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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Gao, Jiti"
~person:"Rodrigues, Paulo M. M."
~subject:"Capital income"
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Zeitreihenanalyse
Capital income
Estimation theory
35
Schätztheorie
35
Estimation
13
Schätzung
13
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Time series analysis
12
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9
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9
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IVX estimation
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Kernel degeneracy
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Local linear estimation
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Gao, Jiti
Rodrigues, Paulo M. M.
Phillips, Peter C. B.
10
Li, Jia
9
Linton, Oliver
9
Taylor, Robert
9
Demetrescu, Matei
8
Zhu, Ke
8
Kapetanios, George
7
Koopman, Siem Jan
7
Kumar, Dilip
7
Li, Degui
7
Li, Yingying
7
Lütkepohl, Helmut
7
Marcellino, Massimiliano
7
Teräsvirta, Timo
7
Wang, Shouyang
7
Andersen, Torben
6
Francq, Christian
6
Kim, Donggyu
6
Lucas, André
6
Nielsen, Morten Ørregaard
6
Shang, Han Lin
6
Todorov, Viktor
6
Tu, Yundong
6
Blasques, Francisco
5
Davis, Richard A.
5
Dong, Chaohua
5
Maheswaran, S.
5
Omay, Tolga
5
Peng, Bin
5
Sucarrat, Genaro
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Zheng, Xinghua
5
Agiakloglou, Christos N.
4
Bauwens, Luc
4
Bollerslev, Tim
4
Cavaliere, Giuseppe
4
Fan, Jianqing
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Econometric theory
1
Essays in honor of Joon Y. Park : econometric theory
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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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
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
3
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
4
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
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
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
7
Varying-coefficient panel data models with nonstationarity and partially observed factor structure
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
Saved in:
8
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
9
Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
Saved in:
10
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
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