//--> //--> //-->
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:"Tu, Yundong"
~person:"White, Halbert"
~subject:"Schätztheorie"
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
Testing fractional persistence...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Estimation theory
10
Theorie
9
Theory
9
Time series analysis
6
Zeitreihenanalyse
6
Estimation
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Regression analysis
5
Regressionsanalyse
5
Schätzung
5
Cointegration
3
Forecasting model
3
Kointegration
3
Prognoseverfahren
3
Statistical test
3
Statistischer Test
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Causality analysis
2
Conditional exogeneity
2
Econometrics
2
Kapitaleinkommen
2
Kausalanalyse
2
Modellierung
2
Nichtlineare Regression
2
Nonlinear regression
2
Risikomaß
2
Risk measure
2
Scientific modelling
2
Specification test
2
Statistical distribution
2
Statistical theory
2
Statistische Methodenlehre
2
Statistische Verteilung
2
Structural break
2
Strukturbruch
2
Ökonometrie
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Conference paper
2
Konferenzbeitrag
2
Language
All
English
10
Author
All
Tu, Yundong
White, Halbert
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
8
Gouriéroux, Christian
8
Schmidt, Peter
8
Tauchen, George Eugene
8
Cai, Zongwu
7
Leybourne, Stephen James
7
Li, Jia
7
Park, Joon Y.
7
Andersen, Torben
6
Chen, Xiaohong
6
Chib, Siddhartha
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
Li, Guodong
5
Magnus, Jan R.
5
Robinson, Peter M.
5
Su, Liangjun
5
Sun, Yixiao
5
Xiao, Zhijie
5
Zhu, Ke
5
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Department of Economics, University of California San Diego
9
Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
3
Econometric reviews
2
Quantitative economics : QE ; journal of the Econometric Society
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Advances in econometrics
1
Cowles Foundation discussion paper
1
Discussion paper / Economics, University of California / Department of Economics, University of California
1
Discussion paper series / LSE Financial Markets Group
1
Essays in honor of Jerry Hausman
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of economic forecasting ; 1
1
Journal of time series econometrics
1
Maximum likelihood estimation of misspecified models : twenty years later
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Technical report series / Stanford Institute for Theoretical Economics, Stanford University
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
Time-series
estimation
of the effects of natural experiments
White, Halbert
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10003376113
Saved in:
4
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:
5
Robustness checks and robustness tests in applied economics
Lu, Xun
;
White, Halbert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 194-206
Persistent link: https://www.econbiz.de/10010255444
Saved in:
6
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
Saved in:
7
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:
8
Testing for separability in structural equations
Lu, Xun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 14-26
Persistent link: https://www.econbiz.de/10010497150
Saved in:
9
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
Saved in:
10
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->