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isPartOf:"Discussion paper"
subject:"Nichtparametrisches Verfahren"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Cheng, Tingting"
~subject:"Forecasting model"
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Nichtparametrisches Verfahren
Forecasting model
Estimation theory
9
Schätztheorie
9
Nonparametric statistics
6
Bayes-Statistik
3
Bayesian inference
3
localized bandwidth
3
Aktienmarkt
2
Bayesian average
2
Börsenkurs
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Kernel estimator
2
Prognoseverfahren
2
Schätzung
2
Share price
2
Statistical theory
2
Statistische Methodenlehre
2
Stock market
2
Time series analysis
2
Zeitreihenanalyse
2
conditional mean estimation
2
ergodic theorem
2
locally stationary process
2
series estimator
2
summary statistic
2
ARCH model
1
ARCH-Modell
1
Density estimation
1
ECM algorithm
1
GARCH model
1
Hyperparameter estimation
1
Interactive effect
1
Local constant estimator
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Maximum likelihood Estimation
1
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Graue Literatur
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Non-commercial literature
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Working Paper
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English
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Cheng, Tingting
Gao, Jiti
30
Hyndman, Rob J.
9
Zhang, Xibin
7
Frazier, David T.
5
Gong, Xiaodong
5
Linton, Oliver
5
Peng, Bin
5
Breunig, Christoph
4
Koo, Bonsoo
4
Schmid, Timo
4
Tzavidis, Nikos
4
Yan, Yayi
4
Athanasopoulos, George
3
Martin, Gael M.
3
Poskitt, Donald Stephen
3
Silvapulle, Mervyn J.
3
Vahid, Farshid
3
Zhang, Lina
3
Zhao, Xueyan
3
Hong, Han
2
Jiang, Bin
2
King, Maxwell L.
2
Li, Degui
2
Liang, Xuan
2
Liu, Fei
2
Maneesoonthorn, Worapree
2
Panagiotelis, Anastasios
2
Ranasinghe, Kulan
2
Shang, Han Lin
2
Silvapulle, Paramsothy
2
Yang, Yanrong
2
Armstrong, Jon Scott
1
Ashouri, Mahsa
1
Ben Taieb, Souhaib
1
Bergmeir, Christoph
1
Cai, Biqing
1
Chambers, Raymond L.
1
Charemza, Wojciech
1
Chen, Jia
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Discussion paper
Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cambridge working papers in economics
1
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
1
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ECONIS (ZBW)
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Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
2
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
3
Nonparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2016
-
Revised 14, 24
Persistent link: https://www.econbiz.de/10011781659
Saved in:
4
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Saved in:
5
Semiparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2014
Persistent link: https://www.econbiz.de/10011780647
Saved in:
6
Semiparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2014
-
Revised 14, 14
Persistent link: https://www.econbiz.de/10011780648
Saved in:
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