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subject:"Wechselkurs"
type:"article"
~person:"Caporale, Guglielmo Maria"
~person:"Watson, Mark W."
~person:"Xiao, Zhijie"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Zeitreihenanalyse
Estimation theory
51
Schätztheorie
51
Time series analysis
25
Theorie
16
Theory
16
Regression analysis
9
Regressionsanalyse
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Estimation
7
Schätzung
7
USA
7
United States
7
Cointegration
6
Induktive Statistik
6
Kointegration
6
Statistical inference
6
Einheitswurzeltest
5
Heteroscedasticity
5
Heteroskedastizität
5
Unit root test
5
Exchange rate
3
HAC
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Causality analysis
2
Correlation
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
France
2
Frankreich
2
Großbritannien
2
HAR
2
IV-Schätzung
2
Instrumental variables
2
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Book / Working Paper
37
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Article in journal
24
Aufsatz in Zeitschrift
24
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
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Language
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English
27
Author
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Caporale, Guglielmo Maria
Watson, Mark W.
Xiao, Zhijie
Phillips, Peter C. B.
30
Leybourne, Stephen James
18
Harvey, Andrew C.
17
Teräsvirta, Timo
17
Johansen, Søren
16
Taylor, Robert
16
Gao, Jiti
15
Linton, Oliver
15
Lütkepohl, Helmut
15
Chambers, Marcus J.
14
Baillie, Richard
13
Hassler, Uwe
13
Perron, Pierre
13
Hendry, David F.
11
Mills, Terence C.
11
Robinson, Peter M.
11
Tauchen, George Eugene
11
Bollerslev, Tim
10
Engle, Robert F.
10
Koop, Gary
10
Zhu, Ke
10
Chan, Ngai Hang
9
Chen, Xiaohong
9
Granger, C. W. J.
9
Harvey, David I.
9
Hong, Yongmiao
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
Li, Qi
9
Lucas, André
9
McElroy, Tucker
9
Nelson, Daniel B.
9
Stock, James H.
9
Sun, Yixiao
9
Westerlund, Joakim
9
Bauwens, Luc
8
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Journal of econometrics
6
Applied economics letters
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic modelling
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the American Statistical Association : JASA
2
Advances in economics and econometrics ; Volume 2
1
Econometric theory
1
Handbook of econometrics : volume 2
1
Handbook of econometrics ; Vol. 2
1
Journal of economic integration
1
Journal of economic surveys
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of time series econometrics
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
27
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1
Testing for trend specifications in panel data models
Wu, Jilin
;
Song, Xiaojun
;
Xiao, Zhijie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
Saved in:
2
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:
3
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:
4
HAR inference : recommendations for practice
Lazarus, Eben
;
Lewis, Daniel J.
;
Stock, James H.
; …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
Saved in:
5
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
Saved in:
6
Low-frequency robust cointegration testing
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 66-81
Persistent link: https://www.econbiz.de/10009751249
Saved in:
7
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
8
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:
9
Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economic integration
26
(
2011
)
2
,
pp. 386-409
Persistent link: https://www.econbiz.de/10009154740
Saved in:
10
Testing unit root based on partially adaptive estimation
Lima, Luiz Renato
;
Xiao, Zhijie
- In:
Journal of time series econometrics
2
(
2010
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009623325
Saved in:
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