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isPartOf:"Discussion paper"
subject:"Nichtparametrisches Verfahren"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"The econometrics journal"
~person:"Chen, Jia"
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Nichtparametrisches Verfahren
Estimation theory
6
Schätztheorie
6
Estimation
3
Nonparametric statistics
3
Schätzung
3
Time series analysis
3
Zeitreihenanalyse
3
Correlation
2
Factor analysis
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Faktorenanalyse
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Korrelation
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Panel
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Panel study
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Asymptotic distribution
1
Business network
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Börsenkurs
1
CLIME
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Causality analysis
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Cointegration
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Dynamic covariance matrix
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Edgeworth expansion
1
Factor model
1
Granger causality
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Hierarchical agglomerative clustering
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High-frequency data
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Kausalanalyse
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Kointegration
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LASSO
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Local power function
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MAMAR
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Market microstructure
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Marktmikrostruktur
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Microstructure noise
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Nichtlineare Regression
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Noise Trading
1
Noise trading
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Non-stationarity
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Chen, Jia
Linton, Oliver
12
Breunig, Christoph
5
Gao, Jiti
4
Hoderlein, Stefan
4
Li, Degui
4
Mammen, Enno
3
Xiao, Zhijie
3
Ai, Chunrong
2
Escanciano, Juan Carlos
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Gørgens, Tue
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Jochmans, Koen
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Kristensen, Dennis
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Lewbel, Arthur
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Phillips, Peter C. B.
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Rodríguez Poo, Juan Manuel
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2
Soberon, Alexandra
2
Srisuma, Sorawoot
2
Tzavidis, Nikos
2
Wu, Changbao
2
Zhang, Zheng
2
Adams, Christopher P.
1
Alfò, Marco
1
Antoine, Bertille
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Blevins, Jason R.
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Bravo, Francesco
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Bu, Ruijun
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Camponovo, Lorenzo
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Chen, Le-Yu
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Chen, Songnian
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Chesher, Andrew
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Cosma, Antonio
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Discussion paper
Cambridge working papers in economics
The econometrics journal
Discussion papers in economics
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Cambridge-INET working papers
1
Janeway Institute working paper series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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Macquarie Business School Research Paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
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2
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
3
Non-parametric time-varying coefficient panel data models with fixed effects
Li, Degui
;
Chen, Jia
;
Gao, Jiti
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 387-408
Persistent link: https://www.econbiz.de/10009382522
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