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~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Theorie
606
Theory
605
Estimation theory
407
Schätztheorie
407
Zeitreihenanalyse
340
Time series analysis
339
Regression analysis
170
Regressionsanalyse
170
Unit root test
142
Estimation
137
Schätzung
136
Einheitswurzeltest
134
Stochastic process
129
Stochastischer Prozess
129
Panel
105
Panel study
105
Cointegration
104
Kointegration
102
Statistical test
102
Statistischer Test
102
Nonparametric statistics
83
Volatility
80
Volatilität
80
Ökonometrie
78
Econometrics
77
China
72
Australia
70
Australien
69
Autocorrelation
68
Autokorrelation
68
USA
67
United States
67
Forecasting model
64
Prognoseverfahren
64
Börsenkurs
59
Share price
59
Financial crisis
57
Finanzkrise
57
Bubbles
54
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Online availability
All
Free
48
Undetermined
9
Type of publication
All
Book / Working Paper
51
Article
32
Type of publication (narrower categories)
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Article in journal
30
Aufsatz in Zeitschrift
30
Arbeitspapier
28
Graue Literatur
28
Non-commercial literature
28
Working Paper
28
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
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Language
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English
83
Author
All
Phillips, Peter C. B.
75
Gao, Jiti
13
Kasparis, Ioannis
9
Wang, Qiying
9
Su, Liangjun
7
Yu, Jun
7
Jiang, Liang
6
Zhang, Yichong
6
Li, Degui
5
Andreou, Elena
4
Bandi, Federico M.
4
Clements, Adam
4
Hurn, Stan
4
Cheng, Xu
3
Liu, Xiaobin
3
Tao, Yubo (Robert)
3
Wang, Ying
3
Corbae, Dean
2
Fuller, Joanne
2
Mariano, Roberto S.
2
Ouliaris, Sam
2
Rust, John
2
Shimotsu, Katsumi
2
Xiao, Zhijie
2
Xu, Ke-Li
2
Yu, Ping
2
Becker, Ralf
1
Eriksson, Anders
1
Jeffrey, Andrew
1
Kristensen, Dennis
1
Lim, Guay C.
1
Lindsay, Kenneth A.
1
Linton, Oliver
1
Maasoumi, Esfandiar
1
Martin, Vance
1
Nguyen, Thong
1
Preve, Daniel P. A.
1
Shi, Shuping
1
Tu, Yundong
1
Volkov, V. V.
1
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Cowles Foundation discussion paper
22
Cowles Foundation Discussion Paper
15
Journal of econometrics
10
Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The econometrics journal
3
Celebrating Irving Fisher : the legacy of a great economist
2
The American journal of economics and sociology
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Discussion paper / Centre for Economic Policy Research
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NCER working paper series
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The economic record : er
1
The review of economics and statistics
1
Tools and techniques
1
Working paper
1
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ECONIS (ZBW)
83
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83
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1
Gaussian estimation of continuous time models of the short term interest rate
Yu, Jun
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001596325
Saved in:
2
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:
3
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
4
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
5
Semi-parametric forecasting of spikes in electricity prices
Clements, Adam
;
Fuller, Joanne
;
Hurn, Stan
- In:
The economic record : er
89
(
2013
)
287
,
pp. 508-521
Persistent link: https://www.econbiz.de/10010249048
Saved in:
6
Semi-parametric forecasting of realized volatility
Becker, Ralf
;
Clements, Adam
;
Hurn, Stan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009521204
Saved in:
7
Semi-parametric forecasting of spikes in electricity prices
Clements, Adam
;
Fuller, Joanne
;
Hurn, Stan
-
2012
Persistent link: https://www.econbiz.de/10009552484
Saved in:
8
Estimating a non-parametric memory kernel for mutually exciting point processes
Clements, Adam
;
Hurn, Stan
;
Lindsay, Kenneth A.
; …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1759-1790
Persistent link: https://www.econbiz.de/10014444733
Saved in:
9
A reexamination of the equity-premium puzzle : a robust non-parametric approach
Lim, Guay C.
;
Maasoumi, Esfandiar
;
Martin, Vance
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 173-189
Persistent link: https://www.econbiz.de/10003334340
Saved in:
10
Local limit theory and spurious nonparametric regression
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1466-1497
Persistent link: https://www.econbiz.de/10003904416
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