//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
type_genre:"Graue Literatur"
~person:"Poskitt, Donald Stephen"
~person:"Yan, Yayi"
~subject:"Nonparametric statistics"
~subject:"VAR model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Nonparametric statistics
VAR model
Estimation theory
24
Schätztheorie
24
Time series analysis
12
Zeitreihenanalyse
12
Nichtparametrisches Verfahren
7
Estimation
5
Schätzung
5
VAR-Modell
4
ARMA model
3
ARMA-Modell
3
Bias
3
IV-Schätzung
3
Instrumental variables
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Multivariate Time Series
3
Statistical test
3
Statistischer Test
3
Systematischer Fehler
3
Binary Dependent Variables
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Causality analysis
2
Cointegration
2
Instrument Identification Power
2
Kausalanalyse
2
Kointegration
2
Long memory
2
Nonparametric Kernel Estimation
2
Probit model
2
Probit-Modell
2
ReLU
2
Whittle
2
conditional sum of squares
2
ARFIMA
1
Asymmetric Endogeneity
1
Asymptotic Theory
1
Autocorrelation
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
10
Non-commercial literature
10
Working Paper
10
Language
All
English
10
Author
All
Poskitt, Donald Stephen
Yan, Yayi
Gao, Jiti
31
Peng, Bin
8
Cheng, Tingting
6
Zhang, Xibin
6
Gong, Xiaodong
5
Linton, Oliver
5
Athanasopoulos, George
4
Vahid, Farshid
4
Frazier, David T.
3
Li, Degui
3
Silvapulle, Mervyn J.
3
Zhang, Lina
3
Zhao, Xueyan
3
Hong, Han
2
Hyndman, Rob J.
2
Jiang, Bin
2
King, Maxwell L.
2
Koo, Bonsoo
2
Liang, Xuan
2
Liu, Fei
2
Panagiotelis, Anastasios
2
Ranasinghe, Kulan
2
Shang, Han Lin
2
Silvapulle, Paramsothy
2
Yang, Yanrong
2
Chen, Jia
1
Chen, Xiangjin B.
1
Dong, Chaohua
1
Donga, Chaohua
1
Feng, Guohua
1
Forbes, Catherine Scipione
1
Guillén, Osmani Teixeira de Carvalho
1
Harris, David
1
Huang, Difang
1
Issler, João Victor
1
Juodis, Artūras
1
Kang, Yicheng
1
Karavias, Yiannis
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452599
Saved in:
2
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:
3
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:
4
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2021
-
(updated version of working paper no. 34/20)
Persistent link: https://www.econbiz.de/10012697939
Saved in:
5
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
6
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
7
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2020
Persistent link: https://www.econbiz.de/10012610822
Saved in:
8
A class of time-varying vector moving average (∞) models
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610863
Saved in:
9
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Li, Chuhui
;
Poskitt, Donald Stephen
;
Zhao, Xueyan
-
2016
Persistent link: https://www.econbiz.de/10011781773
Saved in:
10
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->