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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"pol"
~person:"Granger, C. W. J."
~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"
~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
Theorie
34
Time series analysis
17
Zeitreihenanalyse
17
Estimation theory
13
Schätztheorie
13
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Volatility
10
Volatilität
10
Stochastic process
9
Stochastischer Prozess
9
Econometrics
7
Ökonometrie
7
Cointegration
6
Estimation
6
Kointegration
6
Regressionsanalyse
6
Schätzung
6
ARCH model
4
ARCH-Modell
4
Panel
4
Panel study
4
Statistical distribution
4
Statistical test
4
Statistische Verteilung
4
Statistischer Test
4
Stochastic volatility
4
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Long memory
3
Option trading
3
Optionsgeschäft
3
Prognoseverfahren
3
USA
3
United States
3
Asymmetry
2
Autocorrelation
2
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Undetermined
6
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Article
34
Book / Working Paper
5
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Article in journal
Aufsatz in Zeitschrift
Forschungsbericht
Government document
Graue Literatur
Handbuch
Konferenzschrift
Lehrbuch
Mehrbändiges Werk
Thesis
Übersichtsarbeit
Collection of articles of several authors
4
Sammelwerk
4
Festschrift
3
Language
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English
Italian
Polish
Author
All
Granger, C. W. J.
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
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Li, Qi
15
Pesaran, M. Hashem
15
Chen, Songnian
14
Park, Joon Y.
14
Robinson, Peter M.
14
Chib, Siddhartha
13
Su, Liangjun
13
Diebold, Francis X.
12
Hsiao, Cheng
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Corradi, Valentina
11
Dufour, Jean-Marie
11
Gao, Jiti
11
Hong, Yongmiao
11
Lewbel, Arthur
11
Renault, Eric
11
Steel, Mark F. J.
11
White, Halbert
11
Galvão Júnior, Antônio Fialho
10
Kumbhakar, Subal
10
Ng, Serena
10
Perron, Pierre
10
Timmermann, Allan
10
Baltagi, Badi H.
9
Cai, Zongwu
9
Chen, Xiaohong
9
Fan, Yanqin
9
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
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Journal of econometrics
Econometric Institute research papers
35
Working paper
24
Discussion paper / Tinbergen Institute
23
Econometric reviews
17
Econometric theory
17
Discussion paper / Department of Economics, University of California San Diego
15
Journal of economic surveys
11
Working papers in quantitative economics and econometrics
11
Discussion paper / Institute of Social and Economic Research
10
Cowles Foundation discussion paper
8
International journal of forecasting
7
Economics letters
6
Journal of forecasting
6
Boston College working papers in economics
5
Journal of risk and financial management : JRFM
5
Oxford bulletin of economics and statistics
5
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
The econometrics journal
4
The economic journal : the journal of the Royal Economic Society
4
Applied economics
3
Applied financial economics
3
Ensaios econômicos
3
Journal of macroeconomics
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Annales d'économie et de statistique
2
Discussion paper / Institute for Empirical Macroeconomics
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
International review of economics & finance : IREF
2
Jingji-lunwen
2
Journal of the American Statistical Association : JASA
2
Practical issues in cointegration analysis
2
Research notes in economics & statistics
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
The North American journal of economics and finance : a journal of financial economics studies
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
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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