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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:"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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Autokorrelation
Economic growth
Einheitswurzeltest
Entwicklungsländer
Firm performance
Konsumentenverhalten
Regression analysis
Supply chain
Theory
World
Theorie
23
Time series analysis
15
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15
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McAleer, Michael
Xiao, Zhijie
Phillips, Peter C. B.
47
Lee, Lung-fei
26
Taylor, Robert
24
Linton, Oliver
22
Koop, Gary
19
Pesaran, M. Hashem
17
Robinson, Peter M.
17
Ghysels, Eric
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Li, Qi
15
Chen, Songnian
14
Park, Joon Y.
14
Diebold, Francis X.
13
Hsiao, Cheng
13
Su, Liangjun
13
Aït-Sahalia, Yacine
12
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Gao, Jiti
12
Hong, Yongmiao
12
Schmidt, Peter
12
Corradi, Valentina
11
Granger, C. W. J.
11
Lewbel, Arthur
11
Perron, Pierre
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Galvão Júnior, Antônio Fialho
10
Horowitz, Joel
10
Kumbhakar, Subal
10
Leybourne, Stephen James
10
Ng, Serena
10
Sun, Yixiao
10
White, Halbert
10
Andrews, Donald W. K.
9
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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
69
Working paper
52
Discussion paper / Tinbergen Institute
43
Econometric theory
17
Econometric reviews
15
Journal of economic surveys
11
Working papers in quantitative economics and econometrics
11
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10
Cowles Foundation discussion paper
8
Journal of risk and financial management : JRFM
8
Annals of financial economics
5
Economics letters
5
International review of economics & finance : IREF
5
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4
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4
Journal of forecasting
4
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4
The econometrics journal
4
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3
International journal of forecasting
3
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3
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3
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
Risks : open access journal
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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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