//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Robustify Financial Time Serie...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
9
Schätztheorie
9
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Regression analysis
5
Regressionsanalyse
5
Time series analysis
4
Zeitreihenanalyse
4
Heteroscedasticity
3
Heteroskedastizität
3
Panel
3
Panel study
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Causality analysis
2
Kausalanalyse
2
Statistical test
2
Statistischer Test
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Cointegration
1
Comparison
1
Economic forecast
1
Estimation
1
Factor analysis
1
Faktorenanalyse
1
Forecasting model
1
Induktive Statistik
1
Kointegration
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Robust statistics
1
Robustes Verfahren
1
Schätzung
1
Statistical inference
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Interview
1
Language
All
English
15
Undetermined
7
Author
All
Su, Liangjun
15
Ullah, Aman
8
Jin, Sainan
5
White, Halbert
5
Sun, Yixiao
2
Wang, Xia
2
Breunig, Robert
1
Breuning, Robert
1
Chen, Qihui
1
Corradi, Valentina
1
Fu, Zhonghao
1
Gao, Shang
1
Huang, Wenxin
1
Leiberman, Offer
1
Lu, Xun
1
Maasoumi, Esfandiar
1
Phillips, Peter C. B.
1
Phillips, Peter C.B.
1
Qian, Junhui
1
Singh, Radhey S.
1
Swanson, Norman R.
1
Xiao, Zhijie
1
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
52
Economics letters
28
Econometric reviews
23
Journal of Econometrics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Cowles Foundation discussion paper
17
Economics Letters
15
Cowles Foundation Discussion Papers
13
Econometric Theory
10
Working Papers / Department of Economics, University of California-Riverside
10
Working Papers / School of Economics, Singapore Management University
10
Cowles Foundation Discussion Paper
9
The econometrics journal
9
Journal of Business & Economic Statistics
8
Journal of quantitative economics : journal of the Indian Econometric Society
7
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Statistics : textbooks and monographs
5
University of California at San Diego, Economics Working Paper Series
5
Working papers series in theoretical and applied economics
5
Econometrica
4
Econometrics Journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
The review of economics and statistics
4
Applied economics
3
Boston College working papers in economics
3
Discussion paper / Department of Economics, University of California San Diego
3
Econometric Reviews
3
Econometrics
3
Essays in honor of Aman Ullah
3
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
3
Indian economic review : official journal of Delhi School of Economics
3
International Economic Review
3
International economic review
3
Journal of applied econometrics
3
Journal of quantitative economics
3
The journal of international trade & economic development
3
Annals of Economics and Finance
2
Annals of economics and finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
15
OLC EcoSci
7
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Adaptive nonparametric regression with conditional heteroskedasticity
Jin, Sainan
;
Su, Liangjun
;
Xiao, Zhijie
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1153-1191
Persistent link: https://www.econbiz.de/10011545532
Saved in:
2
Identifying latent grouped patterns in cointegrated panels
Huang, Wenxin
;
Jin, Sainan
;
Su, Liangjun
- In:
Econometric theory
36
(
2020
)
3
,
pp. 410-456
Persistent link: https://www.econbiz.de/10012240719
Saved in:
3
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2013
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
Saved in:
4
More efficient estimation in nonparametric regression with nonparametric autocorrelated errors
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
22
(
2006
)
1
,
pp. 98-126
Persistent link: https://www.econbiz.de/10003272611
Saved in:
5
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2012
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10010073740
Saved in:
6
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
22
(
2006
)
1
,
pp. 98-126
Persistent link: https://www.econbiz.de/10006955263
Saved in:
7
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
Saved in:
8
Robust forecast comparison
Jin, Sainan
;
Corradi, Valentina
;
Swanson, Norman R.
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1306-1351
Persistent link: https://www.econbiz.de/10011810422
Saved in:
9
Nonparametric time-series estimation of joint DGP, conditional DGP, and vector autoregression
Singh, Radhey S.
- In:
Econometric theory
1
(
1985
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10001072749
Saved in:
10
The ET interview: Esfandiar (Essie) Maasoumi
Maasoumi, Esfandiar
(
interviewee
);
Ullah, Aman
(
interviewer
)
- In:
Econometric theory
36
(
2020
)
6
,
pp. 983-1024
Persistent link: https://www.econbiz.de/10012404088
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->