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subject:"Zeitreihenanalyse"
~person:"Feng, Yuanhua"
~person:"Lucas, André"
~subject:"Nonparametric statistics"
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Zeitreihenanalyse
Nonparametric statistics
Theorie
227
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196
Time series analysis
84
Nichtparametrisches Verfahren
54
Schätztheorie
41
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Feng, Yuanhua
Lucas, André
Phillips, Peter C. B.
145
Franses, Philip Hans
143
Koopman, Siem Jan
126
Härdle, Wolfgang
122
Gil-Alaña, Luis A.
107
Caporale, Guglielmo Maria
95
Linton, Oliver
87
Gao, Jiti
74
Lütkepohl, Helmut
74
Koop, Gary
73
Sibbertsen, Philipp
69
Pesaran, M. Hashem
68
McAleer, Michael
66
Swanson, Norman R.
66
Teräsvirta, Timo
65
Kunst, Robert M.
59
Harvey, Andrew C.
56
Robinson, Peter M.
56
Maravall Herrero, Agustín
55
Hassler, Uwe
52
Granger, C. W. J.
50
Hyndman, Rob J.
49
Beran, Jan
48
Hallin, Marc
48
Chen, Xiaohong
47
Dijk, Herman K. van
47
Lux, Thomas
47
Marcellino, Massimiliano
47
Engle, Robert F.
46
Bauwens, Luc
45
Kapetanios, George
45
Ghysels, Eric
43
Proietti, Tommaso
43
Saikkonen, Pentti
43
Taylor, Robert
43
Perron, Pierre
41
Hautsch, Nikolaus
40
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40
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Discussion paper / Tinbergen Institute
28
CoFE discussion papers
16
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11
CIE working paper series
8
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8
International journal of forecasting
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Econometric theory
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2
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2
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
The review of economics and statistics
1
Zeitreihenanalyse in der empirischen Wirtschaftsforschung : Festschrift für Winfried Stier zum 65. Geburtstag
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ECONIS (ZBW)
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EconStor
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1
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000944648
Saved in:
2
Testing for arch in the presence of additive outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966917
Saved in:
3
Forecasting stock returns using bilinearities in fundamentals and macroeconomic variables
Dijk, Ronald van
;
Kloek, Teunis
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966934
Saved in:
4
Outperforming the market using biliniarities in fundamentals and macroeconomic variables
Kloek, Teunis
;
Lucas, André
;
Dijk, Ronald van
-
1995
Persistent link: https://www.econbiz.de/10000922344
Saved in:
5
A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.
;
Lucas, André
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994244
Saved in:
6
Outlier robust GMM estimation of leverage determinants
Lucas, André
;
Dijk, Ronald van
;
Kloek, Teun
-
1994
Persistent link: https://www.econbiz.de/10000151692
Saved in:
7
Locally weighted autoregression
Feng, Yuanhua
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 101-117)
.
1998
Persistent link: https://www.econbiz.de/10001301452
Saved in:
8
Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 1-16)
.
1998
Persistent link: https://www.econbiz.de/10001305364
Saved in:
9
Local polynomial fitting with long-memory, short-memory and antipersistent errors
Beran, Jan
;
Feng, Yuanhua
-
1999
Persistent link: https://www.econbiz.de/10001400363
Saved in:
10
Local polynomial estimation with a FARIMA-GARCH error process
Beran, Jan
;
Feng, Yuanhua
-
1999
Persistent link: https://www.econbiz.de/10001400379
Saved in:
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