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person:"Müller, Ulrich K."
subject:"Zeitreihenanalyse"
~person:"Xiao, Zhijie"
~subject:"Autocorrelation"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Autocorrelation
Estimation theory
37
Schätztheorie
37
Time series analysis
15
Regression analysis
11
Regressionsanalyse
11
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Induktive Statistik
6
Statistical inference
6
Cointegration
4
Heteroscedasticity
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Heteroskedastizität
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Kointegration
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Statistical test
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Statistischer Test
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Autokorrelation
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Correlation
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Korrelation
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English
17
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Müller, Ulrich K.
Xiao, Zhijie
Phillips, Peter C. B.
34
Lee, Lung-fei
29
Leybourne, Stephen James
18
Sun, Yixiao
18
Teräsvirta, Timo
18
Harvey, Andrew C.
16
Johansen, Søren
16
Lütkepohl, Helmut
16
Taylor, Robert
16
Baltagi, Badi H.
15
Gao, Jiti
15
Linton, Oliver
15
Robinson, Peter M.
15
Chambers, Marcus J.
14
Hassler, Uwe
13
Perron, Pierre
13
Chan, Ngai Hang
11
Granger, C. W. J.
11
Hendry, David F.
11
Jin, Fei
11
Mills, Terence C.
11
Stock, James H.
11
Zhu, Ke
11
Baillie, Richard
10
Cavaliere, Giuseppe
10
Kapetanios, George
10
Koop, Gary
10
Li, Dong
10
Ling, Shiqing
10
Tauchen, George Eugene
10
Watson, Mark W.
10
Zakoïan, Jean-Michel
10
Bollerslev, Tim
9
Chen, Xiaohong
9
Demetrescu, Matei
9
Engle, Robert F.
9
Harvey, David I.
9
Koopman, Siem Jan
9
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9
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Journal of econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the American Statistical Association : JASA
2
Advances in economics and econometrics ; Volume 2
1
Econometric theory
1
Journal of time series econometrics
1
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ECONIS (ZBW)
17
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1
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:
2
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
3
Nearly weighted risk minimal unbiased estimation
Müller, Ulrich K.
;
Wang, Yulong
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 18-34
Persistent link: https://www.econbiz.de/10012302499
Saved in:
4
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
5
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
Saved in:
6
Pre and post break parameter inference
Elliott, Graham
;
Müller, Ulrich K.
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 141-157
Persistent link: https://www.econbiz.de/10010433401
Saved in:
7
Low-frequency robust cointegration testing
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 66-81
Persistent link: https://www.econbiz.de/10009751249
Saved in:
8
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
9
Robust inference in nonstationary time series models
Xiao, Zhijie
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009671316
Saved in:
10
t-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam Ju.
;
Müller, Ulrich K.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 453-468
Persistent link: https://www.econbiz.de/10008736161
Saved in:
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