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person:"Hafner, Christian M."
subject:"Nichtparametrisches Verfahren"
~subject:"Multivariate Analyse"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Nichtparametrisches Verfahren
Multivariate Analyse
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Estimation theory
15
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15
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6
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6
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5
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Hafner, Christian M.
Linton, Oliver
36
Li, Qi
33
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27
Gao, Jiti
24
Kumbhakar, Subal
22
Racine, Jeffrey
20
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19
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18
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18
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18
Tsionas, Efthymios G.
18
Chen, Songnian
17
Phillips, Peter C. B.
17
Simar, Léopold
16
Escanciano, Juan Carlos
15
Li, Degui
15
Henderson, Daniel J.
14
Sun, Yiguo
14
Ullah, Aman
14
Fan, Jianqing
13
Horowitz, Joel
13
Lewbel, Arthur
13
Hsiao, Cheng
12
Tauchen, George Eugene
12
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12
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11
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11
Jochmans, Koen
11
Lu, Xun
11
Ai, Chunrong
10
Kapetanios, George
10
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10
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10
Martins-Filho, Carlos
10
Otsu, Taisuke
10
Robinson, Peter M.
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10
Yao, Feng
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The econometrics journal
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1
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
2
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
Saved in:
3
Locally stationary factor models : identification and nonparametric estimation
Motta, Giovanni
;
Hafner, Christian M.
;
Sachs, Rainer von
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1279-1319
Persistent link: https://www.econbiz.de/10009489713
Saved in:
4
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
Saved in:
5
Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
Saved in:
6
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
;
Preminger, Arie
- In:
Econometric theory
25
(
2009
)
2
,
pp. 336-363
Persistent link: https://www.econbiz.de/10003818293
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