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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~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:"Time series analysis"
~type_genre:"Article in journal"
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Nichtparametrisches Verfahren
Nonparametric statistics
Time series analysis
Theorie
23
Theory
23
Estimation theory
17
Schätztheorie
17
Zeitreihenanalyse
14
Volatility
12
Volatilität
12
State space model
9
Zustandsraummodell
9
Estimation
8
Schätzung
8
Stochastic process
7
Stochastischer Prozess
7
Regression analysis
6
Regressionsanalyse
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Statistical test
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Statistischer Test
4
USA
4
United States
4
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Einheitswurzeltest
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Factor analysis
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Faktorenanalyse
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Kreditrisiko
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Statistical distribution
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Statistische Verteilung
3
Unit root test
3
ARCH model
2
ARCH-Modell
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ARMA model
2
ARMA-Modell
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Aktienmarkt
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22
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Article in journal
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22
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English
Author
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Chan, Kam C.
Härdle, Wolfgang
Koopman, Siem Jan
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Gao, Jiti
11
Su, Liangjun
10
Taylor, Robert
10
Li, Qi
9
Ghysels, Eric
8
Leybourne, Stephen James
8
Perron, Pierre
8
Engle, Robert F.
7
Harvey, Andrew C.
7
Koop, Gary
7
Franses, Philip Hans
6
Li, Degui
6
Westerlund, Joakim
6
Almeida, Caio
5
Ardison, Kym
5
Li, Wai Keung
5
Lucas, André
5
Racine, Jeffrey
5
Saikkonen, Pentti
5
Tsay, Ruey S.
5
Van Keilegom, Ingrid
5
Velasco, Carlos
5
Zhu, Ke
5
Fan, Jianqing
4
Garcia, René
4
Gregory, Allan W.
4
Harvey, David I.
4
Hsu, Yu-Chin
4
Kristensen, Dennis
4
Lanne, Markku
4
Lobato, Ignacio N.
4
Lütkepohl, Helmut
4
Marcellino, Massimiliano
4
McElroy, Tucker
4
Qu, Zhongjun
4
Scaillet, Olivier
4
Stock, James H.
4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The econometrics journal
Journal of econometrics
43
Econometric theory
24
Applied economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Econometric reviews
9
International journal of forecasting
8
Journal of applied econometrics
5
Oxford bulletin of economics and statistics
5
Economic modelling
4
Journal of empirical finance
4
Journal of the American Statistical Association : JASA
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied economics letters
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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 dynamics & control
2
Journal of economic research
2
Journal of financial econometrics
2
Journal of international financial markets, institutions & money
2
OPEC review : energy economics and related issues
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of economic studies
2
Advances in econometrics
1
Australian economic papers
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometrics : open access journal
1
Economia internazionale
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economic time series with random walk and other nonstationary components
1
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Hitotsubashi journal of economics
1
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ECONIS (ZBW)
22
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1
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo
;
Park, Myungho
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Saved in:
2
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Testing for common trends in semi‐parametric panel data models with fixed effects
Zhang, Yonghui
;
Su, Liangjun
;
Phillips, Peter C. B.
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 56-100
Persistent link: https://www.econbiz.de/10009520548
Saved in:
8
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 552-563
Persistent link: https://www.econbiz.de/10009355592
Saved in:
9
Non-parametric regression under location shifts
Phillips, Peter C. B.
;
Su, Liangjun
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10009382495
Saved in:
10
Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
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