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Time series analysis
semiparametric estimation
223
Empirical likelihood
148
Nichtparametrisches Verfahren
138
Schätztheorie
134
Estimation theory
130
Nonparametric statistics
125
Semiparametric estimation
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empirical likelihood
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41
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Maximum likelihood estimation
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long memory
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Induktive Statistik
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Statistical inference
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Nonparametric testing
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GMM
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Prognoseverfahren
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Statistischer Test
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Panel study
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Sibbertsen, Philipp
6
Cai, Zongwu
4
Leschinski, Christian
4
Busch, Marie
3
Chang, Seong Yeon
3
Peng, Liang
3
Li, Degui
2
Liu, Xiaohui
2
Weigand, Roland
2
Becker, Janis
1
Cai, Nan
1
Cao, Jie Jay
1
Christensen, Bent Jesper
1
Delgado, Miguel A.
1
Fang, Ying
1
Feng, Yuanhua
1
Frederiksen, Per
1
Fritz, Marlon
1
Gries, Thomas
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Holzhausen, Marie
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Hsiao, Cheng
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Hu, Yingyao
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Huang, Haitao
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Jin, Yong
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Koo, Chao Hui
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Leng, Xuan
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Li, Kunpeng
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Liang, Zhongwen
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Linton, Oliver
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Lu, Zu-di
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Moffitt, Robert A.
1
Nielsen, Frank S.
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Phillips, Peter C. B.
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Sasaki, Yuya
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Song, Xiaojun
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Su, Liangjun
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Tschernig, Rolf
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Journal of econometrics
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Econometric reviews
3
Applied economics letters
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ECONIS (ZBW)
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Nonparametric tests for conditional symmetry
Delgado, Miguel A.
;
Song, Xiaojun
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 447-471
Persistent link: https://www.econbiz.de/10012110404
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2
A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2022
Persistent link: https://www.econbiz.de/10012888261
Saved in:
3
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
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4
On empirical likelihood option pricing
Zhong, Xiaolong
;
Cao, Jie Jay
;
Jin, Yong
;
Zheng, Wei
- In:
Journal of risk
19
(
2017
)
5
,
pp. 41-53
Persistent link: https://www.econbiz.de/10011747102
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5
Unified inference for an AR process regardless of finite or infinite variance GARCH errors
Huang, Haitao
;
Leng, Xuan
;
Liu, Xiaohui
;
Peng, Liang
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 425-470
Persistent link: https://www.econbiz.de/10012232977
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6
A new test of asset return predictability with an unstable predictor
Chang, Seong Yeon
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510680
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7
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
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8
A unified test for predictability of asset returns regardless of properties of predicting variables
Liu, Xiaohui
;
Yang, Bingduo
;
Cai, Zongwu
;
Peng, Liang
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 141-159
Persistent link: https://www.econbiz.de/10012139823
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9
A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2024
Persistent link: https://www.econbiz.de/10015338763
Saved in:
10
Testing for long memory in potentially nonstationary perturbed fractional processes
Frederiksen, Per
;
Nielsen, Frank S.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 329-381
Persistent link: https://www.econbiz.de/10010351544
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