//--> //--> //-->
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"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
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
Zeitreihenanalyse
Estimation theory
5
Forecasting model
3
Prognoseverfahren
3
Regression analysis
3
Regressionsanalyse
3
Time series analysis
3
Cointegration
2
Estimation
2
Kointegration
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätzung
2
Structural break
2
Strukturbruch
2
Asymptotic mean squared errors
1
Autocorrelation
1
Autokorrelation
1
Bagging
1
Box-Cox transformation
1
Break point
1
Capital income
1
Einheitswurzeltest
1
Equity premium prediction
1
Error correction model
1
Factor analysis
1
Faktorenanalyse
1
Group fused Lasso
1
High dimensional factor models
1
Information criterion
1
Kapitaleinkommen
1
Local monotonicity
1
Local parameter
1
Model averaging
1
Modellierung
1
Nichtlineare Regression
1
Nonlinear cointegration
1
Nonlinear regression
1
Persistence imbalance
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Conference paper
1
Konferenzbeitrag
1
Language
All
English
6
Author
All
Tu, Yundong
Phillips, Peter C. B.
34
Linton, Oliver
19
Taylor, Robert
18
Park, Joon Y.
14
Gao, Jiti
12
Gouriéroux, Christian
12
Chen, Xiaohong
11
Koop, Gary
11
Todorov, Viktor
11
Lee, Lung-fei
10
Leybourne, Stephen James
10
Li, Qi
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Francq, Christian
9
Hallin, Marc
9
Schmidt, Peter
9
Swanson, Norman R.
9
Tauchen, George Eugene
9
Zakoïan, Jean-Michel
9
Andersen, Torben
8
Baltagi, Badi H.
8
Kohn, Robert
8
Koopman, Siem Jan
8
Perron, Pierre
8
Teräsvirta, Timo
8
Cai, Zongwu
7
Chib, Siddhartha
7
Fan, Yanqin
7
Ghysels, Eric
7
Harvey, David I.
7
Hong, Yongmiao
7
Hsiao, Cheng
7
Li, Jia
7
Marcellino, Massimiliano
7
Su, Liangjun
7
Velasco, Carlos
7
White, Halbert
7
Yu, Jun
7
Barigozzi, Matteo
6
more ...
less ...
Published in...
All
Journal of econometrics
Economics letters
3
Econometric reviews
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Essays in honor of Joon Y. Park : econometric theory
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
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
Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen
;
Tu, Yundong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
Saved in:
3
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:
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
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:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->