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subject:"USA"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Time series analysis"
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USA
Time series analysis
Statistical distribution
42
Statistische Verteilung
42
Theorie
26
Theory
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Estimation theory
17
Schätztheorie
17
Ausreißer
11
Outliers
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tail dependence
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Method of moments
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Werker, Bas J. M.
3
Akker, Ramon van den
2
Einmahl, John H. J.
2
Hallin, Marc
2
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1
Can, Sami Umut
1
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
31
Discussion paper / Tinbergen Institute
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
International journal of forecasting
18
Working paper / National Bureau of Economic Research, Inc.
13
Journal of forecasting
12
Working paper
12
Journal of applied econometrics
11
Econometric theory
9
Economics letters
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
8
The journal of futures markets
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of empirical finance
7
SFB 649 discussion paper
7
The review of economics and statistics
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Applied economics letters
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Applied financial economics
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Cambridge working papers in economics
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Discussion paper series / IZA
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Econometric reviews
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Econometrics : open access journal
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Insurance / Mathematics & economics
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Journal of banking & finance
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
6
American journal of agricultural economics
5
CREATES research paper
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Cowles Foundation discussion paper
5
International journal of theoretical and applied finance
5
International review of financial analysis
5
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
2
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
Saved in:
3
A class of simple distribution-free rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2011
-
rev.
Persistent link: https://www.econbiz.de/10008807395
Saved in:
4
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
5
A class of simple distribution-free rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2010
Persistent link: https://www.econbiz.de/10003992222
Saved in:
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