//--> //--> //-->
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:"Time series analysis"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Xiao, Zhijie"
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:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation theory
7
Schätztheorie
7
Zeitreihenanalyse
5
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Cointegration
2
Kointegration
2
Regression analysis
2
Regressionsanalyse
2
Ausreißer
1
Capital income
1
Efficiency
1
Einheitswurzeltest
1
Extreme quantile
1
Extreme value theory
1
GNP and CAY residuals
1
Generated regressors
1
Heteroscedasticity
1
Heteroskedasticity
1
Heteroskedastizität
1
Induktive Statistik
1
Kapitaleinkommen
1
Local polynomial estimation
1
Multivariate Verteilung
1
Multivariate distribution
1
Nonlinearity
1
Nonparametric regression
1
Nonstationarity
1
Outliers
1
Power law
1
Probability theory
1
Residual copula
1
Risikomaß
1
Risk measure
1
Semiparametric
1
Statistical distribution
1
Statistical inference
1
Statistische Verteilung
1
Tail dependence
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Xiao, Zhijie
Phillips, Peter C. B.
12
Taylor, Robert
9
Linton, Oliver
8
Leybourne, Stephen James
7
Li, Jia
6
Stock, James H.
6
Todorov, Viktor
6
Andersen, Torben
5
Chen, Xiaohong
5
Davis, Richard A.
5
Elliott, Graham
5
Kim, Donggyu
5
Li, Yingying
5
Nelson, Daniel B.
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Zhu, Ke
5
Baillie, Richard
4
Baltagi, Badi H.
4
Chambers, Marcus J.
4
Francq, Christian
4
Harvey, David I.
4
Koopman, Siem Jan
4
Li, Qi
4
Lütkepohl, Helmut
4
Ng, Serena
4
Perron, Pierre
4
Sun, Yixiao
4
Watson, Mark W.
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Chen, Rong
3
Dong, Chaohua
3
Fan, Jianqing
3
Gao, Jiti
3
Johansen, Søren
3
Kim, Dukpa
3
Koop, Gary
3
Li, Degui
3
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Technical working paper / National Bureau of Economic Research
Journal of the American Statistical Association : JASA
2
Cambridge working papers in economics
1
Cowles Foundation discussion paper
1
Cowles Foundation paper
1
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of time series econometrics
1
LSE STICERD Research Paper
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
2
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
3
Robust inference in nonstationary time series models
Xiao, Zhijie
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009671316
Saved in:
4
Functional-coefficient cointegration models
Xiao, Zhijie
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 81-92
Persistent link: https://www.econbiz.de/10003892686
Saved in:
5
Higher-order approximations for frequency domain time series regression
Xiao, Zhijie
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->