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language:"eng"
subject:"Zeitreihenanalyse"
~person:"Gao, Jiti"
~subject:"Maximum likelihood estimation"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Maximum likelihood estimation
Estimation theory
38
Schätztheorie
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Nonparametric statistics
16
Time series analysis
15
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Panel study
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Gao, Jiti
Phillips, Peter C. B.
32
Lee, Lung-fei
19
Leybourne, Stephen James
18
Teräsvirta, Timo
17
Harvey, Andrew C.
16
Johansen, Søren
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Lütkepohl, Helmut
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Taylor, Robert
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Linton, Oliver
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Chambers, Marcus J.
14
Robinson, Peter M.
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Hassler, Uwe
13
Perron, Pierre
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Chan, Ngai Hang
11
Francq, Christian
11
Hendry, David F.
11
Lucas, André
11
Mills, Terence C.
11
Zakoïan, Jean-Michel
11
Baillie, Richard
10
Chen, Xiaohong
10
Koop, Gary
10
Koopman, Siem Jan
10
Li, Qi
10
Tauchen, George Eugene
10
Xiao, Zhijie
10
Zhu, Ke
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Engle, Robert F.
9
Harvey, David I.
9
Kapetanios, George
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9
McAleer, Michael
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McElroy, Tucker
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Nelson, Daniel B.
9
Pesaran, M. Hashem
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Su, Liangjun
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Sun, Yixiao
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9
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
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Journal of econometrics
3
Econometric reviews
2
Economics letters
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of Peter C. B. Phillips
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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The econometrics journal
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ECONIS (ZBW)
17
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
3
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Saved in:
4
Varying-coefficient panel data models with nonstationarity and partially observed factor structure
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
Saved in:
5
Regime switching panel data models with interactive fixed effects
Cheng, Tingting
;
Gao, Jiti
;
Yan, Yayi
- In:
Economics letters
177
(
2019
),
pp. 47-51
Persistent link: https://www.econbiz.de/10012121492
Saved in:
6
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
7
Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
Saved in:
8
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
9
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
10
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
Saved in:
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