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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Gao, Jiti"
~subject:"Capital income"
~subject:"Statistical inference"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Capital income
Statistical inference
Estimation theory
28
Schätztheorie
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Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Estimation
10
Schätzung
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Time series analysis
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Bank lending
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Gao, Jiti
Phillips, Peter C. B.
13
Linton, Oliver
10
Li, Jia
9
Nielsen, Morten Ørregaard
9
Taylor, Robert
9
Demetrescu, Matei
8
Li, Yingying
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Zhu, Ke
8
Andersen, Torben
7
Francq, Christian
7
Kapetanios, George
7
Koopman, Siem Jan
7
Kumar, Dilip
7
Li, Degui
7
Lütkepohl, Helmut
7
Marcellino, Massimiliano
7
Peng, Liang
7
Teräsvirta, Timo
7
Todorov, Viktor
7
Wang, Shouyang
7
Blasques, Francisco
6
Inoue, Atsushi
6
Kim, Donggyu
6
Lucas, André
6
Shang, Han Lin
6
Tu, Yundong
6
Watson, Mark W.
6
Xiao, Zhijie
6
Zheng, Xinghua
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Davis, Richard A.
5
Dong, Chaohua
5
Dufour, Jean-Marie
5
Fan, Jianqing
5
Ma, Jun
5
Maheswaran, S.
5
Omay, Tolga
5
Peng, Bin
5
Rodrigues, Paulo M. M.
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Sucarrat, Genaro
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Econometric reviews
2
Econometric theory
1
Essays in honor of Joon Y. Park : econometric theory
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
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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
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:
3
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
9
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
Saved in:
10
A misspecification test for multiplicative error models of non-negative time series processes
Gao, Jiti
;
Kim, Nam Hyun
;
Saart, Patrick W.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 346-359
Persistent link: https://www.econbiz.de/10011504553
Saved in:
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