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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Schätzung"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Su, Liangjun"
~subject:"ARCH-Modell"
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Schätzung
ARCH-Modell
Estimation theory
9
Schätztheorie
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Estimation
5
Time series analysis
4
Zeitreihenanalyse
4
CAPM
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Capital income
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Correlation
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Endogeneity
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Heterogeneity
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Kapitaleinkommen
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Korrelation
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Panel
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Panel study
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Regression analysis
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Regressionsanalyse
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Specification test
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Statistical test
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Statistischer Test
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ARCH model
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Additive regression
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Anomaly effects
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Asset pricing
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Bildungsertrag
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Börsenkurs
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Classifier-Lasso
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Common factors
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Conditional CAPM
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Conditional alpha test
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Conditional factor models
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Covariance matrix
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Discrete variables
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EIV
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Factor analysis
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Su, Liangjun
Bauwens, Luc
3
Bollerslev, Tim
3
Gao, Jiti
3
Hsu, Yu-Chin
3
Li, Qi
3
Lieli, Robert P.
3
Liesenfeld, Roman
3
Caner, Mehmet
2
Egger, Peter
2
Einmahl, John H. J.
2
Franses, Philip Hans
2
Hautsch, Nikolaus
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Jin, Sainan
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Juodis, Artūras
2
Lan, Wei
2
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2
Li, Guodong
2
Ling, Shiqing
2
Meng, Ming
2
Oh, Dong-Yop
2
Qin, Jing
2
Racine, Jeffrey
2
Richard, Jean-François
2
Sheppard, Kevin
2
Tsai, Chih-Ling
2
Tsay, Ruey S.
2
Uematsu, Yoshimasa
2
Ullah, Aman
2
Van Keilegom, Ingrid
2
Wang, Hansheng
2
Weber, Enzo
2
Yamagata, Takashi
2
Abrevaya, Jason
1
Adachi, Takanori
1
Aielli, Gian Piero
1
Almanidis, Pavlos
1
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An, Yonghong
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
4
Quantitative economics : QE ; journal of the Econometric Society
2
Econometric reviews
1
Handbook of empirical economics and finance
1
Working papers series in theoretical and applied economics
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1
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
2
Sieve estimation of time-varying panel data models with latent structures
Su, Liangjun
;
Wang, Xia
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 334-349
Persistent link: https://www.econbiz.de/10012177362
Saved in:
3
A combined approach to the inference of conditional factor models
Li, Yan
;
Su, Liangjun
;
Xu, Yuewu
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10011390015
Saved in:
4
Nonparametric testing for anomaly effects in empirical asset pricing models
Jin, Sainan
;
Su, Liangjun
;
Zhang, Yonghui
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 9-36
Persistent link: https://www.econbiz.de/10011285985
Saved in:
5
Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun
;
Murtazashvili, Irina
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 184-207
Persistent link: https://www.econbiz.de/10009754005
Saved in:
6
Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model
Long, Xiangdong
;
Su, Liangjun
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 109-125
Persistent link: https://www.econbiz.de/10009159106
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