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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:"Renault, Eric"
~person:"Tauchen, George Eugene"
~subject:"Schätztheorie"
~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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Schätztheorie
Time series analysis
Estimation theory
66
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Nichtparametrisches Verfahren
39
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85
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Li, Qi
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Phillips, Peter C. B.
51
Su, Liangjun
28
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22
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Ghysels, Eric
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Gouriéroux, Christian
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Leybourne, Stephen James
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Bai, Jushan
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Koopman, Siem Jan
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Perron, Pierre
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Francq, Christian
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Zhu, Ke
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Fan, Jianqing
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Hansen, Christian Bailey
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12
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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
24
Econometric reviews
15
Economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
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Advances in economics and econometrics: theory and applications ; Vol. 3
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Handbook of financial time series
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International economic review
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The Oxford handbook of panel data
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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Essays in honor of Joon Y. Park : econometric theory
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Handbook of econometrics ; Vol. 6B
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Handbook of economic forecasting ; Volume 2B
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Handbook of empirical economics and finance
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International journal of forecasting
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Journal of economics & business
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
85
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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
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
4
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:
5
Most powerful test against a sequence of high dimensional local alternatives
He, Yi
;
Jaidee, Sombut
;
Gao, Jiti
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 151-177
Persistent link: https://www.econbiz.de/10014364694
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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