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subject:"Nichtparametrisches Verfahren"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~person:"Su, Liangjun"
~subject:"Time series analysis"
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Nichtparametrisches Verfahren
Time series analysis
Estimation theory
6
Schätztheorie
6
Regression analysis
5
Regressionsanalyse
5
Nonparametric statistics
3
Autocorrelation
1
Autokorrelation
1
Heteroscedasticity
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Article in journal
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Su, Liangjun
Linton, Oliver
10
Phillips, Peter C. B.
9
Li, Qi
6
Chan, Ngai Hang
5
Gao, Jiti
5
Chen, Songnian
4
Hoderlein, Stefan
4
Johansen, Søren
4
Kanaya, Shin
4
Leybourne, Stephen James
4
Otsu, Taisuke
4
Xiao, Zhijie
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Chen, Xiaohong
3
Florens, Jean-Pierre
3
Grégoir, Stéphane
3
Hahn, Jinyong
3
Li, Deyuan
3
Lu, Xun
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Politis, Dimitris N.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Sun, Yiguo
3
Taylor, Robert
3
Vogelsang, Timothy J.
3
Wang, Qiying
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Xia, Yingcun
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Yang, Lijian
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Zhang, Rongmao
3
Breitung, Jörg
2
Cai, Zongwu
2
Dong, Hao
2
Duffy, James A.
2
Escanciano, Juan Carlos
2
Georgiev, Iliyan
2
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Econometric theory
Journal of econometrics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Econometric reviews
1
The econometrics journal
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ECONIS (ZBW)
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Testing for structural changes in factor models via a nonparametric regression
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1127-1158
Persistent link: https://www.econbiz.de/10012404092
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2
Adaptive nonparametric regression with conditional heteroskedasticity
Jin, Sainan
;
Su, Liangjun
;
Xiao, Zhijie
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1153-1191
Persistent link: https://www.econbiz.de/10011545532
Saved in:
3
More efficient estimation in nonparametric regression with nonparametric autocorrelated errors
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
22
(
2006
)
1
,
pp. 98-126
Persistent link: https://www.econbiz.de/10003272611
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