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subject:"Börsenkurs"
subject:"Estimation"
~person:"Gao, Jiti"
~subject:"Bootstrap approach"
~subject:"Forecasting model"
~type_genre:"Arbeitspapier"
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Börsenkurs
Estimation
Bootstrap approach
Forecasting model
Estimation theory
74
Schätztheorie
74
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Time series analysis
36
Zeitreihenanalyse
36
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23
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Regressionsanalyse
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Kointegration
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Nichtlineare Regression
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Nonlinear regression
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Nonparametric Kernel Estimation
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Private Krankenversicherung
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Statistical test
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Statistischer Test
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series estimator
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Aktienmarkt
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Gao, Jiti
Cai, Zongwu
23
Marcellino, Massimiliano
21
Kapetanios, George
20
Linton, Oliver
20
Pesaran, M. Hashem
19
Härdle, Wolfgang
18
Lütkepohl, Helmut
16
Nielsen, Morten Ørregaard
16
Swanson, Norman R.
16
MacKinnon, James G.
15
Koop, Gary
13
Koopman, Siem Jan
13
Hsu, Yu-Chin
12
Kitagawa, Toru
12
Chen, Xiaohong
11
Huber, Florian
11
Hyndman, Rob J.
11
Phillips, Peter C. B.
11
Cavaliere, Giuseppe
10
Hoderlein, Stefan
10
Van Keilegom, Ingrid
10
Weidner, Martin
10
Berg, Gerard J. van den
9
Diebold, Francis X.
9
Fang, Ying
9
Horowitz, Joel
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Kilian, Lutz
9
Lechner, Michael
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Sibbertsen, Philipp
9
Athanasopoulos, George
8
Card, David E.
8
Corradi, Valentina
8
Croux, Christophe
8
Dijk, Dick van
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Lee, David S.
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Pei, Zhuan
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Working paper / Department of Econometrics and Business Statistics, Monash University
21
CEMMAP working papers / Centre for Microdata Methods and Practice
2
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1
School of Accounting, Finance and Economics & FEMARC working paper series
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ECONIS (ZBW)
25
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1
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
2
Multi-level panel data models : estimation and empirical analysis
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013193952
Saved in:
3
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:
4
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:
5
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
Saved in:
6
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
7
A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
;
Zhang, Xiaohui
-
2015
Persistent link: https://www.econbiz.de/10011781225
Saved in:
8
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012606715
Saved in:
9
Time-varying coefficient spatial autoregressive panel data model with fixed effects
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2019
Persistent link: https://www.econbiz.de/10012606718
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
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