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
Inference for the degree distr...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
7
Schätztheorie
7
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
2
ARCH-Modell
2
Regression analysis
2
Regressionsanalyse
2
Analysis of variance
1
Causality analysis
1
Heteroscedasticity
1
Heteroskedastizität
1
Kausalanalyse
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Statistical distribution
1
Statistical error
1
Statistical test
1
Statistische Verteilung
1
Statistischer Fehler
1
Statistischer Test
1
Theorie
1
Theory
1
Varianzanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Undetermined
3
Author
All
Chan, Ngai Hang
10
Peng, Liang
5
Li, Deyuan
4
Ling, Shiqing
2
Zhang, Dabao
2
Zhang, Rongmao
2
Lian, Peng
1
Tran, Lanh-tat
1
more ...
less ...
Published in...
All
Econometric theory
Econometric Theory
9
Journal of forecasting
7
Journal of Forecasting
5
Journal of Time Series Analysis
5
Journal of econometrics
5
International journal of theoretical and applied finance
2
Journal of Econometrics
2
Journal of the American Statistical Association
2
Journal of the American Statistical Association : JASA
2
Statistics in practice
2
Stochastic Processes and their Applications
2
Annals of the Institute of Statistical Mathematics : AISM
1
Biometrika
1
Computational Statistics & Data Analysis
1
Econometric analysis of financial and economic time series
1
Econometric analysis of financial and economic time series ; part B
1
Econometrics
1
Econometrics : open access journal
1
Economics Letters
1
Economics letters
1
Handbook of financial time series
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Insurance / Mathematics & economics
1
Journal of Multivariate Analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the Royal Statistical Society Series C
1
Papers / arXiv.org
1
Quantitative Finance
1
Risk and decision analysis
1
Statistics in Practice Ser.
1
Wiley Handbooks in Financial Engineering and Econometrics Ser.
1
Wiley Series in Probability and Statistics
1
Wiley handbooks in financial engineering and econometrics
1
Wiley series in probability and statistics
1
Wiley series in probability and statistics: Financial engineering section
1
Wiley-Interscience
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
OLC EcoSci
3
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the first-order autoregressive process with infinite variance
Chan, Ngai Hang
- In:
Econometric theory
5
(
1989
)
3
,
pp. 354-362
Persistent link: https://www.econbiz.de/10001079351
Saved in:
2
Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
Chan, Ngai Hang
;
Peng, Liang
;
Zhang, Dabao
- In:
Econometric theory
27
(
2011
)
1
,
pp. 154-177
Persistent link: https://www.econbiz.de/10009127139
Saved in:
3
Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
29
(
2013
)
5
,
pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
Saved in:
4
Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan
;
Chan, Ngai Hang
;
Lian, Peng
- In:
Econometric theory
30
(
2014
)
2
,
pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
Saved in:
5
Toward a unified interval estimation of autoregressions
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
- In:
Econometric theory
28
(
2012
)
3
,
pp. 705-717
Persistent link: https://www.econbiz.de/10009545785
Saved in:
6
Empirical likelihood for GARCH models
Chan, Ngai Hang
;
Ling, Shiqing
- In:
Econometric theory
22
(
2006
)
3
,
pp. 403-428
Persistent link: https://www.econbiz.de/10003307474
Saved in:
7
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
8
TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
- In:
Econometric theory
28
(
2011
)
3
,
pp. 705-718
Persistent link: https://www.econbiz.de/10009968682
Saved in:
9
EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS
Chan, Ngai Hang
;
Peng, Liang
;
Zhang, Dabao
- In:
Econometric theory
27
(
2010
)
1
,
pp. 154-178
Persistent link: https://www.econbiz.de/10008814161
Saved in:
10
EMPIRICAL LIKELIHOOD FOR GARCH MODELS
Chan, Ngai Hang
;
Ling, Shiqing
- In:
Econometric theory
22
(
2006
)
3
,
pp. 403-428
Persistent link: https://www.econbiz.de/10006955206
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
