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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:"Chan, Kam C."
~person:"Delaigle, Aurore"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~person:"Vicente, Jose"
~subject:"Germany"
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonparametric statistics"
~subject:"Risikoprämie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Germany
Nichtparametrisches Verfahren
Nonparametric statistics
Risikoprämie
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13
Estimation theory
7
Schätztheorie
7
Capital income
6
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Chan, Kam C.
Delaigle, Aurore
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Vicente, Jose
Carroll, Raymond J.
10
Fan, Jianqing
10
Härdle, Wolfgang
8
Garcia, René
7
Almeida, Caio
6
Ardison, Kym
6
Dunson, David B.
5
Gao, Jiti
5
Mammen, Enno
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Saikkonen, Pentti
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Trojani, Fabio
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Xiao, Zhijie
5
Hallin, Marc
4
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4
Linton, Oliver
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Perron, Pierre
4
Scaillet, Olivier
4
Camponovo, Lorenzo
3
Chen, Song Xi
3
Corsi, Fulvio
3
Hall, Peter
3
Hurvich, Clifford M.
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Koopman, Siem Jan
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Lanne, Markku
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Lee, Sokbae
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Leybourne, Stephen James
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Lin, Danyu
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Lin, Xihong
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Mancini, Loriano
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Ombao, Hernando
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Park, Byeong U.
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Sachs, Rainer von
3
Taylor, Robert
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3
Tiwari, Ram C.
3
Zeng, Donglin
3
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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
35
Econometric theory
22
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
Applied economics letters
3
Economic modelling
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic research
3
Applied financial economics
2
Economia internazionale
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
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
Japan and the world economy : international journal of theory and policy
2
Journal of empirical finance
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
Swiss journal of economics and statistics
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
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
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
International review of economics & finance : IREF
1
Journal of economic behavior & organization : JEBO
1
Journal of economics
1
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ECONIS (ZBW)
15
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1
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
2
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
3
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
5
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
6
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
7
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:
8
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:
9
Nonparametric regression analysis for group testing data
Delaigle, Aurore
;
Meister, Alexander
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 640-650
Persistent link: https://www.econbiz.de/10009267793
Saved in:
10
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:
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