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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Prediction in locally stationary time series
Dette, Holger
;
Wu, Weichi
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 370-381
Persistent link: https://www.econbiz.de/10012804122
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2
Testing for threshold diffusion
Su, Fei
;
Chan, Kung-sik
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 218-227
Persistent link: https://www.econbiz.de/10011704178
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3
Threshold estimation via group orthogonal greedy algorithm
Chan, Ngai Hang
;
Ing, Ching-Kang
;
Li, Yuanbo
;
Yau, Chun Yip
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 334-345
Persistent link: https://www.econbiz.de/10011704208
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4
Buffered autoregressive models with conditional heteroscedasticity : an application to exchange rates
Zhu, Ke
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011893733
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5
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
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Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
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7
Persistence in variance, structural change, and the GARCH model
Lamoureux, Christopher G.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 225-234
Persistent link: https://www.econbiz.de/10001086686
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8
Bootstrap
prediction intervals for factor models
Gonçalves, Sílvia
;
Perron, Benoit
;
Djogbenou, Antoine
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 53-69
Persistent link: https://www.econbiz.de/10011704104
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Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
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M-estimators of U-processes with a change-point due to a covariate threshold
Tan, Lili
;
Zhang, Yichong
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 248-259
Persistent link: https://www.econbiz.de/10012176619
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