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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Schätzung"
~person:"Escanciano, Juan Carlos"
~person:"Taylor, Robert"
~subject:"Time series analysis"
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Schätzung
Time series analysis
Estimation theory
4
Schätztheorie
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4
Estimation
2
Fractional integration
2
Nichtparametrisches Verfahren
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Induktive Statistik
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Kapitaleinkommen
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Kernel estimation
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Lagrange multiplier testing principle
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Level breaks
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Nichtlineare Regression
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Escanciano, Juan Carlos
Taylor, Robert
Su, Liangjun
6
Gao, Jiti
4
Franses, Philip Hans
3
Hsu, Yu-Chin
3
Li, Qi
3
Lieli, Robert P.
3
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Hall, Alastair R.
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Hautsch, Nikolaus
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Higgins, Matthew Lawrence
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Härdle, Wolfgang
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Jing, Bingyi
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Juodis, Artūras
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Tjostheim, Dag
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
10
CREATES research paper
4
Econometric theory
4
Queen's Economics Department working paper
4
CAEPR Working Paper
2
CAEPR working papers
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
2
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
3
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
4
Automatic specification testing for vector autoregressions and multivariate nonlinear time series models
Escanciano, Juan Carlos
;
Lobato, Ignacio N.
;
Zhu, Lin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 426-437
Persistent link: https://www.econbiz.de/10010337859
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