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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Nonparametric statistics"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie enthalten"
~type_genre:"Konferenzbeitrag"
~type_genre:"Sammelwerk"
~type_genre:"Working Paper"
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Capital income
Kapitaleinkommen
Nonparametric statistics
Statistische Verteilung
Theorie
Time series analysis
Estimation theory
8
Schätztheorie
8
Estimation
4
Nichtparametrisches Verfahren
4
Schätzung
4
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
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Exchange rate
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Kaufkraftparität
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Purchasing power parity
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1952-1984
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CoVaR
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Composite quasi-maximum likelihood estimation
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Bibliografie enthalten
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Ghysels, Eric
10
Koop, Gary
10
Su, Liangjun
10
Li, Qi
9
Engle, Robert F.
8
Gao, Jiti
8
Taylor, Robert
8
Lucas, André
7
Racine, Jeffrey
7
Diebold, Francis X.
6
Gregory, Allan W.
6
Hall, Alastair R.
6
Harvey, Andrew C.
6
Imbens, Guido
6
Leybourne, Stephen James
6
Li, Wai Keung
6
Steel, Mark F. J.
6
Timmermann, Allan
6
Andrews, Donald W. K.
5
Bauwens, Luc
5
Dijk, Dick van
5
Franses, Philip Hans
5
Hansen, Bruce E.
5
Koopman, Siem Jan
5
Lütkepohl, Helmut
5
Patton, Andrew J.
5
Sentana, Enrique
5
Stock, James H.
5
Tsay, Ruey S.
5
Ullah, Aman
5
Van Keilegom, Ingrid
5
Westerlund, Joakim
5
Zhu, Ke
5
Cheung, Yin-Wong
4
Clark, Todd E.
4
Donald, Stephen G.
4
Hamilton, James D.
4
Hsu, Yu-Chin
4
Lanne, Markku
4
Lesage, James P.
4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Cowles Foundation discussion paper
129
SFB 649 discussion paper
120
Journal of econometrics
69
Econometric theory
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Discussion papers of interdisciplinary research project 373
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
CORE discussion paper : DP
24
Applied economics
22
The econometrics journal
12
Econometric reviews
11
Economics letters
11
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
10
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
9
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
9
Discussion paper / A
8
Economia internazionale
8
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
Journal of applied econometrics
7
American journal of agricultural economics
6
Journal of economic behavior & organization : JEBO
6
Resource and energy economics
6
Discussion paper / Center for Economic Research, Tilburg University
5
IRTG 1792 discussion paper
5
Journal of banking & finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Oxford bulletin of economics and statistics
5
Public choice
5
The review of economic studies
5
Working paper
5
Applied economics letters
4
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International economic review
4
Journal of empirical finance
4
Journal of post-Keynesian economics : JPKE
4
Journal of the American Statistical Association : JASA
4
OPEC review : energy economics and related issues
4
The American economic review
4
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ECONIS (ZBW)
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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
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.
;
Härdle, Wolfgang
;
Chen, Cathy Y.
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
Saved in:
4
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 282-294
Persistent link: https://www.econbiz.de/10009159989
Saved in:
5
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
Saved in:
6
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10003992805
Saved in:
7
Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
Saved in:
8
Out-of-sample performance of discrete-time spot interest rate models
Hong, Yongmiao
;
Li, Haitao
;
Zhao, Feng
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 457-473
Persistent link: https://www.econbiz.de/10002374062
Saved in:
9
A new test for ARCH effects and its finite-sample performance
Hong, Yongmiao
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001253384
Saved in:
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