Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~person:"Sun, Yixiao"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dynamic robust portfolio selec...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Robust statistics
7
Robustes Verfahren
7
Heteroscedasticity
6
Heteroskedastizität
6
Statistical test
6
Statistischer Test
6
Estimation theory
5
Schätztheorie
5
Autocorrelation
4
Autokorrelation
4
Fixed-smoothing asymptotics
4
Theorie
4
Theory
4
Method of moments
3
Momentenmethode
3
Heteroskedasticity and autocorrelation robust
2
Heteroskedasticity and autocorrelation robust variance
2
Zeitreihenanalyse
2
Adaptiveness
1
Asymptotic expansion
1
Calibration
1
Continuous updating GMM
1
Core
1
Correlation
1
Efficient GMM
1
F
1
F distribution
1
F-approximation
1
F-distribution
1
Fixed effects 2SLS
1
Fixed smoothing asymptotics
1
Fixed-bandwidth asymptotics
1
Heteroskedasticity and autocorrelation robust test
1
Increasing-smoothing asymptotics
1
Kernel density estimator
1
Korrelation
1
Local polynomial estimator
1
Long-run variance
1
Nichtlineare Regression
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Sun, Yixiao
Phillips, Peter C. B.
16
Koop, Gary
8
Yu, Jun
8
Chen, Xiaohong
7
Swanson, Norman R.
7
Xiao, Zhijie
7
Mariano, Roberto S.
6
Hallin, Marc
5
McAleer, Michael
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Hong, Yongmiao
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
Perron, Pierre
4
Taylor, Robert
4
Velasco, Carlos
4
Andersen, Torben
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Breitung, Jörg
3
Chan, Joshua
3
Chen, Rong
3
Corradi, Valentina
3
Franses, Philip Hans
3
Gouriéroux, Christian
3
Hendry, David F.
3
Herwartz, Helmut
3
Horváth, Lajos
3
Jong, Robert M. de
3
Kapetanios, George
3
Kohn, Robert
3
Korobilis, Dimitris
3
Lieberman, Offer
3
Ling, Shiqing
3
Lucas, André
3
more ...
less ...
Published in...
All
Journal of econometrics
Cowles Foundation discussion paper
3
Cowles Foundation Discussion Paper
2
Discussion papers / Department of Economics, University of California San Diego
2
Working papers / Ryerson University, Department of Economics
2
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International economic review
1
Recent work / Department of Economics, UCSD
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust trend inference with series variance estimator and testing-optimal smoothing parameter
Sun, Yixiao
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10009301901
Saved in:
2
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
