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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Schätztheorie
103
Estimation theory
100
Theorie
90
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88
Nichtparametrisches Verfahren
37
Statistical test
33
Statistischer Test
33
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32
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26
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23
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22
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22
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22
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21
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21
Estimation
21
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21
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21
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20
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20
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17
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15
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15
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15
Statistical theory
14
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14
Ökonometrie
14
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13
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11
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8
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7
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26
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White, Halbert
22
Cho, Jin Seo
5
Granger, C. W. J.
3
Hong, Yongmiao
3
Su, Liangjun
3
Chen, Xiaohong
2
Chu, Chia-shang James
2
Huang, Meng
2
Seong, Dakyung
2
Shin, Yongcheol
2
Sin, Chor-yiu
2
Sun, Yixiao
2
Teräsvirta, Timo
2
Engle, Robert F.
1
Greenwood-Nimmo, Matthew
1
Ishida, Isao
1
Kim, Tae-hwan
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Discussion paper / Department of Economics, University of California San Diego
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of econometrics
4
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2
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2
CREATES research paper
1
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1
Essays in honor of Jerry Hausman
1
Essays in nonlinear time series econometrics
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic surveys
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Journal of time series econometrics
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ECONIS (ZBW)
26
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1
Testing for neglected nonlineary using twofold unidentified models unter the null and hexic expansions
Cho, Jin Seo
;
Ishida, Isao
;
White, Halbert
- In:
Essays in nonlinear time series econometrics
,
(pp. 3-27)
.
2014
Persistent link: https://www.econbiz.de/10010385316
Saved in:
2
Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo
;
Kim, Tae-hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
Saved in:
3
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
4
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
5
Recent developments of the autoregressive distributed lag modelling framework
Cho, Jin Seo
;
Greenwood-Nimmo, Matthew
;
Shin, Yongcheol
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 7-32
Persistent link: https://www.econbiz.de/10014287722
Saved in:
6
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:
7
Consistent specification testing via nonparametric series regression
Hong, Yongmiao
;
White, Halbert
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000892194
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8
Testing for neglected nonlinearity in time series models : a comparison of neural network methods and alternative tests
Lee, Tae-hwy
;
White, Halbert
;
Granger, C. W. J.
-
1989
Persistent link: https://www.econbiz.de/10000838876
Saved in:
9
A consistent characteristic function-based test for conditional independence
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 807-834
Persistent link: https://www.econbiz.de/10003571354
Saved in:
10
Consideration of trends in time series
White, Halbert
;
Granger, C. W. J.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009623246
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