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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"pol"
~person:"McAleer, Michael"
~person:"Xiao, Zhijie"
~source:"econis"
~subject:"Autokorrelation"
~subject:"Economic growth"
~subject:"Einheitswurzeltest"
~subject:"Entwicklungsländer"
~subject:"Experiment"
~subject:"Firm performance"
~subject:"Konsumentenverhalten"
~subject:"Regression analysis"
~subject:"Statistical test"
~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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Autokorrelation
Economic growth
Einheitswurzeltest
Entwicklungsländer
Experiment
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Konsumentenverhalten
Regression analysis
Statistical test
Supply chain
Theory
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23
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McAleer, Michael
Xiao, Zhijie
Phillips, Peter C. B.
49
Lee, Lung-fei
26
Taylor, Robert
26
Linton, Oliver
22
Koop, Gary
19
Robinson, Peter M.
19
Li, Qi
18
Pesaran, M. Hashem
18
Ghysels, Eric
17
Swanson, Norman R.
17
Yu, Jun
17
Park, Joon Y.
16
Gouriéroux, Christian
15
Su, Liangjun
15
White, Halbert
15
Aït-Sahalia, Yacine
14
Chen, Songnian
14
Dufour, Jean-Marie
14
Gao, Jiti
14
Hsiao, Cheng
14
Andrews, Donald W. K.
13
Chib, Siddhartha
13
Diebold, Francis X.
13
Hong, Yongmiao
13
Perron, Pierre
13
Schmidt, Peter
13
Cai, Zongwu
12
Sun, Yixiao
12
Baltagi, Badi H.
11
Corradi, Valentina
11
Granger, C. W. J.
11
Hausman, Jerry A.
11
Horowitz, Joel
11
Lewbel, Arthur
11
Leybourne, Stephen James
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Journal of econometrics
Econometric Institute research papers
72
Working paper
52
Discussion paper / Tinbergen Institute
45
Econometric theory
17
Econometric reviews
15
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11
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11
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10
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9
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8
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5
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5
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5
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5
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5
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4
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4
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4
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3
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3
International journal of forecasting
3
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3
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The North American journal of economics and finance : a journal of financial economics studies
3
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2
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2
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2
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2
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2
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2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Tourism economics : the business and finance of tourism and recreation
2
Working papers in economics and econometrics
2
Applied economics letters
1
CEA_372Cass working paper series
1
CEMMAP working papers / Centre for Microdata Methods and Practice
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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
Saved in:
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