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subject:"Zeitreihenanalyse"
isPartOf:"Econometric theory"
~person:"Hong, Yongmiao"
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Zeitreihenanalyse
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Time series analysis
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2
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Hong, Yongmiao
Phillips, Peter C. B.
11
Saikkonen, Pentti
6
Lütkepohl, Helmut
5
Chambers, Marcus J.
4
Johansen, Søren
4
Linton, Oliver
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Park, Joon Y.
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Robinson, Peter M.
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Wang, Qiying
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Bierens, Herman J.
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Chen, Bin
3
Choi, In
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Gao, Jiti
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Grégoir, Stéphane
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Chong, Terence Tai-Leung
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Jeganathan, P.
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Larsson, Rolf
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Econometric theory
Journal of econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of economics and statistics
2
CEA_372Bayes working paper series
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Finance research letters
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1
Characteristic function based testing for conditional independence : a nonparametric regression approach
Wang, Xia
;
Hong, Yongmiao
- In:
Econometric theory
34
(
2018
)
4
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011951432
Saved in:
2
Detecting for smooth structural changes in GARCH models
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
32
(
2016
)
3
,
pp. 740-791
Persistent link: https://www.econbiz.de/10011606827
Saved in:
3
Testing for the Markov property in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
28
(
2012
)
1
,
pp. 130-178
Persistent link: https://www.econbiz.de/10009520968
Saved in:
4
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
Saved in:
5
An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
Hong, Yongmiao
;
Lee, Yoon-jin
- In:
Econometric theory
23
(
2007
)
1
,
pp. 106-154
Persistent link: https://www.econbiz.de/10003407425
Saved in:
6
Diagnostic checking for the adequacy of nonlinear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1065-1121
Persistent link: https://www.econbiz.de/10001818975
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