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Modelling multiple time series...
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Estimation theory
22
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22
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14
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14
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13
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13
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11
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11
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Yao, Qiwei
38
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7
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5
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5
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3
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2
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ECONIS (ZBW)
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Weighted least absolute deviations estimation for ARMA models with infinite variance
Pan, Jiazhu
;
Wang, Hui
;
Yao, Qiwei
- In:
Econometric theory
23
(
2007
)
5
,
pp. 852-879
Persistent link: https://www.econbiz.de/10003549656
Saved in:
2
On determination of the number of factors in an approximate factor model
Liu, Jinshan
;
Pan, Jiazhu
;
Xia, Qiang
;
Xiao, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 285-298
Persistent link: https://www.econbiz.de/10014372878
Saved in:
3
Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations
Pan, Jiazhu
;
He, Yali
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 377-395
Persistent link: https://www.econbiz.de/10014372884
Saved in:
4
Estimation for a nonstationary semi-strong GARCH (1,1) model with heavy-tailed errors
Linton, Oliver
;
Pan, Jiazhu
;
Wang, Hui
- In:
Econometric theory
26
(
2010
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003968440
Saved in:
5
Assessing the impact of derived behavior information on customer attrition in the financial service industry
Tang, Leilei
;
Thomas, Lyn C.
;
Fletcher, Mary
;
Pan, Jiazhu
; …
- In:
European journal of operational research : EJOR
236
(
2014
)
2
,
pp. 624-633
Persistent link: https://www.econbiz.de/10010366718
Saved in:
6
Determining the number of factors in a multivariate error correction-volatility factor model
Li, Qiaoling
;
Pan, Jiazhu
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10003841958
Saved in:
7
Estimation and test for power-transformed and threshold GARCH models
Pan, Jiazhu
;
Wang, Hui
;
Tong, Howell
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 352-378
Persistent link: https://www.econbiz.de/10003608206
Saved in:
8
Exponential inequalities for spatial processes and uniform convergence rates for density estimation
Yao, Qiwei
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755609
Saved in:
9
Nonparametric estimation and symmetry tests for conditional density functions
Hyndman, Rob J.
;
Yao, Qiwei
-
1998
Persistent link: https://www.econbiz.de/10001364921
Saved in:
10
Adaptive varying-coefficient linear models
Fan, Jianqing
;
Yao, Qiwei
;
Cai, Zongwu
-
2000
Persistent link: https://www.econbiz.de/10001551042
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