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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"pol"
~person:"Gouriéroux, Christian"
~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
38
Estimation theory
20
Schätztheorie
20
Time series analysis
20
Zeitreihenanalyse
20
Volatility
14
Volatilität
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
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Stochastic process
10
Stochastischer Prozess
10
Estimation
9
Schätzung
9
Derivat
6
Derivative
6
Panel
6
Panel study
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Regressionsanalyse
6
Cointegration
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Econometrics
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Statistical distribution
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5
Statistical test
4
Statistischer Test
4
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4
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Autocorrelation
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Autokorrelation
3
Capital income
3
Correlation
3
Factor analysis
3
Faktorenanalyse
3
Identification
3
Induktive Statistik
3
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3
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37
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6
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Gouriéroux, Christian
McAleer, Michael
Xiao, Zhijie
Phillips, Peter C. B.
47
Taylor, Robert
23
Linton, Oliver
22
Koop, Gary
19
Lee, Lung-fei
18
Ghysels, Eric
16
Pesaran, M. Hashem
16
Swanson, Norman R.
16
Yu, Jun
16
Li, Qi
15
Chen, Songnian
14
Park, Joon Y.
14
Robinson, Peter M.
14
Chib, Siddhartha
13
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
Chen, Xiaohong
9
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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Journal of econometrics
Econometric Institute research papers
70
Série des documents de travail / Centre de Recherche en Économie et Statistique
56
Working paper
52
Discussion paper / Tinbergen Institute
43
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
24
Econometric theory
22
Econometric reviews
18
Journal of economic surveys
11
Working papers in quantitative economics and econometrics
11
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
10
Discussion paper / Institute of Social and Economic Research
10
Cowles Foundation discussion paper
9
Journal of risk and financial management : JRFM
8
Economics letters
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Annales d'économie et de statistique
6
Annals of financial economics
5
International review of economics & finance : IREF
5
Journal of empirical finance
5
Boston College working papers in economics
4
Discussion papers / Institute of Social and Economic Research
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of banking & finance
4
Journal of forecasting
4
Research paper series / Swiss Finance Institute
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Swiss Finance Institute Research Paper
4
The Japanese economic review : the journal of the Japanese Economic Association
4
The econometrics journal
4
Annals of economics and statistics
3
Documents de travail / Banque de France
3
Ensaios econômicos
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of macroeconomics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Applied financial economics
2
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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
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
6
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:
7
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
8
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
9
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
10
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
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