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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:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Scaillet, Olivier"
~person:"Shogren, Jason F."
~subject:"Kapitaleinkommen"
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Kapitaleinkommen
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Nonparametric statistics
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12
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Chan, Kam C.
Härdle, Wolfgang
Koopman, Siem Jan
Moosa, Imad A.
Phillips, Peter C. B.
Scaillet, Olivier
Shogren, Jason F.
Carroll, Raymond J.
10
Fan, Jianqing
10
Garcia, René
7
Almeida, Caio
6
Ardison, Kym
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Vicente, Jose
6
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5
Gao, Jiti
5
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5
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4
Kristensen, Dennis
4
Perron, Pierre
4
Camponovo, Lorenzo
3
Chen, Song Xi
3
Corsi, Fulvio
3
Delaigle, Aurore
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Hall, Peter
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Hurvich, Clifford M.
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Kokoszka, Piotr
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Teräsvirta, Timo
3
Tiwari, Ram C.
3
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3
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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
49
Econometric theory
26
Applied economics
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Econometric reviews
9
International journal of forecasting
9
Journal of banking & finance
6
Economic modelling
5
Journal of applied econometrics
5
Journal of empirical finance
5
Oxford bulletin of economics and statistics
5
Applied economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic dynamics & control
3
Journal of international financial markets, institutions & money
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Borsa Istanbul Review
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Economia internazionale
2
Economics letters
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 financial econometrics
2
Journal of financial economics
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 Chinese economy
2
The review of economic studies
2
Advances in econometrics
1
Annals of economics and statistics
1
Applied financial economics
1
Australian economic papers
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
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ECONIS (ZBW)
20
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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
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:
3
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
4
On ill-posedness of nonparametric instrumental variable regression with convexity constraints
Scaillet, Olivier
- In:
The econometrics journal
19
(
2016
)
2
,
pp. 232-236
Persistent link: https://www.econbiz.de/10011712183
Saved in:
5
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:
6
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:
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
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:
10
Semiparametric cointegrating rank selection
Cheng, Xu
;
Phillips, Peter C. B.
- In:
The econometrics journal
12
(
2009
),
pp. 83-104
Persistent link: https://www.econbiz.de/10003876315
Saved in:
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