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~isPartOf:"Journal of econometrics"
~person:"Robinson, Peter M."
~person:"Tu, Yundong"
~subject:"Schätztheorie"
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Schätztheorie
Time series analysis
13
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13
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10
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Robinson, Peter M.
Tu, Yundong
Phillips, Peter C. B.
21
Linton, Oliver
14
Li, Qi
10
Todorov, Viktor
10
Gao, Jiti
9
Lee, Lung-fei
9
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9
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8
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7
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7
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6
Chen, Xiaohong
6
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6
Hsiao, Cheng
6
Koopman, Siem Jan
6
Li, Yingying
6
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6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
Chambers, Marcus J.
5
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5
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5
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5
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5
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5
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Journal of econometrics
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Econometrics papers
7
Suntory and Toyota International Centres for Economics and Related Disciplines
7
Econometric theory
4
Economics letters
3
The review of economic studies
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
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1
Discussion paper series / LSE Financial Markets Group
1
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1
Essays in honor of Joon Y. Park : econometric theory
1
Journal of applied econometrics
1
Journal of economic surveys
1
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1
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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
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ECONIS (ZBW)
10
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1
Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
Lin, Yingqian
;
Tu, Yundong
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 52-65
Persistent link: https://www.econbiz.de/10012483188
Saved in:
2
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:
3
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:
4
Estimation
for double-nonlinear cointegration
Lin, Yingqian
;
Tu, Yundong
;
Yao, Qiwei
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 175-191
Persistent link: https://www.econbiz.de/10012439669
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
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:
8
Forecasting cointegrated nonstationary time series with time-varying variance
Tu, Yundong
;
Yi, Yanping
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 83-98
Persistent link: https://www.econbiz.de/10011743781
Saved in:
9
Nonparametric and semiparametric regressions subject to monotonicity constraints :
estimation
and forecasting
Lee, Tae-hwy
;
Tu, Yundong
;
Ullah, Aman
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
Saved in:
10
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
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