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subject:"Theorie"
~person:"Lee, Lung-fei"
~person:"Granger, C. W. J."
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Theorie
Estimation theory
118
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118
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45
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31
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31
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26
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26
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24
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Lee, Lung-fei
Granger, C. W. J.
Härdle, Wolfgang
68
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57
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53
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50
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44
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42
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42
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35
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35
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35
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35
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30
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30
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29
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28
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26
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26
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26
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25
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25
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25
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24
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24
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24
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24
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23
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23
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23
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23
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22
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22
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22
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21
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21
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21
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21
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20
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20
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10
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7
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2
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2
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2
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
- In:
Annals of economics and finance
14
(
2013
)
2
,
pp. 721-746
Persistent link: https://www.econbiz.de/10010237888
Saved in:
2
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
Saved in:
3
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
Saved in:
4
Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
Lee, Lung-fei
- In:
Econometric theory
18
(
2002
)
2
,
pp. 252-277
Persistent link: https://www.econbiz.de/10001661293
Saved in:
5
Interpolation, quadrature, and stochastic integration
Lee, Lung-fei
- In:
Econometric theory
17
(
2001
)
5
,
pp. 933-961
Persistent link: https://www.econbiz.de/10001609168
Saved in:
6
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
-
1999
Persistent link: https://www.econbiz.de/10001395178
Saved in:
7
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
Lahiri, Kajal
;
Lee, Lung-fei
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10000668001
Saved in:
8
Estimation of dynamic limited-dependent rational expectations models
Lee, Lung-fei
- In:
Analysis of panels and limited dependent variable …
,
(pp. 79-113)
.
1999
Persistent link: https://www.econbiz.de/10001445102
Saved in:
9
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
-
1998
Persistent link: https://www.econbiz.de/10000993944
Saved in:
10
Efficient semiparametric scoring estimation of sample selection models
Chen, Songnian
- In:
Econometric theory
14
(
1998
)
4
,
pp. 423-462
Persistent link: https://www.econbiz.de/10001248240
Saved in:
11
Semiparametric estimation of simulataneous-equation microeconometric models with index restrictions
Lee, Lung-fei
- In:
The Japanese economic review : the journal of the …
49
(
1998
)
4
,
pp. 343-380
Persistent link: https://www.econbiz.de/10001470104
Saved in:
12
Nonlinear stochastic trends
Granger, C. W. J.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10001336801
Saved in:
13
An introduction to stochastic unit-root processes
Granger, C. W. J.
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 35-62
Persistent link: https://www.econbiz.de/10001223464
Saved in:
14
Simulated maximum likelihood estimation of dynamic discrete choice statistical models : some Monte Carlo results
Lee, Lung-fei
- In:
Journal of econometrics
82
(
1998
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001228501
Saved in:
15
A simulated likelihood estimator for qualitative response models with sufficient statistics
Lee, Lung-fei
- In:
Economics letters
57
(
1997
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10001229596
Saved in:
16
Separation in cointegrated systems and persistent-transitory decompositions
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 449-463
Persistent link: https://www.econbiz.de/10001230926
Saved in:
17
A smooth likelihood simulator for dynamic disequilibrium models
Lee, Lung-fei
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001219976
Saved in:
18
Simulation estimation of dynamic switching regression and dynamic disequilibrium models : some Monte Carlo results
Lee, Lung-fei
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 179-204
Persistent link: https://www.econbiz.de/10001219990
Saved in:
19
Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
Saved in:
20
Separation in cointegrated systems, long memory components and common stochastic trends
Granger, C. W. J.
;
Haldrup, Niels
-
1996
Persistent link: https://www.econbiz.de/10000927680
Saved in:
21
Asymptotic bias in simulated maximum likelihood estimation of discrete choice models
Lee, Lung-fei
- In:
Econometric theory
11
(
1995
)
3
,
pp. 437-483
Persistent link: https://www.econbiz.de/10001186558
Saved in:
22
The computation of opportunity costs in polychotomous choice models with selectivity
Lee, Lung-fei
- In:
The review of economics and statistics
77
(
1995
)
3
,
pp. 423-435
Persistent link: https://www.econbiz.de/10001192713
Saved in:
23
Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
Lee, Lung-fei
- In:
Journal of econometrics
65
(
1995
)
2
,
pp. 381-428
Persistent link: https://www.econbiz.de/10001173052
Saved in:
24
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration : theory and evidence
Granger, C. W. J.
- In:
Journal of econometrics
66
(
1995
)
1
,
pp. 357-369
Persistent link: https://www.econbiz.de/10001174113
Saved in:
25
Estimation of common long-memory components in cointegrated systems
Gonzalo, Jesús
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 27-35
Persistent link: https://www.econbiz.de/10001177127
Saved in:
26
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric
;
Granger, C. W. J.
;
Siklos, Pierre L.
-
1995
Persistent link: https://www.econbiz.de/10001512556
Saved in:
27
Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
Lee, Lung-fei
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 305-344
Persistent link: https://www.econbiz.de/10001155767
Saved in:
28
The combination of forecasts using changing weights
Deutsch, Melinda
- In:
International journal of forecasting
10
(
1994
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10001165389
Saved in:
29
Stochastic trends and short-run relationships between financial variables and real activity
Konishi, Toru
-
1993
Persistent link: https://www.econbiz.de/10000856442
Saved in:
30
Asymptotic distribution of the maximum likelihood estimator for a stochastic frontier function model with a singular information matrix
Lee, Lung-fei
- In:
Econometric theory
9
(
1993
)
3
,
pp. 413-430
Persistent link: https://www.econbiz.de/10001151126
Saved in:
31
Time series and spectral methods in econometrics
Granger, C. W. J.
;
Watson, Mark W.
-
1992
Persistent link: https://www.econbiz.de/10001327468
Saved in:
32
Amemiya's generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
Lee, Lung-fei
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 319-328
Persistent link: https://www.econbiz.de/10001133933
Saved in:
33
On efficiency of methods of simulated moments and maximum simulated likelihood estimation of discrete response models
Lee, Lung-fei
- In:
Econometric theory
8
(
1992
)
4
,
pp. 518-552
Persistent link: https://www.econbiz.de/10001137693
Saved in:
34
Semiparametric nonlinear least-squares estimation of truncated regression models
Lee, Lung-fei
- In:
Econometric theory
8
(
1992
)
1
,
pp. 52-94
Persistent link: https://www.econbiz.de/10001126808
Saved in:
35
Semiparametric minimum-distance estimation
Lee, Lung-fei
-
1991
Persistent link: https://www.econbiz.de/10000919761
Saved in:
36
Long memory series with attractors
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
53
(
1991
)
1
,
pp. 11-26
Persistent link: https://www.econbiz.de/10001102945
Saved in:
37
Recientes generalizaciones de la cointegración y el análisis de las relaciones a largo plazo
Granger, C. W. J.
- In:
Información comercial española / Cuadernos económicos
(
1990
),
pp. 43-52
Persistent link: https://www.econbiz.de/10001104159
Saved in:
38
Modelling economic series : readings in econometric methodology
Granger, C. W. J.
(
ed.
)
-
1990
Persistent link: https://www.econbiz.de/10013479897
Saved in:
39
The algebra of I(1)
Granger, C. W. J.
;
Hallman, Jeffrey John
-
1988
Persistent link: https://www.econbiz.de/10000973487
Saved in:
40
Reasonable extreme bounds analysis
Granger, C. W. J.
;
Uhlig, Harald
-
1988
Persistent link: https://www.econbiz.de/10000763658
Saved in:
41
Equilibrium, causality and error correction models
Granger, C. W. J.
- In:
Economic notes : economic review of Banca Monte dei …
(
1987
),
pp. 5-21
Persistent link: https://www.econbiz.de/10001054929
Saved in:
42
The specification of multi-market disequilibrium econometric models
Lee, Lung-fei
- In:
Journal of econometrics
3
(
1986
),
pp. 297-332
Persistent link: https://www.econbiz.de/10001036193
Saved in:
43
Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models
Granger, C. W. J.
Persistent link: https://www.econbiz.de/10001273575
Saved in:
44
Reasonable extreme-bounds analysis
Granger, C. W. J.
Persistent link: https://www.econbiz.de/10001274638
Saved in:
45
Developments in the nonlinear analysis of economic series
Granger, C. W. J.
Persistent link: https://www.econbiz.de/10001278238
Saved in:
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