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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"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Linton, Oliver"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~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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Estimation theory
60
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60
Theorie
58
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58
Nichtparametrisches Verfahren
43
Nonparametric statistics
43
Time series analysis
43
Zeitreihenanalyse
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158
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Linton, Oliver
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Phillips, Peter C. B.
71
Ghysels, Eric
45
Li, Qi
40
Taylor, Robert
40
Su, Liangjun
39
Koop, Gary
38
Lee, Lung-fei
38
Stulz, René M.
37
Timmermann, Allan
37
Pesaran, M. Hashem
35
Bollerslev, Tim
33
Robinson, Peter M.
30
Aït-Sahalia, Yacine
29
Todorov, Viktor
29
Hsiao, Cheng
28
Park, Joon Y.
27
Swanson, Norman R.
27
White, Halbert
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Bai, Jushan
26
Diebold, Francis X.
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Gouriéroux, Christian
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Koopman, Siem Jan
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Ng, Serena
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Yu, Jun
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Chen, Songnian
24
Dufour, Jean-Marie
24
Lewbel, Arthur
24
Schmidt, Peter
24
Andrews, Donald W. K.
23
Chen, Xiaohong
23
Stock, James H.
23
Baltagi, Badi H.
22
Engle, Robert F.
22
Fan, Jianqing
22
Harvey, Campbell R.
22
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International Conference on Econometrics <2016, Melbourne>
1
International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Econometric theory
45
Econometric reviews
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Cambridge working papers in economics
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Jahrbücher für Nationalökonomie und Statistik
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The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Cambridge-INET working papers
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Economics letters
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Journal of empirical finance
7
Journal of financial econometrics
7
International review of economics & finance : IREF
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Journal of applied econometrics
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Labour economics : official journal of the European Association of Labour Economists
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The review of financial studies
6
Global finance journal
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Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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German economic review
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Handbook of financial time series
4
Journal of economics & business
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Journal of risk and financial management : JRFM
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Journal of the American Statistical Association : JASA
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Quantitative economics : QE ; journal of the Econometric Society
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Scottish journal of political economy : the journal of the Scottish Economic Society
4
The economic journal : the journal of the Royal Economic Society
4
Econometrics : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finance research letters
3
International journal of forecasting
3
Journal for labour market research
3
Journal of banking & finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of Pacific Basin financial markets and policies
3
The North American journal of economics and finance : a journal of financial economics studies
3
The review of economic studies
3
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ECONIS (ZBW)
158
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1
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158
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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
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:
6
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
7
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
8
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:
9
Testing for unobserved heterogeneity via k-means clustering
Patton, Andrew J.
;
Weller, Brian M.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 737-751
Persistent link: https://www.econbiz.de/10014448431
Saved in:
10
Approximate maximum likelihood for complex structural models
Czellar, Veronika
;
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 432-456
Persistent link: https://www.econbiz.de/10013464861
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