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accessRights:"restricted"
person:"Jordà, Òscar"
~person:"Gao, Jiti"
~person:"Hahn, Jinyong"
~person:"Kilian, Lutz"
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Estimation theory
54
Schätztheorie
54
Nichtparametrisches Verfahren
18
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18
Estimation
13
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13
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13
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Jordà, Òscar
Gao, Jiti
Hahn, Jinyong
Kilian, Lutz
Tsionas, Efthymios G.
40
Lee, Lung-fei
27
Phillips, Peter C. B.
27
Linton, Oliver
23
Parmeter, Christopher F.
22
Su, Liangjun
22
Baltagi, Badi H.
21
Zhang, Xinyu
21
Kumbhakar, Subal
19
Tu, Yundong
18
Cai, Zongwu
17
Ullah, Aman
17
Marcellino, Massimiliano
16
Wooldridge, Jeffrey M.
16
Bera, Anil K.
15
Chen, Songnian
15
Li, Qi
15
Sentana, Enrique
15
Kapetanios, George
14
Li, Degui
14
Peng, Bin
14
Westerlund, Joakim
14
Escanciano, Juan Carlos
13
Hsiao, Cheng
13
Bai, Jushan
12
Francq, Christian
12
Li, Kunpeng
12
Otsu, Taisuke
12
Peng, Liang
12
Zhou, Qiankun
12
Dufour, Jean-Marie
11
Florens, Jean-Pierre
11
Imbens, Guido
11
Inoue, Atsushi
11
Jin, Fei
11
Robinson, Peter M.
11
Simar, Léopold
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Journal of econometrics
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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ECONIS (ZBW)
54
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
3
The influence function of semiparametric two-step estimators with estimated control variables
Hahn, Jinyong
;
Liao, Zhipeng
;
Ridder, Geert
;
Shi, Ruoyao
- In:
Economics letters
231
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460684
Saved in:
4
Most powerful test against a sequence of high dimensional local alternatives
He, Yi
;
Jaidee, Sombut
;
Gao, Jiti
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 151-177
Persistent link: https://www.econbiz.de/10014364694
Saved in:
5
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
6
The econometrics of oil market VAR models
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 65-95)
.
2023
Persistent link: https://www.econbiz.de/10014315146
Saved in:
7
Joint time-series and cross-section limit theory under mixingale assumptions
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
38
(
2022
)
5
,
pp. 942-958
Persistent link: https://www.econbiz.de/10013469685
Saved in:
8
When do state-dependent local projections work?
Gonçalves, Sílvia
;
Herrera, Ana María
;
Kilian, Lutz
; …
-
2022
Persistent link: https://www.econbiz.de/10013187676
Saved in:
9
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Saved in:
10
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
Hahn, Jinyong
;
Liu, Xueyuan
- In:
Economics letters
219
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013470559
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