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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"pol"
~person:"McAleer, Michael"
~person:"Park, Joon Y."
~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
31
Time series analysis
24
Zeitreihenanalyse
24
Estimation theory
20
Schätztheorie
20
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Regressionsanalyse
13
Stochastic process
13
Stochastischer Prozess
13
Volatility
13
Volatilität
13
Estimation
9
Schätzung
9
Statistical distribution
9
Statistische Verteilung
9
Cointegration
8
Kointegration
8
Statistical test
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Statistischer Test
7
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ARCH model
5
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5
USA
5
United States
5
Capital income
4
Econometrics
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Kapitaleinkommen
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Nichtlineare Regression
4
Nonlinear regression
4
Nonstationarity
4
Panel
4
Panel study
4
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4
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37
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Government document
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Collection of articles of several authors
4
Sammelwerk
4
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McAleer, Michael
Park, Joon Y.
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
Gouriéroux, Christian
15
Li, Qi
15
Chen, Songnian
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
Working paper
52
Discussion paper / Tinbergen Institute
43
Econometric theory
23
Econometric reviews
18
Journal of economic surveys
11
Working papers in quantitative economics and econometrics
11
Cowles Foundation discussion paper
10
Discussion paper / Institute of Social and Economic Research
10
Journal of risk and financial management : JRFM
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Economics letters
6
The econometrics journal
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 forecasting
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
The Japanese economic review : the journal of the Japanese Economic Association
4
CAEPR working papers
3
Ensaios econômicos
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of macroeconomics
3
The North American journal of economics and finance : a journal of financial economics studies
3
The economic journal : the journal of the Royal Economic Society
3
Working papers / Rice Economics
3
Applied economics
2
Applied financial economics
2
CAMA working paper series
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Econometrics : open access journal
2
Energy economics
2
International economic review
2
Journal of economic theory and econometrics : journal of The Korean Econometric Society
2
Journal of the American Statistical Association : JASA
2
Practical issues in cointegration analysis
2
Quantitative economics : QE ; journal of the Econometric Society
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
Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon
;
Kaufmann, Robert Kurt
;
Kim, Chang Sik
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
Saved in:
5
Testing for stationarity at high frequency
Jiang, Bibo
;
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 341-374
Persistent link: https://www.econbiz.de/10012439463
Saved in:
6
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:
7
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:
8
Asymptotics for recurrent diffusions with application to high frequency regression
Kim, Jihyun
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10011743485
Saved in:
9
Nonstationarity in time series of state densities
Chang, Yoosoon
;
Kim, Chang Sik
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
Saved in:
10
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
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