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source:"econis"
subject:"Zeitreihenanalyse"
~person:"Dong, Chaohua"
~person:"Mills, Terence C."
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
21
Schätztheorie
21
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17
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6
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6
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4
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4
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Dong, Chaohua
Mills, Terence C.
Phillips, Peter C. B.
29
Leybourne, Stephen James
18
Teräsvirta, Timo
17
Harvey, Andrew C.
16
Johansen, Søren
16
Taylor, Robert
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Gao, Jiti
15
Linton, Oliver
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15
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14
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13
Perron, Pierre
13
Hendry, David F.
11
Robinson, Peter M.
11
Baillie, Richard
10
Koop, Gary
10
Tauchen, George Eugene
10
Xiao, Zhijie
10
Zhu, Ke
10
Chan, Ngai Hang
9
Chen, Xiaohong
9
Engle, Robert F.
9
Granger, C. W. J.
9
Harvey, David I.
9
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9
Koopman, Siem Jan
9
Li, Jia
9
Li, Qi
9
Lucas, André
9
McElroy, Tucker
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9
Stock, James H.
9
Sun, Yixiao
9
Watson, Mark W.
9
Westerlund, Joakim
9
Bauwens, Luc
8
Franses, Philip Hans
8
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Hong, Yongmiao
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Journal of econometrics
4
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2
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2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
International journal of finance & economics : IJFE
1
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1
Modern perspectives on the gold standard
1
Quantitative aspects of post-war European economic growth
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Ricerche economiche
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ECONIS (ZBW)
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1
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
2
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:
3
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:
4
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:
5
Additive nonparametric models with time variable and both stationary and nonstationary regressors
Dong, Chaohua
;
Linton, Oliver
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 212-236
Persistent link: https://www.econbiz.de/10012116290
Saved in:
6
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:
7
[Rezension von: Mills, Terence C., The econometric modelling of financial time series]
Dijk, Dick van
- In:
De economist : Netherlands economic review ; quarterly …
148
(
2000
)
3
,
pp. 412-413
Persistent link: https://www.econbiz.de/10001508942
Saved in:
8
Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C.
- In:
Journal of economic surveys
12
(
1998
)
3
,
pp. 279-312
Persistent link: https://www.econbiz.de/10001244882
Saved in:
9
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
Saved in:
10
Unit roots, shocks and VARs and their place in history : an introductory guide
Mills, Terence C.
- In:
Modern perspectives on the gold standard
,
(pp. 17-51)
.
1996
Persistent link: https://www.econbiz.de/10001298971
Saved in:
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