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Time series analysis
Semiparametric
103
semiparametric
78
Nichtparametrisches Verfahren
52
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47
Schätztheorie
37
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32
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23
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penalized likelihood
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smoothing parameter
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6
kernel estimation
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long memory
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Koo, Bonsoo
3
Chen, Xiaohong
2
Frazier, David T.
2
Linton, Oliver
2
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2
Xiao, Zhijie
2
Amiri, Amirhossein
1
Choudhary, M. Ali
1
Di, Jianing
1
Feng, Yuanhua
1
Flaig, Gebhard
1
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1
Gu, Jingping
1
Hafner, Christian M.
1
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1
Hanif, M. Nadim
1
Iqbal, Javed
1
Jalilibal, Zahra
1
Letmathe, Sebastian
1
Liang, Zhongwen
1
Olmo, Jose
1
Sørensen, Jesper R.-V.
1
Torkamani, Negin
1
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Journal of econometrics
3
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2
Applied economics
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CIE working paper series
1
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1
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1
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1
Jahrbücher für Nationalökonomie und Statistik
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Why we should use high values for the smoothing parameter of the Hodrick-Prescott filter
Flaig, Gebhard
- In:
Jahrbücher für Nationalökonomie und Statistik
235
(
2015
)
6
,
pp. 518-538
Persistent link: https://www.econbiz.de/10011431777
Saved in:
2
On smoothing macroeconomic time series using the modified HP filter
Choudhary, M. Ali
;
Hanif, M. Nadim
;
Iqbal, Javed
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2205-2214
Persistent link: https://www.econbiz.de/10010417302
Saved in:
3
A novel procedure to improve traditional EWMA control chart performance in detecting both small and large shifts
Torkamani, Negin
;
Jalilibal, Zahra
;
Amiri, Amirhossein
- In:
International journal of productivity and quality …
33
(
2021
)
4
,
pp. 435-449
Persistent link: https://www.econbiz.de/10012613527
Saved in:
4
Let's get LADE : robust estimation of
semiparametric
multiplicative volatility models
Koo, Bonsoo
;
Linton, Oliver
-
2013
robust estimation of both long-run and short-run volatilities. Our estimation is
semiparametric
since the long-run volatility …
Persistent link: https://www.econbiz.de/10009719116
Saved in:
5
Semiparametric
density forecasts of daily financial returns from intraday data
Hallam, Mark
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 408-432
Persistent link: https://www.econbiz.de/10010351542
Saved in:
6
One-step
semiparametric
estimation of the GARCH model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
Saved in:
7
Testing cointegration relationship in a
semiparametric
varying coefficient model
Gu, Jingping
;
Liang, Zhongwen
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
Saved in:
8
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
-
2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
9
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012619956
Saved in:
10
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
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