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Nichtlineare Regression
91
Nonlinear regression
91
Estimation theory
42
Schätztheorie
42
Theorie
39
Theory
39
Time series analysis
33
Zeitreihenanalyse
33
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19
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Gao, Jiti
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Park, Joon Y.
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2
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Hu, Yingyao
2
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2
Klein, Lawrence Robert
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Li, Degui
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Li, Qi
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Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
77
Economic modelling
65
Applied economics letters
61
Economics letters
45
Applied economics
40
Econometric reviews
33
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33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
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30
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26
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26
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25
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21
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19
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17
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17
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16
SSE EFI working paper series in economics and finance
16
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15
The empirical economics letters : a monthly international journal of economics
15
Cowles Foundation discussion paper
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
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European journal of operational research : EJOR
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Oxford bulletin of economics and statistics
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CAMA working paper series
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Journal of international money and finance
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ECONIS (ZBW)
91
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1
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
2
State-domain change point detection for nonlinear time series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
Saved in:
3
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
4
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
5
Second-order corrected likelihood for nonlinear panel models with fixed effects
Dhaene, Geert
;
Sun, Yutao
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 227-252
Persistent link: https://www.econbiz.de/10012618510
Saved in:
6
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
7
Integrated likelihood based inference for nonlinear panel data models with unobserved effects
Schumann, Martin
;
Severini, Thomas A.
;
Tripathi, Gautam
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012619961
Saved in:
8
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
Saved in:
9
Impulse response analysis for structural dynamic models with nonlinear regressors
Gonçalvesa, Sílvia
;
Herrer, Ana María
;
Kilian, Lutz
; …
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 107-130
Persistent link: https://www.econbiz.de/10013279032
Saved in:
10
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
11
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
12
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
Saved in:
13
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
14
Estimation for double-nonlinear cointegration
Lin, Yingqian
;
Tu, Yundong
;
Yao, Qiwei
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 175-191
Persistent link: https://www.econbiz.de/10012439669
Saved in:
15
Heterogeneous panel data models with cross-sectional dependence
Gao, Jiti
;
Xia, Kai
;
Zhu, Huanjun
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 329-353
Persistent link: https://www.econbiz.de/10012483391
Saved in:
16
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
17
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
18
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
19
Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
Pakel, Cavit
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 459-492
Persistent link: https://www.econbiz.de/10012304576
Saved in:
20
Threshold autoregressive models for interval-valued time series data
Sun, Yuying
;
Han, Ai
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 414-446
Persistent link: https://www.econbiz.de/10012110403
Saved in:
21
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
Saved in:
22
Model checks for nonlinear cointegrating regression
Wang, Qiying
;
Wu, Dongsheng
;
Zhu, Ke
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012116349
Saved in:
23
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
Hahn, Jinyong
;
Ridder, Geert
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 238-250
Persistent link: https://www.econbiz.de/10011917229
Saved in:
24
Individual and time effects in nonlinear panel models with large N, T
Fernández-Val, Iván
;
Weidner, Martin
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011617154
Saved in:
25
Efficient shrinkage in parametric models
Hansen, Bruce E.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 115-132
Persistent link: https://www.econbiz.de/10011591625
Saved in:
26
A Quadratic Kalman Filter
Monfort, Alain
;
Renne, Jean-Paul
;
Roussellet, Guillaume
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10011498735
Saved in:
27
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
28
Semiparametric single-index panel data models with cross-sectional dependence
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 301-312
Persistent link: https://www.econbiz.de/10011500361
Saved in:
29
Robust inference in nonlinear models with mixed identification strength
Cheng, Xu
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 207-228
Persistent link: https://www.econbiz.de/10011502516
Saved in:
30
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Saved in:
31
Statistical inference for conditional quantiles in nonlinear time series models
So, Mike Ka-pui
;
Chung, Ray S. W.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 457-472
Persistent link: https://www.econbiz.de/10011504625
Saved in:
32
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
33
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
34
The SR approach : a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin Møller
;
Christensen, Bent Jesper
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 420-451
Persistent link: https://www.econbiz.de/10011339282
Saved in:
35
Nonlinear regressions with nonstationary time series
Chan, Nigel
;
Wang, Qiying
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 182-195
Persistent link: https://www.econbiz.de/10011339876
Saved in:
36
A test for second order stationarity of a multivariate time series
Jentsch, Carsten
;
Subba Rao, Suhasini
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 124-161
Persistent link: https://www.econbiz.de/10011339888
Saved in:
37
A spatial autoregressive model with a nonlinear transformation of the dependent variable
Xu, Xingbai
;
Lee, Lung-fei
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011348914
Saved in:
38
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
39
Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
Dunker, Fabian
;
Florens, Jean-Pierre
;
Hohage, Thorsten
; …
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 444-455
Persistent link: https://www.econbiz.de/10010256195
Saved in:
40
Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa
;
Gonzalo, Jesús
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
Saved in:
41
Estimation of long-run parameters in unbalanced cointegration
Hualde, Javier
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 761-778
Persistent link: https://www.econbiz.de/10010257663
Saved in:
42
A nonlinear panel data model of cross-sectional dependence
Kapetanios, George
;
Mitchell, James
;
Shin, Yongcheol
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 134-157
Persistent link: https://www.econbiz.de/10010372654
Saved in:
43
A fast resample method for parametric and semiparametric models
Armstrong, Timothy B.
;
Bertanha, Marinho
;
Hong, Han
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 128-133
Persistent link: https://www.econbiz.de/10010372656
Saved in:
44
Estimation of a nonlinear panel data model with semiparametric individual effects
Gayle, Wayne-Roy
;
Namoro, Soiliou Daw
- In:
Journal of econometrics
175
(
2013
)
1
,
pp. 46-59
Persistent link: https://www.econbiz.de/10009749362
Saved in:
45
Estimation and inference in unstable nonlinear least squares models
Boldea, Otilia
;
Hall, Alastair R.
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 158-167
Persistent link: https://www.econbiz.de/10009702292
Saved in:
46
Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
Saved in:
47
Linear and nonlinear regression with stable errors
Nolan, John P.
;
Ojeda-Revah, Diana
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 186-194
Persistent link: https://www.econbiz.de/10009706210
Saved in:
48
Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
Shiu, Ji-liang
;
Hu, Yingyao
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 116-131
Persistent link: https://www.econbiz.de/10009764420
Saved in:
49
Identification and √n-consistent estimation of a nonlinear panel data model with correlated unobserved effects
Gayle, Wayne-Roy
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 71-83
Persistent link: https://www.econbiz.de/10009764426
Saved in:
50
Semiparametric trending panel data models with cross-sectional dependence
Chen, Jia
;
Gao, Jiti
;
Li, Degui
- In:
Journal of econometrics
171
(
2012
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10009686728
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