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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~person:"Fan, Yanqin"
~subject:"Schätzung"
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Zeitreihenanalyse
Schätzung
Theorie
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Nonparametric statistics
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-mixing
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1986-1998
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De-biasing inference
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Dynamische Wirtschaftstheorie
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Elliptical vector copulas
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Induktive Statistik
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Kendall vector copulas
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Kendall’s tau
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Fan, Yanqin
Phillips, Peter C. B.
17
Koop, Gary
11
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Pesaran, M. Hashem
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Teräsvirta, Timo
6
Xiao, Zhijie
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Aït-Sahalia, Yacine
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Chen, Xiaohong
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Hallin, Marc
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Hong, Yongmiao
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McAleer, Michael
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Steel, Mark F. J.
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Barigozzi, Matteo
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Gonzalo, Jesús
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Herwartz, Helmut
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Liao, Yuan
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Linton, Oliver
4
Lütkepohl, Helmut
4
Robinson, Peter M.
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Shin, Yongcheol
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Taylor, Robert
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Todorov, Viktor
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Velasco, Carlos
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Zakoïan, Jean-Michel
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Andersen, Torben
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Asai, Manabu
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Baillie, Richard
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Bauwens, Luc
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Chan, Joshua
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Chen, Rong
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Corradi, Valentina
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Fernández, Carmen
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Franses, Philip Hans
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Vector copulas
Fan, Yanqin
;
Henry, Marc
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 128-150
Persistent link: https://www.econbiz.de/10014364686
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2
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
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3
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
Saved in:
4
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 373-401
Persistent link: https://www.econbiz.de/10001382096
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