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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Essays in honor of Joon Y. Park : econometric theory"
~type:"article"
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Zeitreihenanalyse
Estimation theory
11
Schätztheorie
11
Time series analysis
9
Cointegration
6
Kointegration
5
Autocorrelation
3
Autokorrelation
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Einheitswurzeltest
2
Forecasting model
2
Nichtlineare Regression
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Nichtparametrisches Verfahren
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Nonlinear regression
2
Nonparametric statistics
2
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Stochastischer Prozess
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Unit root test
2
asymptotic power
2
unit root
2
Best linear prediction
1
Continuity test
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Currency derivative
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DDS Brownian motion
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Estimation
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Infinite-order cointegrated vector autoregressive process
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Nonlinear autoregressive processes
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Bouhaddioui, Chafik
1
Dufour, Jean-Marie
1
Gao, Jiti
1
Gospodinov, Nikolaj
1
Hitomi, Kohtaro
1
Kew, Hsein
1
Kim, Jiwoong
1
Kim, Kun Ho
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Kim, Yun-Yeong
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Koul, Hira L.
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Liang, Han-Ying
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Lin, Yingqian
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Maynard, Alex
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Nagai, Keiji
1
Nishiyama, Yoshihiko
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Pesavento, Elena
1
Shen, Yu
1
Sun, Yixiao
1
Takano, Masaya
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Tao, Junfan
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Tu, Yundong
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Wang, Qiying
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Zhou, Ying
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Essays in honor of Joon Y. Park : econometric theory
Journal of econometrics
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Econometric reviews
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Economics letters
44
International journal of forecasting
39
Econometric theory
37
Journal of time series econometrics
37
Computational economics
25
The econometrics journal
19
Applied economics letters
17
Economic modelling
16
Journal of financial econometrics
14
Finance research letters
13
Applied economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of forecasting
11
Journal of empirical finance
10
Energy economics
8
Journal of quantitative economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of economic dynamics & control
7
Quantitative finance
7
Journal of risk
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
European journal of operational research : EJOR
5
Insurance / Mathematics & economics
5
International journal of computational economics and econometrics : IJCEE
5
International journal of economics and finance
5
Journal of mathematical finance
5
Research in international business and finance
5
International journal of production economics
4
International journal of production research
4
Journal of banking & finance
4
Journal of international financial markets, institutions & money
4
Astin bulletin : the journal of the International Actuarial Association
3
Finance and stochastics
3
Handbook of econometrics : volume 2
3
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ECONIS (ZBW)
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1
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
2
Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
Saved in:
3
A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kim, Kun Ho
;
Koul, Hira L.
;
Kim, Jiwoong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 187-206)
.
2023
Persistent link: https://www.econbiz.de/10014313667
Saved in:
4
Transformation models with cointegrated and deterministically trending regressors
Lin, Yingqian
;
Tu, Yundong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 207-232)
.
2023
Persistent link: https://www.econbiz.de/10014313678
Saved in:
5
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
6
Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj
;
Maynard, Alex
;
Pesavento, Elena
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 295-318)
.
2023
Persistent link: https://www.econbiz.de/10014313744
Saved in:
7
Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
Saved in:
8
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
9
Best linear prediction in cointegrated systems
Kim, Yun-Yeong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 367-391)
.
2023
Persistent link: https://www.econbiz.de/10014313816
Saved in:
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