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~language:"eng"
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Theory
Theorie
941
Schätztheorie
448
Estimation theory
446
Zeitreihenanalyse
437
Time series analysis
434
Volatilität
353
Volatility
349
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327
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322
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215
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213
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209
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207
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207
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203
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193
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170
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165
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165
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161
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136
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131
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127
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120
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102
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102
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100
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98
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89
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89
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88
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86
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85
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82
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81
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81
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23
Sammelwerk
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Hong, Yongmiao
Härdle, Wolfgang
McAleer, Michael
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Güth, Werner
405
Nijkamp, Peter
366
Pestieau, Pierre
355
Gersbach, Hans
324
Acemoglu, Daron
303
Pesaran, M. Hashem
288
Creedy, John
276
Stark, Oded
274
Snower, Dennis J.
271
Cremer, Helmuth
263
Thisse, Jacques-François
261
Zenou, Yves
252
Franses, Philip Hans
244
Stiglitz, Joseph E.
240
Ploeg, Frederick van der
235
Koskela, Erkki
229
Broll, Udo
224
Heckman, James J.
220
Konrad, Kai A.
216
Razin, Asaf
214
Tirole, Jean
213
Helpman, Elhanan
212
Marjit, Sugata
212
Lambertini, Luca
209
Aronsson, Thomas
206
Svensson, Lars E. O.
205
Long, Ngo Van
203
Frey, Bruno S.
195
Herings, Peter Jean-Jacques
195
Aizenman, Joshua
194
Bossert, Walter
191
Woodford, Michael
189
Kaplow, Louis
187
Aghion, Philippe
186
Keuschnigg, Christian
185
Kehoe, Patrick J.
184
Devereux, Michael B.
183
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Shakai-Keizai-Kenkyūsho <Osaka>
9
University of Western Australia / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
4
University of Canterbury / Dept. of Economics and Finance
2
Centre for Microdata Methods and Practice <London>
1
Deutsches Institut für Wirtschaftsforschung
1
School of Finance and Business Economics <Perth, Western Australia>
1
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SFB 649 discussion paper
102
Cowles Foundation discussion paper
93
Journal of econometrics
61
Econometric theory
49
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
29
Econometric Institute research papers
25
Working paper
25
CORE discussion paper : DP
20
Econometric reviews
20
Discussion paper / Tinbergen Institute
18
Discussion papers of interdisciplinary research project 373
18
Applied economics
11
Economics letters
11
Journal of economic surveys
11
Working papers in quantitative economics and econometrics
11
Discussion paper / Institute of Social and Economic Research
10
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
9
Journal of applied econometrics
9
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
9
The econometrics journal
9
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
9
Discussion paper / A
8
Working papers in economics and econometrics
8
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
American journal of agricultural economics
6
Discussion paper / Center for Economic Research, Tilburg University
6
Economia internazionale
6
Journal of economic behavior & organization : JEBO
6
Oxford bulletin of economics and statistics
6
Resource and energy economics
6
International economic review
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Public choice
5
The review of economic studies
5
Applied quantitative finance
4
Journal of empirical finance
4
Journal of risk and financial management : JRFM
4
The American economic review
4
The Japanese economic review : the journal of the Japanese Economic Association
4
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Source
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ECONIS (ZBW)
928
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1
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928
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1
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
2
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
3
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
4
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
5
On multiple structural breaks in distribution : an empirical characteristic function approach
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Econometric theory
39
(
2023
)
3
,
pp. 534-581
Persistent link: https://www.econbiz.de/10014306649
Saved in:
6
Panel data models with time-varying latent group structures
Wang, Yiren
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2023
Persistent link: https://www.econbiz.de/10014317580
Saved in:
7
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:
8
Testing for structural changes in large dimensional factor models via discrete Fourier transform
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 302-331
Persistent link: https://www.econbiz.de/10014341081
Saved in:
9
Time-varying factor selection : a sparse fused GMM approach
Cui, Liyuan
;
Feng, Guanhao
;
Hong, Yongmiao
;
Yang, Jiangshan
-
2023
Persistent link: https://www.econbiz.de/10014371831
Saved in:
10
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
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