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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gil-Alaña, Luis A."
~person:"Phillips, Peter C. B."
~subject:"Nichtparametrisches Verfahren"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Nichtparametrisches Verfahren
Theorie
283
Theory
283
Time series analysis
261
Zeitreihenanalyse
261
Estimation
169
Schätzung
169
USA
122
United States
122
Estimation theory
103
Schätztheorie
103
Cointegration
97
Kointegration
96
Portfolio selection
78
Portfolio-Management
78
Einheitswurzeltest
73
Unit root test
73
Volatility
62
Volatilität
62
Stochastic process
58
Stochastischer Prozess
58
Fractional integration
57
Börsenkurs
56
Share price
56
Capital income
54
Kapitaleinkommen
54
Aktienmarkt
50
Stock market
50
Großbritannien
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47
fractional integration
44
Regression analysis
42
Regressionsanalyse
42
Persistence
40
Option pricing theory
39
Optionspreistheorie
39
Structural break
39
Strukturbruch
39
Welt
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Bibliografie
Aufsatz in Zeitschrift
35
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4
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4
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English
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Fabozzi, Frank J.
Gil-Alaña, Luis A.
Phillips, Peter C. B.
Linton, Oliver
56
Li, Qi
46
Simar, Léopold
41
Chen, Xiaohong
30
Su, Liangjun
30
Gao, Jiti
29
Racine, Jeffrey
29
Gupta, Rangan
28
Kumbhakar, Subal
28
Parmeter, Christopher F.
25
Tsionas, Efthymios G.
25
Florens, Jean-Pierre
24
Horowitz, Joel
23
Lewbel, Arthur
23
Sun, Yiguo
23
Cai, Zongwu
22
Henderson, Daniel J.
22
Ullah, Aman
22
Stengos, Thanasēs
21
Balcilar, Mehmet
20
Newey, Whitney K.
19
Chen, Songnian
18
Mammen, Enno
18
Wilson, Paul W.
18
Hoderlein, Stefan
17
Härdle, Wolfgang
17
Fan, Yanqin
16
Hu, Yingyao
16
Li, Degui
16
Robinson, Peter M.
16
Hahn, Jinyong
15
Ridder, Geert
15
Kuosmanen, Timo
14
Otsu, Taisuke
14
Tzeremes, Nickolaos G.
14
Van Keilegom, Ingrid
14
White, Halbert
14
Xiao, Zhijie
14
Yao, Feng
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Journal of econometrics
10
Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The econometrics journal
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The American journal of economics and sociology
2
Advances in financial planning and forecasting
1
Applied economics
1
Applied financial economics letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Review of international economics
1
Review of world economics
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The journal of asset management
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ECONIS (ZBW)
35
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1
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
2
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
3
Latent variable nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
;
Kasparis, Ioannis
- In:
Econometric theory
37
(
2021
)
1
,
pp. 138-168
Persistent link: https://www.econbiz.de/10012437045
Saved in:
4
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
5
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo
;
Park, Myungho
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Saved in:
6
Threshold regression with endogeneity
Yu, Ping
;
Phillips, Peter C. B.
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 50-68
Persistent link: https://www.econbiz.de/10011974610
Saved in:
7
The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Aye, Goodness C.
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 283-294
Persistent link: https://www.econbiz.de/10011754449
Saved in:
8
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
9
Equity style allocation : a nonparametric approach
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
Saved in:
10
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
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