//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Saikkonen, Pentti"
~person:"Shogren, Jason F."
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
Nichtparametrisches Verfahren
Nonparametric statistics
Time series analysis
Theorie
20
Theory
20
Zeitreihenanalyse
11
Estimation theory
10
Schätztheorie
10
Regression analysis
6
Regressionsanalyse
6
Statistical test
5
Statistischer Test
5
Volatility
5
Volatilität
5
Cointegration
4
Estimation
4
Kointegration
4
Nichtlineare Regression
4
Nonlinear regression
4
Schätzung
4
VAR model
4
VAR-Modell
4
ARCH model
3
ARCH-Modell
3
Deutschland
3
Einheitswurzeltest
3
Germany
3
Statistical distribution
3
Statistische Verteilung
3
USA
3
Unit root test
3
United States
3
ARMA model
2
ARMA-Modell
2
Bias
2
Forecasting model
2
Heteroscedasticity
2
Heteroskedastizität
2
Panel
2
Panel study
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
18
Language
All
English
Author
All
Chan, Kam C.
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Saikkonen, Pentti
Shogren, Jason F.
Carroll, Raymond J.
10
Fan, Jianqing
10
Dunson, David B.
5
Gao, Jiti
5
Mammen, Enno
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
more ...
less ...
Published in...
All
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
39
Econometric theory
32
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
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Economic modelling
3
Journal of empirical finance
3
Nonparametric dynamic modelling
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
Oxford bulletin of economics and statistics
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of economic studies
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
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 linear and nonlinear predictability of stock returns
Lanne, Markus
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 682-705
Persistent link: https://www.econbiz.de/10010233866
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
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:
9
Time series modelling with semiparametric factor dynamics
Park, Byeong U.
;
Mammen, Enno
;
Härdle, Wolfgang
; …
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 284-298
Persistent link: https://www.econbiz.de/10003878192
Saved in:
10
Nonparametric risk management with generalized hyperbolic distributions
Chen, Ying
;
Härdle, Wolfgang
;
Jeong, Seok-oh
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
483
,
pp. 910-923
Persistent link: https://www.econbiz.de/10003772400
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->