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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The econometrics journal"
~language:"eng"
~person:"Baruník, Jozef"
~person:"Carroll, Raymond J."
~person:"Chan, Kam C."
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Nichtparametrisches Verfahren
Nonparametric statistics
Time series analysis
Estimation theory
20
Schätztheorie
20
Theorie
19
Theory
19
Zeitreihenanalyse
10
Regression analysis
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Baruník, Jozef
Carroll, Raymond J.
Chan, Kam C.
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Fan, Jianqing
10
Dunson, David B.
5
Gao, Jiti
5
Mammen, Enno
5
Saikkonen, Pentti
5
Xiao, Zhijie
5
Almeida, Caio
4
Ardison, Kym
4
Garcia, René
4
Hallin, Marc
4
Kristensen, Dennis
4
Linton, Oliver
4
Perron, Pierre
4
Trojani, Fabio
4
Vicente, Jose
4
Chen, Song Xi
3
Corsi, Fulvio
3
Delaigle, Aurore
3
Hall, Peter
3
Hurvich, Clifford M.
3
Koopman, Siem Jan
3
Lee, Sokbae
3
Leybourne, Stephen James
3
Lin, Danyu
3
Lin, Xihong
3
Mancini, Loriano
3
Ombao, Hernando
3
Sachs, Rainer von
3
Scaillet, Olivier
3
Taylor, Robert
3
Teräsvirta, Timo
3
Tiwari, Ram C.
3
Zeng, Donglin
3
Aït-Sahalia, Yacine
2
Cai, Zongwu
2
Camponovo, Lorenzo
2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of the American Statistical Association : JASA
The econometrics journal
Journal of econometrics
38
Econometric theory
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
Econometric reviews
7
Economic modelling
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of empirical finance
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied economics letters
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of economics & finance : IREF
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Japan and the world economy : international journal of theory and policy
2
Journal of applied econometrics
2
Journal of economic research
2
Journal of international financial markets, institutions & money
2
OPEC review : energy economics and related issues
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of economic studies
2
Australian economic papers
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometrics : open access journal
1
Economia internazionale
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economic time series with random walk and other nonstationary components
1
Economics letters
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Finance research letters
1
Hitotsubashi journal of economics
1
International Journal of Financial Studies : open access journal
1
International economic journal
1
International economic review
1
International journal of economic research
1
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ECONIS (ZBW)
25
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25
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1
Quantile coherency : a general measure for dependence between cyclical economic variables
Baruník, Jozef
;
Kley, Tobias
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10012166706
Saved in:
2
Measuring the frequency dynamics of financial connectedness and systemic risk
Baruník, Jozef
;
Křehlík, Tomáš
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10011987767
Saved in:
3
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
4
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
5
Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 338-372
Persistent link: https://www.econbiz.de/10010498715
Saved in:
6
Testing for common trends in semi‐parametric panel data models with fixed effects
Zhang, Yonghui
;
Su, Liangjun
;
Phillips, Peter C. B.
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 56-100
Persistent link: https://www.econbiz.de/10009520548
Saved in:
7
Non-parametric regression under location shifts
Phillips, Peter C. B.
;
Su, Liangjun
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10009382495
Saved in:
8
Generalized functional linear models with semiparametric single-index interactions
Li, Yehua
;
Wang, Naisyin
;
Carroll, Raymond J.
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 621-633
Persistent link: https://www.econbiz.de/10008736094
Saved in:
9
A design-adaptive local polynomial estimator for the errors-in-variables problem
Dilaigle, Aurore
;
Fan, Jianqing
;
Carroll, Raymond J.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 348-359
Persistent link: https://www.econbiz.de/10003878198
Saved in:
10
Nonparametric prediction in measurement error models
Carroll, Raymond J.
;
Delaigle, Aurore
;
Hall, Peter
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 993-1014
Persistent link: https://www.econbiz.de/10003902770
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