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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:"Li, Qi"
~person:"Patton, Andrew J."
~person:"Perron, Pierre"
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~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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Time series analysis
Estimation theory
74
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74
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46
Nichtparametrisches Verfahren
39
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Li, Qi
Patton, Andrew J.
Perron, Pierre
Renault, Eric
Tauchen, George Eugene
Phillips, Peter C. B.
27
Taylor, Robert
25
Koop, Gary
16
Leybourne, Stephen James
15
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12
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11
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11
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10
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10
Zhu, Ke
10
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9
Harvey, Andrew C.
9
Harvey, David I.
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Li, Jia
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9
Swanson, Norman R.
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Todorov, Viktor
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Bollerslev, Tim
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Francq, Christian
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Horváth, Lajos
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Su, Liangjun
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7
Dijk, Herman K. van
7
Lucas, André
7
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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 theory
14
Econometric reviews
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
The econometrics journal
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Economics letters
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3
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International economic review
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International journal of forecasting
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Journal of applied econometrics
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
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Special issue on new developments in time series econometrics
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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Annals of economics and statistics
1
Cambridge working papers in economics
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Computation and estimation in finance and economics
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Economic behaviour and policy choice under price stability : proceedings of a conference held at the Bank of Canada, October 1993
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Economic time series with random walk and other nonstationary components
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Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of Peter C. B. Phillips
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Handbook of economic forecasting ; Volume 2B
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Handbook of financial time series
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Journal of banking & finance
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Journal of economics & business
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
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Journal of monetary economics
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Macroeconomic dynamics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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NBER macroeconomics annual
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
46
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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
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
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:
7
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
8
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
Saved in:
9
Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
Saved in:
10
Varying-coefficient panel data models with nonstationarity and partially observed factor structure
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
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