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subject:"Core"
subject:"Nonparametric statistics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Momentenmethode"
~type_genre:"Arbeitspapier"
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Core
Nonparametric statistics
Momentenmethode
Estimation theory
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Schätztheorie
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Gao, Jiti
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8
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
157
Cowles Foundation discussion paper
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Discussion papers of interdisciplinary research project 373
43
Discussion paper series / IZA
39
Discussion paper / Tinbergen Institute
38
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36
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
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25
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10
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
7
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Working paper / University of Toronto, Department of Economics
7
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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
Semiparametric single-index estimation for average treatment effects
Huang, Difang
;
Gao, Jiti
;
Oka, Tatsushi
-
2022
Persistent link: https://www.econbiz.de/10013494395
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
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:
7
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
8
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
9
A linear estimator for factor-augmented fixed-t panels with endogenous regressors
Juodis, Arturas
;
Sarafid, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012606877
Saved in:
10
Bounding program benefits when participation is misreported
Tommasi, Denni
;
Zhang, Lina
-
2020
Persistent link: https://www.econbiz.de/10012608348
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