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
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
ARTICLES - Efficient Detrendin...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
61
Theory
61
Estimation theory
47
Schätztheorie
47
Zeitreihenanalyse
44
Regression analysis
43
Regressionsanalyse
43
Time series analysis
43
Cointegration
25
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Unit root test
24
Einheitswurzeltest
19
Brownian motion
17
Autoregression
13
unit root
13
Integrated process
12
Unit root
12
Efficiency
11
Induktive Statistik
11
Kointegration
11
Nonparametric regression
11
Nonstationarity
11
Statistical inference
11
Statistical test
11
Statistischer Test
11
time series
11
Estimation
10
Schätzung
10
Semiparametric
10
nonstationarity
10
Bias
9
Local time
9
Panel
9
Panel study
9
asymptotic theory
9
unit roots
9
Asymptotic expansion
8
USA
8
United States
8
more ...
less ...
Online availability
All
Free
346
Undetermined
91
Type of publication
All
Article
416
Book / Working Paper
374
Type of publication (narrower categories)
All
Article in journal
78
Aufsatz in Zeitschrift
78
Working Paper
32
Arbeitspapier
29
Graue Literatur
27
Non-commercial literature
27
Festschrift
5
Aufsatz im Buch
3
Book section
3
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
research-article
1
Übersichtsarbeit
1
more ...
less ...
Language
All
Undetermined
437
English
352
German
1
Author
All
Phillips, Peter C.B.
533
Xiao, Zhijie
258
Yu, Jun
46
Phillips, Peter C. B.
35
Linton, Oliver
30
Juhl, Ted
27
Koenker, Roger
26
Jin, Sainan
21
Lima, Luiz Renato
20
Magdalinos, Tassos
20
Park, Joon Y.
20
Sul, Donggyu
19
Han, Chirok
18
Sun, Yixiao
18
Ploberger, Werner
13
Chen, Xiaohong
12
Lieberman, Offer
12
Moon, Hyungsik R.
11
Moon, Hyungsik Roger
11
Cho, Jin Seo
10
Atak, Alev
9
Linton, Oliver B.
9
Wu, Guojun
9
Chang, Yoosoon
8
Guo, Hongtao
8
Hu, Ling
8
Kasparis, Ioannis
8
Mammen, Enno
8
Toda, Hiro Y.
8
Wang, Qiying
8
Gao, Jiti
7
Giraitis, Liudas
7
Ouliaris, Sam
7
Shi, Shu-Ping
7
Shimotsu, Katsumi
7
Mariano, Roberto S.
6
Su, Liangjun
6
Bandi, Federico M.
5
Bera, Anil K.
5
Carroll, Raymond J.
5
more ...
less ...
Institution
All
Cowles Foundation for Research in Economics, Yale University
249
School of Economics, Singapore Management University
16
Department of Economics, Boston College
6
School of Management, Yale University
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV)
4
Department of Economics, University of California-Santa Barbara (UCSB)
3
Econometric Society
3
London School of Economics (LSE)
3
Department of Econometrics and Business Statistics, Monash Business School
2
Department of Economics, University of California-San Diego (UCSD)
2
Economic Research Institute, College of Business and Economics
2
HAL
2
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2
Center for Policy Research, Maxwell School
1
Centre for Microdata Methods and Practice (CEMMAP)
1
College of Business, University of Illinois at Urbana-Champaign
1
Department of Economics, Harvard University
1
Department of Economics, University of Kansas
1
Economics Division, University of Southampton
1
Institute of Economic Policy Research (IEPR), University of Southern California
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
UCLA Department of Economics
1
University of Cyprus Department of Economics
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Cowles Foundation Discussion Papers
249
Econometric Theory
93
Econometric theory
86
Journal of econometrics
75
Journal of Econometrics
36
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Working Papers / School of Economics, Singapore Management University
16
The econometrics journal
13
Cowles Foundation discussion paper
8
Econometric reviews
8
Journal of the American Statistical Association : JASA
8
Boston College working papers in economics
7
Boston College Working Papers in Economics
6
Economics letters
6
Yale School of Management Working Papers
6
Ensaios econômicos
5
Journal of macroeconomics
5
Economics Letters
4
Economics Working Papers (Ensaios Economicos da EPGE)
4
Journal of the American Statistical Association
4
Econometrics Journal
3
Journal of Economic Surveys
3
Journal of Macroeconomics
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic surveys
3
LSE Research Online Documents on Economics
3
Oxford bulletin of economics and statistics
3
University of California at Santa Barbara, Economics Working Paper Series
3
Cowles Foundation paper
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Journal of empirical finance
2
Journal of time series econometrics
2
LSE STICERD Research Paper
2
Monash Econometrics and Business Statistics Working Papers
2
Post-Print / HAL
2
STICERD - Econometrics Paper Series
2
Statistics & Probability Letters
2
The international journal of business and finance research : IJBFR
2
The journal of portfolio management : a publication of Institutional Investor
2
more ...
less ...
Source
All
RePEc
468
OLC EcoSci
176
ECONIS (ZBW)
137
Other ZBW resources
4
EconStor
3
BASE
2
Showing
101
-
110
of
790
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
101
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
102
Econometric Reviews honors Peter Charles Bonest Phillips, the master econometrician
Maasoumi, Esfandiar
;
Xiao, Zhijie
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 649-654
Persistent link: https://www.econbiz.de/10012262511
Saved in:
103
Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang
;
Maasoumi, Esfandiar
;
Xiao, Zhijie
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 715-743
Persistent link: https://www.econbiz.de/10012262517
Saved in:
104
Econometric Reviews honors Peter Charles Bonest Phillips, the Master Econometrician
Maasoumi, Esfandiar
(
ed.
);
Xiao, Zhijie
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012262522
Saved in:
105
Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
Güler, Kemal
;
Ng, Pin T.
;
Xiao, Zhijie
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 651-679
Persistent link: https://www.econbiz.de/10011861402
Saved in:
106
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
107
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
Ng, Pin T.
;
Wong, Wing Keung
;
Xiao, Zhijie
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 666-678
Persistent link: https://www.econbiz.de/10011738062
Saved in:
108
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
109
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
110
A bi-integrative analysis of two-dimensional heterogeneous panel data models
Wang, Wei
;
Xiao, Zhijie
;
Ren, Yanyan
;
Yan, Xiaodong
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460385
Saved in:
First
Prev
7
8
9
10
11
12
13
14
15
16
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
