
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Review of Pacific Basin financial markets and policies
Econometric reviews
5
Economics letters
5
Econometric theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of economics and statistics
3
Cambridge working papers in economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Handbook of financial time series
2
Quantitative economics : QE ; journal of the Econometric Society
2
The Oxford handbook of panel data
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of economics and finance
1
Applying Kernel and nonparametric estimation to economic topics
1
Cambridge-INET working papers
1
Econometrics : open access journal
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Economics to econometrics : contributions in honor of Daniel L. McFadden
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
German economic review
1
Global finance journal
1
Handbook of economic forecasting ; Volume 2B
1
International economic review
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of monetary economics
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
Macroeconomic dynamics
1
Modern econometric analysis : surveys on recent developments ; with 11 tables
1
Oxford bulletin of economics and statistics
1
Pacific-Basin finance journal
1
Review of asset pricing studies
1
Studies in empirical economics
1
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ECONIS (ZBW)
37
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37
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1
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:
2
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
3
Optimal model averaging of mixed-data kernel-weighted spline regressions
Racine, Jeffrey
;
Li, Qi
;
Yu, Dalei
;
Zheng, Li
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1251-1261
Persistent link: https://www.econbiz.de/10014448627
Saved in:
4
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:
5
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:
6
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:
7
Nonparametric quantile regression estimation with mixed discrete and continuous data
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 741-756
Persistent link: https://www.econbiz.de/10012587976
Saved in:
8
Comparing possibly misspecified forecasts
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 796-809
Persistent link: https://www.econbiz.de/10012313371
Saved in:
9
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
10
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
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