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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Schätzung"
~person:"Shao, Xiaofeng"
~person:"Taylor, Robert"
~subject:"Time series analysis"
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Schätzung
Time series analysis
Estimation theory
4
Schätztheorie
4
Zeitreihenanalyse
4
Heteroscedasticity
3
Conditional heteroscedasticity
2
Fractional integration
2
Heteroskedastizität
2
Wild bootstrap
2
ARCH model
1
ARCH-Modell
1
Adaptive estimation
1
Bootstrap approach
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Bootstrap-Verfahren
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Conditional sum-of-squares
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Dimension reduction
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Estimation
1
Lagrange multiplier testing principle
1
Level breaks
1
Local Whittle likelihood
1
Martingal
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Martingale
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Modulated stationary process
1
Multivariate Analyse
1
Multivariate analysis
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Nichtparametrisches Verfahren
1
Nonlinear dependence
1
Nonparametric statistics
1
Principal components.
1
Quasi-maximum likelihood estimation
1
Regression analysis
1
Regressionsanalyse
1
Self-normalization
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Spurious long memory
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Structural break
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Strukturbruch
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Time series regression
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Shao, Xiaofeng
Taylor, Robert
Su, Liangjun
6
Gao, Jiti
4
Franses, Philip Hans
3
Hsu, Yu-Chin
3
Li, Qi
3
Lieli, Robert P.
3
Liesenfeld, Roman
3
Ullah, Aman
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Bauwens, Luc
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Bera, Anil K.
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2
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2
Escanciano, Juan Carlos
2
Fiebig, Denzil G.
2
Ghysels, Eric
2
González-Rivera, Gloria
2
Hall, Alastair R.
2
Hautsch, Nikolaus
2
Higgins, Matthew Lawrence
2
Hoga, Yannick
2
Härdle, Wolfgang
2
Jing, Bingyi
2
Juodis, Artūras
2
Koop, Gary
2
Lan, Wei
2
Lütkepohl, Helmut
2
Nielsen, Morten Ørregaard
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Peng, Bin
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Qin, Jing
2
Racine, Jeffrey
2
Richard, Jean-François
2
Russell, Jeffrey R.
2
Song, Xiaojun
2
Steel, Mark F. J.
2
Tjostheim, Dag
2
Tsai, Chih-Ling
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Tsay, Ruey S.
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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
Econometric reviews
1
Journal of empirical finance
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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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
Volatility martingale difference divergence matrix and its application to dimension reduction for multivariate volatility
Lee, Chung Eun
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 80-92
Persistent link: https://www.econbiz.de/10012179517
Saved in:
4
Inference for time series regression models with weakly dependent and heteroscedastic errors
Rho, Yeonwoo
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 444-457
Persistent link: https://www.econbiz.de/10011391388
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