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subject:"Zeitreihenanalyse"
~person:"Watson, Mark W."
~person:"Xiao, Zhijie"
~subject:"Kapitaleinkommen"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Estimation theory
40
Schätztheorie
40
Time series analysis
19
Regression analysis
9
Regressionsanalyse
9
Theorie
9
Theory
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Induktive Statistik
6
Statistical inference
6
Cointegration
5
Kointegration
5
Einheitswurzeltest
4
Heteroscedasticity
4
Heteroskedastizität
4
Unit root test
4
HAC
3
USA
3
United States
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
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Correlation
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Estimation
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Factor analysis
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Faktorenanalyse
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HAR
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IV-Schätzung
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Instrumental variables
2
Korrelation
2
Metal market
2
Metallmarkt
2
Panel
2
Panel study
2
Probability theory
2
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2
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1
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English
20
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Watson, Mark W.
Xiao, Zhijie
Phillips, Peter C. B.
29
Leybourne, Stephen James
18
Taylor, Robert
18
Harvey, Andrew C.
17
Linton, Oliver
17
Teräsvirta, Timo
17
Johansen, Søren
16
Gao, Jiti
15
Lütkepohl, Helmut
15
Chambers, Marcus J.
14
Hassler, Uwe
13
Kumar, Dilip
13
Perron, Pierre
13
Maheswaran, S.
12
Baillie, Richard
11
Granger, C. W. J.
11
Hendry, David F.
11
Kapetanios, George
11
Mills, Terence C.
11
Robinson, Peter M.
11
Tauchen, George Eugene
11
Engle, Robert F.
10
Koop, Gary
10
Zhu, Ke
10
Bauwens, Luc
9
Chan, Ngai Hang
9
Chen, Xiaohong
9
Demetrescu, Matei
9
Franses, Philip Hans
9
Ghysels, Eric
9
Harvey, David I.
9
Koopman, Siem Jan
9
Li, Jia
9
Li, Qi
9
Lucas, André
9
McElroy, Tucker
9
Nelson, Daniel B.
9
Pesaran, M. Hashem
9
Stock, James H.
9
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Journal of econometrics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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 time series econometrics
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economics and statistics
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ECONIS (ZBW)
20
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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
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
3
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:
4
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:
5
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:
6
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2017
Persistent link: https://www.econbiz.de/10011901897
Saved in:
7
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:
8
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:
9
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:
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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