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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:"Carroll, Raymond J."
~person:"Chan, Kam C."
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Perron, Pierre"
~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
24
Schätztheorie
24
Theorie
22
Theory
22
Zeitreihenanalyse
12
Regression analysis
9
Regressionsanalyse
9
Volatility
5
Volatilität
5
Einheitswurzeltest
4
Statistical test
4
Statistischer Test
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1947-1993
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27
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English
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Carroll, Raymond J.
Chan, Kam C.
Härdle, Wolfgang
Moosa, Imad A.
Perron, Pierre
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
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
Baruník, Jozef
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
44
Econometric theory
28
Applied economics
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Econometric reviews
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Econometrics : open access journal
3
Economic modelling
3
Journal of applied econometrics
3
Journal of empirical finance
3
Oxford bulletin of economics and statistics
3
Special issue on new developments in time series econometrics
3
The review of economic studies
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
Economic time series with random walk and other nonstationary components
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economic review
2
International journal of forecasting
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 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
Quantitative finance
2
The American journal of economics and sociology
2
Australian economic papers
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Economia internazionale
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Hitotsubashi journal of economics
1
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ECONIS (ZBW)
27
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1
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
2
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:
3
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:
4
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:
5
Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
Saved in:
6
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices
Qu, Zhongjun
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 309-339
Persistent link: https://www.econbiz.de/10010253639
Saved in:
7
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:
8
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:
9
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:
10
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
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