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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
type_genre:"Graue Literatur"
~person:"Cheng, Tingting"
~person:"Juodis, Artūras"
~subject:"Kernel estimator"
~subject:"Schätzung"
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Kernel estimator
Schätzung
Estimation theory
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Schätztheorie
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Nichtparametrisches Verfahren
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Nonparametric statistics
6
Bayes-Statistik
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Bayesian inference
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Estimation
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localized bandwidth
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conditional mean estimation
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ergodic theorem
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locally stationary process
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series estimator
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summary statistic
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"Nickell bias"
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ARCH model
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ARCH-Modell
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Cheng, Tingting
Juodis, Artūras
Gao, Jiti
19
Gong, Xiaodong
5
Linton, Oliver
4
Peng, Bin
4
Feng, Guohua
3
Poskitt, Donald Stephen
3
Yang, Yanrong
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Athanasopoulos, George
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Cai, Biqing
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Hyndman, Rob J.
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Martin, Gael M.
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Pan, Guangming
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Sarafidis, Vasilis
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Smith, Michael S.
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Vahid, Farshid
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Yan, Yayi
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Zhang, Xiaohui
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Bai, Yu
1
Bailey, Natalia
1
Chen, Xiangjin B.
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Forbes, Catherine Scipione
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Gamakumara, Puwasala
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Grose, Simone D.
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Harris, David
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Jiang, Bin
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Kang, Yicheng
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Karavias, Yiannis
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Kew, Hsein
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King, Maxwell L.
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Koo, Bonsoo
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
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A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
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2
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
3
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
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