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
~source:"econis"
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
PREDICTION ERRORS IN NONSTATIO...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
13
Theory
13
Estimation theory
9
Schätztheorie
9
Time series analysis
9
Zeitreihenanalyse
9
ARCH model
6
ARCH-Modell
6
Forecasting model
6
Prognoseverfahren
6
Regression analysis
4
Regressionsanalyse
4
Aktienindex
3
Autocorrelation
3
Autokorrelation
3
Estimation
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Stock index
3
Volatility
3
Volatilität
3
1988-1998
2
Asia
2
Asien
2
Capital income
2
Correlation
2
Econometrics
2
Hong Kong
2
Hongkong
2
Investitionsrisiko
2
Investment risk
2
Japan
2
Kapitaleinkommen
2
Kleinste-Quadrate-Methode
2
Korrelation
2
Least squares method
2
Measurement
2
Messung
2
USA
2
more ...
less ...
Online availability
All
Undetermined
7
Free
4
Type of publication
All
Article
18
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
3
Book section
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
more ...
less ...
Language
All
English
24
Author
All
Sin, Chor-yiu
18
Ing, Ching-Kang
5
Granger, C. W. J.
2
Ing, Ching-kang
2
Lau, Sau-Him Paul
2
White, Halbert
2
Yu, Shu-Hui
2
Ashouri, Mahsa
1
Chan, Bob Y. C.
1
Chan, Ngai Hang
1
Cheng, Tzu-Chang F.
1
Chiou, Hai-Tang
1
Chu, Kam Hon
1
Guo, Meihui
1
Honda, Toshio
1
Lam, Kin
1
Leung, Rico
1
Li, Yuanbo
1
Shiu, Ling Po
1
Shmueli, Galit
1
Wu, Wei-Ying
1
Yau, Chun Yip
1
Yu, Shu-hui
1
Yu, Shuhui
1
more ...
less ...
Published in...
All
Journal of econometrics
3
Discussion paper / Department of Economics, University of California San Diego
2
Econometric theory
2
Annals of financial economics
1
Discussion papers / Graduate School of Economics, Hitotsubashi University
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Economic modelling
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business analytics
1
Journal of forecasting
1
Maximum likelihood estimation of misspecified models : twenty years later
1
The North American journal of economics and finance : a journal of financial economics studies
1
The economic record : er
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
20
OLC EcoSci
5
Other ZBW resources
1
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang
;
Sin, Chor-yiu
;
Yu, Shu-hui
- In:
Econometric theory
26
(
2010
)
3
,
pp. 774-803
Persistent link: https://www.econbiz.de/10003992431
Saved in:
2
Toward optimal model averaging in regression models with time series errors
Cheng, Tzu-Chang F.
;
Ing, Ching-Kang
;
Yu, Shu-Hui
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 321-334
Persistent link: https://www.econbiz.de/10011504543
Saved in:
3
On asymptotic risk of selecting models for possibly nonstationary time-series
Yu, Shu-Hui
;
Sin, Chor-yiu
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 387-414
Persistent link: https://www.econbiz.de/10012515606
Saved in:
4
Multistep prediction in autoregressive processes
Ing, Ching-kang
- In:
Econometric theory
19
(
2003
)
2
,
pp. 254-279
Persistent link: https://www.econbiz.de/10001743401
Saved in:
5
A portmanteau test for multivariate garch when the conditional mean is an ECM : theory and empirical applications
Sin, Chor-yiu
-
2006
Persistent link: https://www.econbiz.de/10003331371
Saved in:
6
QMLE of a standard exponential ACD model : asymptotic distribution and residual correlation
Sin, Chor-yiu
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10010489087
Saved in:
7
Estimating a linear exponential density when the weighting matrix and mean parameter vector are functionally related
Sin, Chor-yiu
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 177-197)
.
2003
Persistent link: https://www.econbiz.de/10001916329
Saved in:
8
Variable selection for high-dimensional regression models with time series and heteroscedastic errors
Chiou, Hai-Tang
;
Guo, Meihui
;
Ing, Ching-Kang
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 118-136
Persistent link: https://www.econbiz.de/10012439653
Saved in:
9
Threshold estimation via group orthogonal greedy algorithm
Chan, Ngai Hang
;
Ing, Ching-Kang
;
Li, Yuanbo
;
Yau, Chun Yip
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 334-345
Persistent link: https://www.econbiz.de/10011704208
Saved in:
10
Adaptively weighted group Lasso for semiparametric quantile regression models
Honda, Toshio
;
Ing, Ching-Kang
;
Wu, Wei-Ying
-
2017
Persistent link: https://www.econbiz.de/10011962341
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
