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~subject:"Time series analysis"
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Time series analysis
Schätztheorie
110
Estimation theory
107
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104
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102
Nichtparametrisches Verfahren
34
Statistical test
34
Statistischer Test
34
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29
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28
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24
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18
Capital income
17
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17
Econometrics
15
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15
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15
Ökonometrik Schätzung
13
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12
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9
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8
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8
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English
28
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White, Halbert
23
Cho, Jin Seo
7
Su, Liangjun
4
Chen, Xiaohong
3
Granger, C. W. J.
3
Hong, Yongmiao
3
Chu, Chia-shang James
2
Seong, Dakyung
2
Shin, Yongcheol
2
Sin, Chor-yiu
2
Teräsvirta, Timo
2
Baek, Yaein
1
Engle, Robert F.
1
Greenwood-Nimmo, Matthew
1
Ishida, Isao
1
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1
Lee, Tae-hwy
1
Lu, Xun
1
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Journal of econometrics
7
Discussion paper / Department of Economics, University of California San Diego
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometric reviews
2
Econometric theory
2
CREATES research paper
1
Discussion paper / Economics, University of California / Department of Economics, University of California
1
Essays in nonlinear time series econometrics
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of time series econometrics
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ECONIS (ZBW)
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1
Testing for neglected nonlineary using twofold unidentified models unter the null and hexic expansions
Cho, Jin Seo
;
Ishida, Isao
;
White, Halbert
- In:
Essays in nonlinear time series econometrics
,
(pp. 3-27)
.
2014
Persistent link: https://www.econbiz.de/10010385316
Saved in:
2
Generalized runs tests for the IID hypothesis
Cho, Jin Seo
;
White, Halbert
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 326-344
Persistent link: https://www.econbiz.de/10009270627
Saved in:
3
Testing linearity using power transforms of regressors
Baek, Yaein
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 376-384
Persistent link: https://www.econbiz.de/10011499536
Saved in:
4
Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo
;
Kim, Tae-hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
Saved in:
5
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
6
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
7
Recent developments of the autoregressive distributed lag modelling framework
Cho, Jin Seo
;
Greenwood-Nimmo, Matthew
;
Shin, Yongcheol
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 7-32
Persistent link: https://www.econbiz.de/10014287722
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8
Time-series estimation of the effects of natural experiments
White, Halbert
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10003376113
Saved in:
9
A reality check for data snooping
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
Saved in:
10
Testing for neglected nonlinearity in time series models : a comparison of neural network methods and alternative tests
Lee, Tae-hwy
;
White, Halbert
;
Granger, C. W. J.
-
1989
Persistent link: https://www.econbiz.de/10000838876
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