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isPartOf:"Economics letters"
~isPartOf:"The econometrics journal"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Semiparametric statistics"
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Zeitreihenanalyse
Nichtparametrisches Verfahren
231
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70
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Economics letters
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80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Working paper / Department of Econometrics and Business Statistics, Monash University
28
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Working papers series in theoretical and applied economics
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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1
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
2
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
3
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
4
On the identification of joint distributions using marginals and aggregates
Felt, Marie-Hélène
- In:
Economics letters
194
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012509409
Saved in:
5
Powerful nonparametric seasonal unit root tests
Eroğlu, Burak Alparslan
;
Göğebakan, Kemal Çağlar
; …
- In:
Economics letters
167
(
2018
),
pp. 75-80
Persistent link: https://www.econbiz.de/10012015793
Saved in:
6
Distributions of GDP across versions of the Penn World Tables : a functional data analysis approach
Chen, Tao
;
DeJuan, Joseph P.
;
Tian, Renfang
- In:
Economics letters
170
(
2018
),
pp. 179-184
Persistent link: https://www.econbiz.de/10012019633
Saved in:
7
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
8
Testing for structural breaks with local smoothers : a simulation study
Öztürk, Serda Selin
;
Stengos, Thanasēs
- In:
Economics letters
125
(
2014
)
1
,
pp. 119-122
Persistent link: https://www.econbiz.de/10010504741
Saved in:
9
Can we reject linearity in an HAR-RV model for the S&P 500? : insights from a nonparametric HAR-RV
Lahaye, Jérôme
;
Shaw, Philip
- In:
Economics letters
125
(
2014
)
1
,
pp. 43-46
Persistent link: https://www.econbiz.de/10010504778
Saved in:
10
Non-parametric detection and estimation of structural change
Kristensen, Dennis
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 420-461
Persistent link: https://www.econbiz.de/10009710134
Saved in:
11
Non-stationary non-parametric volatility model
Han, Heejoon
;
Zhang, Shen
- In:
The econometrics journal
15
(
2012
)
2
,
pp. 204-225
Persistent link: https://www.econbiz.de/10009614928
Saved in:
12
Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
Economics letters
111
(
2011
)
2
,
pp. 131-134
Persistent link: https://www.econbiz.de/10009242396
Saved in:
13
Non-parametric regression with a latent time series
Linton, Oliver
;
Nielsen, Jens Perch
;
Nielsen, Søren Feodor
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 187-207
Persistent link: https://www.econbiz.de/10003875342
Saved in:
14
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry
Brown, Bryan W.
;
Hodgson, Douglas J.
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10003451746
Saved in:
15
Functional-coefficient models under unit root behaviour
Juhl, Ted
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 197-213
Persistent link: https://www.econbiz.de/10003018933
Saved in:
16
Detecting serial dependence in tail events : a test dual to the BDS test
Diks, Cees G. H.
- In:
Economics letters
79
(
2003
)
3
,
pp. 319-324
Persistent link: https://www.econbiz.de/10001755276
Saved in:
17
A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun
;
Phillips, Peter C. B.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
Saved in:
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