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isPartOf:"Journal of macroeconomics"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Working paper"
~person:"Hong, Yongmiao"
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Zeitreihenanalyse
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Time series analysis
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Nichtparametrisches Verfahren
2
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Hong, Yongmiao
Phillips, Peter C. B.
13
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10
Engsted, Tom
6
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4
White, Halbert
4
Blazsek, Szabolcs
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Engle, Robert F.
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Mikkelsen, Hans Ole Æ.
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Psaradakis, Zacharias G.
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Lund, Jesper
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Manera, Matteo
2
Neely, Christopher J.
2
Newey, Whitney K.
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Ouliaris, Sam
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Journal of macroeconomics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Working paper
Econometric theory
6
Journal of econometrics
4
The review of economics and statistics
2
CEA_372Bayes working paper series
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Finance research letters
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International economic review
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Quantitative finance
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ECONIS (ZBW)
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Testing for smooth structural changes in time series models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
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2
Asymptotic distribution theory for nonparametric entropy measures of serial dependence
Hong, Yongmiao
;
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 837-901
Persistent link: https://www.econbiz.de/10002876743
Saved in:
3
Consistent specification testing via nonparametric series regression
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1133-1159
Persistent link: https://www.econbiz.de/10001190381
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