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~isPartOf:"Journal of econometrics"
~person:"Park, Joon Y."
~person:"Robinson, Peter M."
~subject:"Schätztheorie"
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Schätztheorie
Time series analysis
19
Zeitreihenanalyse
19
Theorie
17
Theory
17
Estimation theory
12
Nichtparametrisches Verfahren
10
Nonparametric statistics
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Park, Joon Y.
Robinson, Peter M.
Phillips, Peter C. B.
21
Linton, Oliver
14
Li, Qi
10
Todorov, Viktor
10
Gao, Jiti
9
Lee, Lung-fei
9
Taylor, Robert
9
Baltagi, Badi H.
8
Francq, Christian
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Gouriéroux, Christian
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7
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6
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6
Hsiao, Cheng
6
Koopman, Siem Jan
6
Li, Yingying
6
Perron, Pierre
6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
Chambers, Marcus J.
5
Davis, Richard A.
5
Ghysels, Eric
5
Hong, Han
5
Kim, Donggyu
5
Kohn, Robert
5
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5
Magnus, Jan R.
5
Su, Liangjun
5
Sun, Yixiao
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Tu, Yundong
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Journal of econometrics
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
14
Econometric theory
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Econometrics papers
7
Suntory and Toyota International Centres for Economics and Related Disciplines
7
CAEPR working papers
2
The review of economic studies
2
CAMA working paper series
1
CAMP working paper series
1
Cowles Foundation discussion paper
1
Discussion paper series / LSE Financial Markets Group
1
Energy economics
1
Journal of applied econometrics
1
Journal of economic surveys
1
LSE STICERD Research Paper
1
NBER Working Paper
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Oxford bulletin of economics and statistics
1
Revista de econometria
1
Revista española de economía
1
Robust inference
1
Rochester Center for Economic Research working paper
1
Working paper series / Department of Economics, University of Missouri-Columbia
1
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ECONIS (ZBW)
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1
Semiparametric
estimation
from time series with long-range dependence
Cheng, Bing
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 335-353
Persistent link: https://www.econbiz.de/10001166422
Saved in:
2
Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 435-452
Persistent link: https://www.econbiz.de/10011348967
Saved in:
3
Functional-coefficient models for nonstationary time series data
Cai, Zongwu
;
Li, Qi
;
Park, Joon Y.
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 101-113
Persistent link: https://www.econbiz.de/10003833742
Saved in:
4
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Saved in:
5
The
estimation
of misspecified long memory models
Robinson, Peter M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 225-230
Persistent link: https://www.econbiz.de/10010256170
Saved in:
6
Asymptotic
theory
for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
Saved in:
7
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
8
Series
estimation
under cross-sectional dependence
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011591611
Saved in:
9
Nonparametric
estimation
of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
10
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
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