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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:"Fan, Jianqing"
~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
21
Schätztheorie
21
Theorie
19
Theory
19
Zeitreihenanalyse
9
Regression analysis
8
Regressionsanalyse
8
Volatility
8
Volatilität
8
Statistical distribution
5
Statistical test
5
Statistische Verteilung
5
Statistischer Test
5
Correlation
3
Einheitswurzeltest
3
Financial market
3
Finanzmarkt
3
Korrelation
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Unit root test
3
ARMA model
2
ARMA-Modell
2
Bias
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Deutschland
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Germany
2
Induktive Statistik
2
Multivariate Analyse
2
Multivariate analysis
2
Panel
2
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Article
23
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Article in journal
Aufsatz in Zeitschrift
23
Language
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English
Author
All
Chan, Kam C.
Fan, Jianqing
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Carroll, Raymond J.
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
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
41
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Economic modelling
3
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 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
Annual review of financial economics
1
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
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 journal of theoretical and applied finance
1
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ECONIS (ZBW)
23
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23
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1
An overview of the estimation of large covariance and precision matrices
Fan, Jianqing
;
Liao, Yuan
;
Liu, Han
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487485
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
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:
6
Nonparametric independence screening in sparse ultra-high-dimensional additive models
Fan, Jianqing
;
Yang, Feng
;
Song, Rui
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 544-557
Persistent link: https://www.econbiz.de/10009267689
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
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:
9
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
10
Option pricing with model-guided nonparametric methods
Fan, Jianqing
;
Mancini, Loriano
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1351-1372
Persistent link: https://www.econbiz.de/10003992951
Saved in:
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