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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Schätzung"
~person:"Song, Xiaojun"
~person:"Taylor, Robert"
~subject:"Time series analysis"
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Schätzung
Time series analysis
Estimation theory
4
Schätztheorie
4
Zeitreihenanalyse
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Estimation
2
Fractional integration
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Wild bootstrap
2
Adaptive estimation
1
Causality analysis
1
Common trends
1
Conditional heteroscedasticity
1
Conditional quantiles
1
Conditional sum-of-squares
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Fixed effect
1
Heteroscedasticity
1
Heteroskedastizität
1
Kausalanalyse
1
Lagrange multiplier testing principle
1
Level breaks
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Local Whittle likelihood
1
Local linear estimator
1
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
1
Measurement
1
Measures of Granger causality
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Messung
1
Nonparametric estimation
1
Panel
1
Panel study
1
Quasi-maximum likelihood estimation
1
Regression analysis
1
Regressionsanalyse
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Smoothed local bootstrap
1
Spurious long memory
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Structural break
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Song, Xiaojun
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
3
Bauwens, Luc
2
Bera, Anil K.
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Bollerslev, Tim
2
Caner, Mehmet
2
Einmahl, John H. J.
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
2
Peng, Bin
2
Qin, Jing
2
Racine, Jeffrey
2
Richard, Jean-François
2
Russell, Jeffrey R.
2
Shao, Xiaofeng
2
Steel, Mark F. J.
2
Tjostheim, Dag
2
Tsai, Chih-Ling
2
Tsay, Ruey S.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
9
CREATES research paper
4
Queen's Economics Department working paper
4
Econometric theory
3
Econometric reviews
1
Journal of empirical finance
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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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
Testing for trend specifications in panel data models
Wu, Jilin
;
Song, Xiaojun
;
Xiao, Zhijie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
Saved in:
3
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:
4
Measuring granger causality in quantiles
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 937-952
Persistent link: https://www.econbiz.de/10012653205
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