//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"pol"
~person:"Cai, Zongwu"
~person:"McAleer, Michael"
~person:"Xiao, Zhijie"
~source:"econis"
~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"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 19 applied filters
Year of publication
From:
To:
Subject
All
Theorie
27
Theory
27
Estimation theory
21
Schätztheorie
21
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Time series analysis
17
Zeitreihenanalyse
17
Regression analysis
11
Regressionsanalyse
11
Statistical test
9
Statistischer Test
9
Volatility
9
Volatilität
9
Econometrics
8
Estimation
8
Schätzung
8
Stochastic process
8
Stochastischer Prozess
8
Ökonometrie
8
Panel
6
Panel study
6
Cointegration
5
Kointegration
5
Capital income
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic volatility
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Derivat
3
Derivative
3
Long memory
3
Modellierung
3
Nichtlineare Regression
3
Nonlinear regression
3
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
51
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Forschungsbericht
Government document
Graue Literatur
Handbuch
Konferenzschrift
Lehrbuch
Mehrbändiges Werk
Thesis
Übersichtsarbeit
Collection of articles of several authors
7
Sammelwerk
7
Festschrift
5
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
Italian
Polish
Author
All
Cai, Zongwu
McAleer, Michael
Xiao, Zhijie
Phillips, Peter C. B.
66
Linton, Oliver
46
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Hsiao, Cheng
26
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
White, Halbert
24
Yu, Jun
24
Bollerslev, Tim
23
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Renault, Eric
22
Timmermann, Allan
22
Schmidt, Peter
21
Todorov, Viktor
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Tauchen, George Eugene
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
18
Ng, Serena
18
Slottje, Daniel Jonathan
18
Dijk, Herman K. van
17
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
All
Journal of econometrics
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
136
Working paper
121
Working papers series in theoretical and applied economics
47
Econometric reviews
31
Econometric theory
30
Journal of economic surveys
27
Journal of risk and financial management : JRFM
21
Annals of financial economics
17
Working papers in quantitative economics and econometrics
14
Applied economics
13
School of Accounting, Finance and Economics & FEMARC working paper series
13
Discussion paper / Institute of Social and Economic Research
12
International review of economics & finance : IREF
10
Cowles Foundation discussion paper
8
Economics letters
8
The econometrics journal
8
Boston College working papers in economics
7
Energy economics
7
Risks : open access journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied financial economics
6
Econometrics : open access journal
6
International journal of forecasting
6
Journal of forecasting
6
Journal of the American Statistical Association : JASA
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Tourism economics : the business and finance of tourism and recreation
5
Working papers in economics and econometrics
5
Discussion papers / Institute of Social and Economic Research
4
Ensaios econômicos
4
Journal of macroeconomics
4
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
4
Tourism management : research, policies, practice
4
Discussion papers of interdisciplinary research project 373
3
Journal of applied econometrics
3
Journal of time series econometrics
3
Managerial finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
2
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
3
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:
4
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:
5
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
6
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:
7
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
8
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:
9
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:
10
A unified test for predictability of asset returns regardless of properties of predicting variables
Liu, Xiaohui
;
Yang, Bingduo
;
Cai, Zongwu
;
Peng, Liang
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 141-159
Persistent link: https://www.econbiz.de/10012139823
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->