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  • Search: subject:"LABF"
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Year of publication
Subject
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Cointegration 3 Asymmetric distribution 2 Estimation theory 2 LABF 2 LABF models 2 Limit experiment 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Schätztheorie 2 WLS 2 Experiment 1 Forecasting model 1 Kointegration 1 Maximal invariant 1 Multivariate GARCH 1 Predictive regression 1 Price discovery 1 Prognoseverfahren 1 Rank statistics 1 Ranking method 1 Ranking-Verfahren 1 Regression analysis 1 Regressionsanalyse 1 Semiparametric efficiency 1 Statistical test 1 Statistical theory 1 Statistische Methodenlehre 1 Statistischer Test 1 Time series analysis 1 Zeitreihenanalyse 1 multivariate GARCH 1 price discovery 1
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Online availability
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Free 2 Undetermined 2
Type of publication
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Article 2 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 4
Author
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SIN, Chor-yiu 2 Zhou, Bo 2 Werker, Bas J. M. 1
Institution
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Econometric Society 2
Published in...
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Journal of econometrics 2 Econometric Society 2004 Australasian Meetings 1 Econometric Society 2004 North American Summer Meetings 1
Source
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ECONIS (ZBW) 2 RePEc 2
Showing 1 - 4 of 4
Did you mean: subject:"labs" (153 results)
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Semiparametrically optimal cointegration test
Zhou, Bo - In: Journal of econometrics 242 (2024) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10015075227
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Semiparametric testing with highly persistent predictors
Werker, Bas J. M.; Zhou, Bo - In: Journal of econometrics 227 (2022) 2, pp. 347-370
Persistent link: https://www.econbiz.de/10013442061
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Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE
SIN, Chor-yiu - Econometric Society - 2004
. Efficiency loss relative to QMLE(quasi-maximum likelihood estimator) is discussed within the class of LABF(locally asymptotically …
Persistent link: https://www.econbiz.de/10005063680
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Cover Image
Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE
SIN, Chor-yiu - Econometric Society - 2004
. Efficiency loss relative to QMLE (quasi-maximum likelihood estimator) is discussed within the class of LABF (locally …
Persistent link: https://www.econbiz.de/10005063718
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