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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Aït-Sahalia, Yacine"
~person:"Fan, Yanqin"
~person:"Gao, Jiti"
~person:"Jiménez-Martín, Sergi"
~person:"Minford, Patrick"
~person:"Teräsvirta, Timo"
~subject:"Bootstrap-Verfahren"
~subject:"Gesundheit"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
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Bootstrap-Verfahren
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Schätztheorie
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Estimation theory
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Aït-Sahalia, Yacine
Fan, Yanqin
Gao, Jiti
Jiménez-Martín, Sergi
Minford, Patrick
Teräsvirta, Timo
Phillips, Peter C. B.
36
Lee, Lung-fei
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Taylor, Robert
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Johansen, Søren
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Chen, Xiaohong
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Cai, Zongwu
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Gouriéroux, Christian
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Sun, Yixiao
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Todorov, Viktor
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Li, Degui
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CREATES research paper
Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
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Estimation of copula-based semiparametric time series models
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003277967
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2
Saddlepoint approximations for continuous-time Markov processes
Aït-Sahalia, Yacine
;
Yu, Jialin
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 507-551
Persistent link: https://www.econbiz.de/10003374338
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3
Usefulness of proxy variables in linear models with sthochastic regressors
Teräsvirta, Timo
- In:
Journal of econometrics
36
(
1987
)
3
,
pp. 377-382
Persistent link: https://www.econbiz.de/10003693105
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4
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
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5
Edgeworth expansions for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 190-203
Persistent link: https://www.econbiz.de/10009242525
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
7
Semiparametric estimation in triangular system equations with nonstationarity
Gao, Jiti
;
Phillips, Peter C. B.
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009764384
Saved in:
8
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
9
A Lagrange multiplier test for testing the adequacy of the constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
-
2014
Persistent link: https://www.econbiz.de/10010237808
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10
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
-
2013
Persistent link: https://www.econbiz.de/10009790613
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