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person:"Yang, Lijian"
subject:"Großbritannien"
~subject:"Time series analysis"
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Großbritannien
Time series analysis
Estimation theory
27
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Nichtparametrisches Verfahren
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Yang, Lijian
Phillips, Peter C. B.
96
Gao, Jiti
73
Koopman, Siem Jan
53
Johansen, Søren
44
Lütkepohl, Helmut
41
Franses, Philip Hans
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Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
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Kapetanios, George
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26
Nelson, Daniel B.
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Sibbertsen, Philipp
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Lucas, André
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Stock, James H.
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Taylor, Robert
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Watson, Mark W.
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Li, Degui
24
Maravall Herrero, Agustín
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Nielsen, Bent
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Perron, Pierre
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Haldrup, Niels
23
Robinson, Peter M.
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Härdle, Wolfgang
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Leybourne, Stephen James
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Peng, Bin
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21
Dong, Chaohua
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Gouriéroux, Christian
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Hendry, David F.
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Blasques, Francisco
19
Caporale, Guglielmo Maria
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Chen, Xiaohong
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Econometric theory
1
Journal of econometrics
1
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1
A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
2
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
3
Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian
;
Tschernig, Rolf
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
Saved in:
4
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
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