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~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Theorie
113
Theory
110
Zeitreihenanalyse
79
Time series analysis
78
Estimation theory
48
Schätztheorie
48
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44
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41
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39
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30
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18
Capital income
16
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Systemic risk
14
Local asymptotic normality
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Regressionsanalyse
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English
21
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Hallin, Marc
20
Werker, Bas J. M.
7
La Vecchia, Davide
6
Akker, Ramon van den
5
Liu, Hang
3
Vermandele, Catherine
2
Akharif, Abdelhadi
1
Babić, Slađana
1
Barrio, Eustasio del
1
Cassart, Delphine
1
Dette, Holger
1
Drton, Mathias
1
Fihri, Mohamed
1
Gelbgras, Laetitia
1
Gonzalez-Sanz, Alberto
1
Han, Fang
1
Kley, Tobias
1
Ley, Christophe
1
Mellouk, Amal
1
Paindaveine, Davy
1
Pohlmeier, Winfried
1
Rodríguez Poo, Juan Manuel
1
Shi, Hongjian
1
Verdebout, Thomas
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Center for Economic Research <Tilburg>
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ECARES working paper
11
Discussion paper / Center for Economic Research, Tilburg University
4
Journal of econometrics
3
CentER Discussion Paper Series
2
High frequency financial econometrics : recent developments ; with 64 tables
1
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ECONIS (ZBW)
21
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Nonparametric measure-transportation-based methods for directional data
Hallin, Marc
;
Liu, Hang
;
Verdebout, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013208921
Saved in:
2
Semiparametric estimation for financial durations
Rodríguez Poo, Juan Manuel
;
Veredas, David
;
Pohlmeier, …
- In:
High frequency financial econometrics : recent …
,
(pp. 225-251)
.
2008
Persistent link: https://www.econbiz.de/10003579359
Saved in:
3
Semiparametrically efficient inference based on signs and ranks for median restricted models
Hallin, Marc
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901479
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4
Semiparametrically efficient tests of multivariate independence using center-outward quadrant, Spearman, and Kendall Statistics
Shi, Hongjian
;
Drton, Mathias
;
Hallin, Marc
;
Han, Fang
-
2023
Persistent link: https://www.econbiz.de/10013550194
Saved in:
5
Quantile spectral processes : asymptotic analysis and inference
Kley, Tobias
;
Volgushev, Stanislav
;
Dette, Holger
; …
-
2014
Persistent link: https://www.econbiz.de/10010378433
Saved in:
6
Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
-
2014
Persistent link: https://www.econbiz.de/10010418928
Saved in:
7
Optimal rank tests for symmetry against edgeworth-type alternatives
Cassart, Delphine
;
Hallin, Marc
;
Paindaveine, Davy
-
2014
Persistent link: https://www.econbiz.de/10010483703
Saved in:
8
Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2015
Persistent link: https://www.econbiz.de/10011348908
Saved in:
9
Semiparametric error-correction models for cointegration with trends : Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 46-61
Persistent link: https://www.econbiz.de/10011591614
Saved in:
10
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
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