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~isPartOf:"Journal of econometrics"
~subject:"Cointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical theory"
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Search: subject_exact:"Zeitreihenzerlegung"
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Cointegration
Nichtparametrisches Verfahren
Statistical theory
Zeitreihenanalyse
674
Time series analysis
673
Theorie
326
Theory
326
Estimation theory
309
Schätztheorie
309
Estimation
115
Schätzung
114
Volatility
100
Volatilität
100
Forecasting model
87
Prognoseverfahren
87
Nonparametric statistics
80
Stochastic process
70
Stochastischer Prozess
70
Statistical test
63
Statistischer Test
63
Kointegration
56
Regression analysis
51
Regressionsanalyse
51
VAR model
51
VAR-Modell
51
Einheitswurzeltest
48
Factor analysis
48
Faktorenanalyse
48
Unit root test
48
ARCH model
42
ARCH-Modell
42
Börsenkurs
41
Share price
41
Panel
40
Panel study
40
Autocorrelation
38
Autokorrelation
38
Capital income
38
Kapitaleinkommen
38
Bayes-Statistik
36
Bayesian inference
36
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Undetermined
69
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Article
135
Book / Working Paper
1
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Article in journal
135
Aufsatz in Zeitschrift
135
Conference paper
2
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2
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
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Language
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English
136
Author
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Linton, Oliver
10
Chen, Xiaohong
7
Phillips, Peter C. B.
6
Xiao, Zhijie
5
Fan, Yanqin
4
Gao, Jiti
4
Robinson, Peter M.
4
Delgado, Miguel A.
3
Dong, Chaohua
3
Koo, Bonsoo
3
Li, Jia
3
Li, Yingying
3
Taylor, Robert
3
Todorov, Viktor
3
Velasco, Carlos
3
Vogt, Michael
3
Zheng, Xinghua
3
Andersen, Torben
2
Boswijk, Herman Peter
2
Chambers, Marcus J.
2
Chen, Rong
2
Hidalgo, Javier
2
Hualde, Javier
2
Johansen, Søren
2
Jong, Robert M. de
2
Kongsted, Hans Christian
2
La Vecchia, Davide
2
Li, Degui
2
Mammen, Enno
2
Mariano, Roberto S.
2
Park, Joon Y.
2
Paruolo, Paolo
2
Podolskij, Mark
2
Rahbek, Anders
2
Smeekes, Stephan
2
Tauchen, George Eugene
2
Valasco, Carlos
2
Varneskov, Rasmus Tangsgaard
2
Vogelsang, Timothy J.
2
Wang, Qiying
2
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Published in...
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Econometric theory
53
Econometric reviews
50
Economic modelling
49
Economics letters
44
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Discussion paper / Tinbergen Institute
36
International journal of forecasting
36
Applied economics
35
Applied economics letters
31
Energy economics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
International Journal of Energy Economics and Policy : IJEEP
28
SFB 649 discussion paper
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Econometrics : open access journal
26
CESifo working papers
25
CREATES research paper
25
Cowles Foundation discussion paper
25
Discussion papers of interdisciplinary research project 373
24
Journal of forecasting
22
The empirical economics letters : a monthly international journal of economics
22
Discussion papers / Department of Economics, University of Copenhagen
21
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
21
The econometrics journal
20
Computational economics
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
18
International journal of economics and financial issues : IJEFI
18
Working paper
17
Journal of the American Statistical Association : JASA
16
Cambridge working papers in economics
14
CoFE discussion papers
14
Journal of macroeconomics
14
Oxford bulletin of economics and statistics
14
Economics and finance working paper series
13
The North American journal of economics and finance : a journal of financial economics studies
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Modern economy
12
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ECONIS (ZBW)
136
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1
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
2
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
6
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
7
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:
8
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
9
Functional time series approach to analyzing asset returns co-movements
Saart, Patrick W.
;
Xia, Yingcun
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 127-151
Persistent link: https://www.econbiz.de/10013441838
Saved in:
10
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
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