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subject:"Estimation"
subject:"Zeitreihenanalyse"
~person:"Li, Degui"
~person:"Zakoïan, Jean-Michel"
~type_genre:"Arbeitspapier"
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Estimation
Zeitreihenanalyse
Estimation theory
37
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13
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1987-1993
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Li, Degui
Zakoïan, Jean-Michel
Gao, Jiti
47
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33
Phillips, Peter C. B.
30
Lütkepohl, Helmut
27
Nielsen, Morten Ørregaard
24
Kapetanios, George
23
Pesaran, M. Hashem
23
Härdle, Wolfgang
22
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22
Maravall Herrero, Agustín
22
Cai, Zongwu
21
Franses, Philip Hans
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21
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20
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19
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18
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17
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15
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14
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11
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11
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11
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11
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11
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10
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10
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10
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10
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10
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10
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9
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9
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ECONIS (ZBW)
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1
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
3
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
4
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
5
New semiparametric estimation procedure for functional coefficient longitudinal data models
Chen, Jia
;
Li, Degui
;
Xia, Yingcun
-
2015
Persistent link: https://www.econbiz.de/10011411615
Saved in:
6
Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
-
2014
Persistent link: https://www.econbiz.de/10010411292
Saved in:
7
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
-
2013
Persistent link: https://www.econbiz.de/10009790613
Saved in:
8
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010189524
Saved in:
9
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
10
Estimating smooth structural change in cointegration models
Philips, Peter C.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010190229
Saved in:
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