//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Theory"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Liao, Yuan"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Trendschätzung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Theorie
3
Time series analysis
3
Zeitreihenanalyse
3
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
Kapitaleinkommen
2
Prognoseverfahren
2
Anleihe
1
Bond
1
Business cycle
1
Börsenkurs
1
COVID-19
1
Coronavirus
1
Estimation
1
Factor-augmented prediction
1
Forecast
1
Forecasts
1
Heavy tails
1
High-frequency data
1
Hodrick-Prescott filter
1
Identification
1
Induktive Statistik
1
Knots
1
Konjunktur
1
Large dimensional data
1
Piecewise linear fitting
1
Principal components
1
Prognose
1
Projected PCA
1
Risikomaß
1
Risikoprämie
1
Risk measure
1
Risk premium
1
Schätzung
1
Share price
1
State space model
1
Statistical inference
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Liao, Yuan
Barigozzi, Matteo
4
Hallin, Marc
4
Koop, Gary
4
Phillips, Peter C. B.
4
Chan, Joshua
3
Chen, Rong
3
Park, Joon Y.
3
Yu, Jun
3
Asai, Manabu
2
Blasques, Francisco
2
Cavaliere, Giuseppe
2
Chang, Yoosoon
2
Fan, Yanqin
2
Hong, Yongmiao
2
Kim, Chang Sik
2
Korobilis, Dimitris
2
Lieberman, Offer
2
Linton, Oliver
2
Liu, Xialu
2
Lu, Ye
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Pettenuzzo, Davide
2
Poon, Aubrey
2
Schorfheide, Frank
2
Su, Liangjun
2
Thyrsgaard, Martin
2
Tsay, Ruey S.
2
Vogt, Michael
2
Zhang, Zhengjun
2
Alonso, Andrés M.
1
Anatolyev, Stanislav
1
Andersen, Torben
1
Anderson, Brian D. O.
1
Aruoba, S. Borağan
1
Aït-Sahalia, Yacine
1
Bailey, Natalia
1
Barnett, William A.
1
Berrisch, Jonathan
1
more ...
less ...
Published in...
All
Journal of econometrics
Annual review of financial economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
2
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae
;
Liao, Yuan
;
Seo, Myung Hwan
;
Shin, Youngki
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
Saved in:
3
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->