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person:"Tripathi, Gautam"
subject:"Nichtparametrisches Verfahren"
~isPartOf:"Discussion paper"
~isPartOf:"Journal of econometrics"
~person:"Li, Degui"
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Nichtparametrisches Verfahren
Estimation theory
14
Schätztheorie
14
Nonparametric statistics
8
Regression analysis
4
Regressionsanalyse
4
Time series analysis
3
Zeitreihenanalyse
3
Cointegration
2
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2
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Tripathi, Gautam
Li, Degui
Linton, Oliver
15
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10
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9
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9
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8
Cai, Zongwu
7
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7
Robinson, Peter M.
7
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7
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7
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7
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6
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6
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5
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5
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5
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5
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5
Phillips, Peter C. B.
5
Sasaki, Yuya
5
Xu, Ke-Li
5
Das, Mitali
4
Dong, Chaohua
4
Escanciano, Juan Carlos
4
Haiqing Xu
4
Hsiao, Cheng
4
Kristensen, Dennis
4
Lavergne, Pascal
4
Lu, Xun
4
Peng, Bin
4
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4
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3
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3
Hu, Yingyao
3
Lee, Sokbae
3
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Discussion paper
Journal of econometrics
Cambridge working papers in economics
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Discussion papers in economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
Janeway Institute working paper series
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
8
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1
Missing endogenous variables in conditional moment restriction models
Cosma, Antonio
;
Kostyrka, Andreï
;
Tripathi, Gautam
-
2024
Persistent link: https://www.econbiz.de/10014472580
Saved in:
2
Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao
;
Peng, Bin
;
Li, Degui
;
Leng, Chenlei
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
Saved in:
3
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10012303906
Saved in:
4
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong
;
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
Saved in:
5
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:
6
Local composite quantile regression smoothing for Harris recurrent Markov processes
Li, Degui
;
Li, Runze
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 44-56
Persistent link: https://www.econbiz.de/10011705029
Saved in:
7
A flexible semiparametric forecasting model for time series
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
Saved in:
8
A simplified approach to computing efficiency bounds in semiparametric models
Severini, Thomas A.
;
Tripathi, Gautam
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 23-66
Persistent link: https://www.econbiz.de/10001575283
Saved in:
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