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accessRights:"free"
type_genre:"Working Paper"
~person:"Kapetanios, George"
~person:"Peng, Bin"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation theory
48
Schätztheorie
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Time series analysis
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Kapetanios, George
Peng, Bin
Gao, Jiti
36
Koopman, Siem Jan
26
Nielsen, Morten Ørregaard
22
Phillips, Peter C. B.
21
Johansen, Søren
18
Lütkepohl, Helmut
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Sibbertsen, Philipp
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Swanson, Norman R.
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Dong, Chaohua
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Martin, Gael M.
9
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9
Taylor, Robert
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Teräsvirta, Timo
9
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
Härdle, Wolfgang
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Koop, Gary
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Li, Degui
8
Pesaran, M. Hashem
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Schlicht, Ekkehart
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Fried, Roland
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Gouriéroux, Christian
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Miller, J. Isaac
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Mélard, Guy
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Ooms, Marius
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Poskitt, Donald Stephen
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Staszewska-Bystrova, Anna
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Winker, Peter
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Chen, Xiaohong
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
Saved in:
2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
3
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
4
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
5
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
6
On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
Saved in:
7
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
8
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2021
Persistent link: https://www.econbiz.de/10012697853
Saved in:
9
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
10
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
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