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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~person:"Arvanitis, Stelios"
~person:"Cavaliere, Giuseppe"
~person:"Galvão Júnior, Antônio Fialho"
~subject:"Bildungsertrag"
~subject:"Correlation"
~subject:"Innovation"
~subject:"Markov chain"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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Arvanitis, Stelios
Cavaliere, Giuseppe
Galvão Júnior, Antônio Fialho
Phillips, Peter C. B.
9
Gao, Jiti
7
Linton, Oliver
7
Maasoumi, Esfandiar
7
Yu, Jun
7
Diebold, Francis X.
6
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5
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5
Hong, Yongmiao
5
McAleer, Michael
5
Su, Liangjun
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Taylor, Robert
5
Tsionas, Efthymios G.
5
Westerlund, Joakim
5
Asai, Manabu
4
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Casarin, Roberto
4
Chen, Rong
4
Hallin, Marc
4
Koop, Gary
4
Liao, Yuan
4
Lieberman, Offer
4
Patton, Andrew J.
4
Schmidt, Peter
4
Schorfheide, Frank
4
Seo, Myung Hwan
4
Sickles, Robin C.
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Zhang, Xinyu
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3
Billio, Monica
3
Caner, Mehmet
3
Chang, Yoosoon
3
Doğan, Osman
3
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3
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3
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2
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1
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1
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1
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1
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
2
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
3
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
4
Measurement errors in quantile regression models
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 146-164
Persistent link: https://www.econbiz.de/10011818373
Saved in:
5
Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios
;
Topaloglou, Nikolas
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
Saved in:
6
Uniform inference for value functions
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1680-1699
Persistent link: https://www.econbiz.de/10014471422
Saved in:
7
Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10012482763
Saved in:
8
Quantile regression
Chernozhukov, Victor
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012304539
Saved in:
9
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
10
GMM quantile regression
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 432-452
Persistent link: https://www.econbiz.de/10013464059
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