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isPartOf:"Economic modelling"
subject:"Volatility"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
357
Schätztheorie
357
Zeitreihenanalyse
135
Estimation
95
Schätzung
94
Nichtparametrisches Verfahren
57
Nonparametric statistics
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Panel study
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Gao, Jiti
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Hyndman, Rob J.
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Peng, Bin
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Martin, Gael M.
9
Dong, Chaohua
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Poskitt, Donald Stephen
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Yan, Yayi
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Kumar, Dilip
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Linton, Oliver
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Yang, Yanrong
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Athanasopoulos, George
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Cai, Biqing
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Forbes, Catherine Scipione
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Grose, Simone D.
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Koo, Bonsoo
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Li, Degui
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Maheswaran, S.
3
Nadarajah, K.
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Pan, Guangming
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Tjostheim, Dag
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Vahid, Farshid
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Asai, Manabu
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Cheng, Tingting
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Demetrescu, Matei
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Jiang, Bin
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Maneesoonthorn, Worapree
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Panagiotelis, Anastasios
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Peiris, Shelton
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Politis, Dimitris N.
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Raïssi, Hamdi
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Skrobotov, Anton
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Snyder, Ralph D.
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Economic modelling
Journal of time series econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
368
Econometric theory
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
153
Discussion paper / Tinbergen Institute
106
Econometric reviews
97
International journal of forecasting
69
CREATES research paper
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61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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NBER Working Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
The econometrics journal
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Cowles Foundation discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
38
Journal of empirical finance
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
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Computational economics
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Journal of applied econometrics
33
EUI working paper / ECO
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SFB 649 discussion paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
25
Working paper series
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Oxford bulletin of economics and statistics
24
Technical working paper / National Bureau of Economic Research
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Discussion paper / Center for Economic Research, Tilburg University
23
LSE STICERD Research Paper
23
NBER technical working paper series
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Umeå economic studies
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Discussion paper / Centre for Economic Forecasting
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ECONIS (ZBW)
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1
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
Saved in:
2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
3
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
4
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
5
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
6
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
7
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
8
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
9
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
10
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2021
Persistent link: https://www.econbiz.de/10012697853
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