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A WARP-SPEED METHOD FOR CONDUC...
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Time series analysis
Theorie
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114
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75
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71
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56
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Politis, Dimitris N.
26
White, Halbert
23
Giacomini, Raffaella
8
Rossi, Barbara
6
McElroy, Tucker
5
Paparoditis, Efstathios
5
Su, Liangjun
4
Chen, Xiaohong
3
Granger, C. W. J.
3
Hong, Yongmiao
3
Romano, Joseph P.
3
Cho, Jin Seo
2
Chu, Chia-shang James
2
McMurry, Timothy L.
2
Parker, Cameron
2
Sin, Chor-yiu
2
Wolf, Michael
2
Chen, Jie
1
Dellaportas, Petros
1
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1
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Kokoszka, Piotr S.
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1
Smetanina, Katja
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Journal of econometrics
10
Discussion paper / Department of Economics, University of California San Diego
6
Econometric theory
6
Discussion papers / Department of Economics, University of California San Diego
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of time series econometrics
3
Recent work / Department of Economics, UCSD
3
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2
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1
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1
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1
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1
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1
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1
Forecasting in the presence of structural breaks and model uncertainty
1
Handbook of financial time series
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1
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1
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Automatic block-length selection for the dependent bootstrap
Politis, Dimitris N.
;
White, Halbert
- In:
Econometric reviews
23
(
2004
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10001944765
Saved in:
2
A heavy-tailed distribution for ARCH residuals with application to volatility prediction
Politis, Dimitris N.
- In:
Annals of economics and finance
5
(
2004
)
2
,
pp. 283-298
Persistent link: https://www.econbiz.de/10002544919
Saved in:
3
A heavy-tailed distribution for ARCH residuals with application to volatility prediction
Politis, Dimitris N.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003761413
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4
Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices
Politis, Dimitris N.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 703-744
Persistent link: https://www.econbiz.de/10009311779
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5
Subsampling for heteroskedastic time series
Politis, Dimitris N.
;
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of econometrics
81
(
1997
)
2
,
pp. 281-317
Persistent link: https://www.econbiz.de/10001229279
Saved in:
6
Subsampling for econometric models : comments on "bootstrapping time series models"
Politis, Dimitris N.
- In:
Econometric reviews
15
(
1996
)
2
,
pp. 169-176
Persistent link: https://www.econbiz.de/10001198906
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7
A Markovian local resampling scheme for nonparametric estimators in time series analysis
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 540-566
Persistent link: https://www.econbiz.de/10001589016
Saved in:
8
Robust inference for the mean in the presence of serial correlation and heavy-tailed distributions
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Econometric theory
18
(
2002
)
5
,
pp. 1019-1039
Persistent link: https://www.econbiz.de/10001702322
Saved in:
9
Bootstrapping unit root tests for autoregressive time series
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 545-553
Persistent link: https://www.econbiz.de/10002929370
Saved in:
10
Distribution theory for the studentized mean for long, short, and negative memory time series
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 60-76
Persistent link: https://www.econbiz.de/10010189878
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