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~isPartOf:"Journal of econometrics"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical test"
~subject:"Statistical theory"
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Search: subject_exact:"Zeitreihenzerlegung"
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Nichtparametrisches Verfahren
Statistical test
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
Statistischer Test
63
Cointegration
57
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
77
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Article
137
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
137
Aufsatz in Zeitschrift
137
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
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Language
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English
138
Author
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Linton, Oliver
10
Chen, Xiaohong
7
Phillips, Peter C. B.
6
Gao, Jiti
5
Xiao, Zhijie
5
Delgado, Miguel A.
4
Fan, Yanqin
4
Varneskov, Rasmus Tangsgaard
4
Andersen, Torben
3
Dong, Chaohua
3
Koo, Bonsoo
3
Li, Jia
3
Li, Yingying
3
Mariano, Roberto S.
3
Park, Joon Y.
3
Robinson, Peter M.
3
Taylor, Robert
3
Todorov, Viktor
3
Velasco, Carlos
3
Vogt, Michael
3
Yu, Jun
3
Zheng, Xinghua
3
Chen, Bin
2
Chen, Rong
2
Christensen, Kim
2
Demetrescu, Matei
2
Hidalgo, Javier
2
Hounyo, Ulrich
2
Kristensen, Dennis
2
La Vecchia, Davide
2
Li, Degui
2
Mammen, Enno
2
Podolskij, Mark
2
Saart, Patrick W.
2
Smeekes, Stephan
2
Sun, Yixiao
2
Tauchen, George Eugene
2
Thyrsgaard, Martin
2
Valasco, Carlos
2
Vogelsang, Timothy J.
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
94
Econometric theory
53
Econometric reviews
50
Economics letters
45
Working paper / Department of Econometrics and Business Statistics, Monash University
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
Discussion paper / Tinbergen Institute
29
International journal of forecasting
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
SFB 649 discussion paper
24
Cowles Foundation discussion paper
22
Journal of the American Statistical Association : JASA
21
Discussion papers of interdisciplinary research project 373
20
CREATES research paper
19
Economic modelling
19
Journal of forecasting
19
The econometrics journal
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Computational economics
16
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
16
Econometrics : open access journal
15
CoFE discussion papers
14
Working paper
14
Applied economics letters
13
CEMMAP working papers / Centre for Microdata Methods and Practice
13
Cambridge working papers in economics
13
Journal of time series econometrics
13
Oxford bulletin of economics and statistics
13
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Working paper series
12
Cowles Foundation Discussion Paper
11
Journal of applied econometrics
11
Applied economics
10
Discussion paper / Center for Economic Research, Tilburg University
10
Econometrics papers
10
IHS economics series : working paper
9
International economic review
9
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ECONIS (ZBW)
138
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138
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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
State-domain change point detection for nonlinear time series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
Saved in:
4
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
5
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:
6
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
7
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:
8
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:
9
Goodness-of-fit testing for time series models via distance covariance
Wan, Phyllis
;
Davis, Richard A.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 4-24
Persistent link: https://www.econbiz.de/10013441619
Saved in:
10
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
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