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~isPartOf:"Journal of econometrics"
~isPartOf:"Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia"
~language:"eng"
~language:"ita"
~language:"pol"
~person:"Chib, Siddhartha"
~person:"McAleer, Michael"
~person:"Xiao, Zhijie"
~source:"econis"
~subject:"Economic growth"
~subject:"Einheitswurzeltest"
~subject:"Entwicklungsländer"
~subject:"Experiment"
~subject:"Firm performance"
~subject:"Konsumentenverhalten"
~subject:"Regression analysis"
~subject:"Supply chain"
~subject:"Theory"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Economic growth
Einheitswurzeltest
Entwicklungsländer
Experiment
Firm performance
Konsumentenverhalten
Regression analysis
Supply chain
Theory
World
Theorie
36
Estimation theory
19
Schätztheorie
19
Time series analysis
19
Zeitreihenanalyse
19
Volatility
13
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13
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10
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3
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3
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3
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3
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3
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3
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3
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36
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Chib, Siddhartha
McAleer, Michael
Xiao, Zhijie
Phillips, Peter C. B.
47
Taylor, Robert
23
Linton, Oliver
22
Medeiros, Marcelo C.
20
Koop, Gary
19
Lee, Lung-fei
18
Ghysels, Eric
16
Pesaran, M. Hashem
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Li, Qi
15
Chen, Songnian
14
Park, Joon Y.
14
Robinson, Peter M.
14
Diebold, Francis X.
13
Su, Liangjun
13
Aït-Sahalia, Yacine
12
Gao, Jiti
12
Hsiao, Cheng
12
Schmidt, Peter
12
Corradi, Valentina
11
Dufour, Jean-Marie
11
Granger, C. W. J.
11
Hong, Yongmiao
11
Lewbel, Arthur
11
Perron, Pierre
11
Renault, Eric
11
Steel, Mark F. J.
11
White, Halbert
11
Galvão Júnior, Antônio Fialho
10
Horowitz, Joel
10
Kumbhakar, Subal
10
Ng, Serena
10
Timmermann, Allan
10
Baltagi, Badi H.
9
Cai, Zongwu
9
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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Journal of econometrics
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
Econometric Institute research papers
70
Working paper
52
Discussion paper / Tinbergen Institute
43
Econometric theory
18
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16
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11
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11
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10
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8
Journal of risk and financial management : JRFM
8
Economics letters
6
Annals of financial economics
5
International review of economics & finance : IREF
5
Boston College working papers in economics
4
Discussion papers / Institute of Social and Economic Research
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of forecasting
4
Journal of the American Statistical Association : JASA
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
The Japanese economic review : the journal of the Japanese Economic Association
4
The econometrics journal
4
Discussion paper / Center for Economic Research, Tilburg University
3
Ensaios econômicos
3
International journal of forecasting
3
Journal of macroeconomics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Applied financial economics
2
Discussion paper / Department of Economics, University of Canterbury
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics : open access journal
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Practical issues in cointegration analysis
2
The economic journal : the journal of the Royal Economic Society
2
The review of economic studies
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The review of economics and statistics
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ECONIS (ZBW)
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1
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
2
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
5
Quantile regression
Chernozhukov, Victor
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012304539
Saved in:
6
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
7
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
8
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
9
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
10
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
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