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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Stock, James H."
~person:"Su, Liangjun"
~type_genre:"Arbeitspapier"
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Estimation theory
Share price
Schätztheorie
4
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Autocorrelation
1
Autokorrelation
1
Factor analysis
1
Factor error structure
1
Faktorenanalyse
1
Fourier transform
1
Frequency domain regression
1
IV-Schätzung
1
Induktive Statistik
1
Instrumental variables
1
Interactive fixed effects
1
Long-range dependence
1
Principal components
1
Regression analysis
1
Regressionsanalyse
1
Statistical inference
1
Time series analysis
1
Zeitreihenanalyse
1
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Arbeitspapier
Graue Literatur
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English
4
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Stock, James H.
Su, Liangjun
Phillips, Peter C. B.
80
Andrews, Donald W. K.
27
Chen, Xiaohong
18
Guggenberger, Patrik
10
Armstrong, Timothy B.
8
Otsu, Taisuke
7
Sun, Yixiao
7
Cheng, Xu
5
Yu, Jun
5
Cho, Jin Seo
4
Gao, Jiti
4
Jin, Sainan
4
Lieberman, Offer
4
Pouzo, Demian
4
Shimotsu, Katsumi
4
Sul, Donggyu
4
Wang, Qiying
4
Wang, Ying
4
Chernozhukov, Victor
3
Fair, Ray C.
3
Giraitis, Liudas
3
Han, Chirok
3
Kheifets, Igor
3
Kolesár, Michal
3
Shi, Xiaoxia
3
Bandi, Federico M.
2
Brown, Donald J.
2
Chao, John C.
2
Christensen, Timothy M.
2
Dalla, Violetta
2
Fan, Yanqin
2
Fernández-Val, Iván
2
Jiang, Liang
2
Kitamura, Yuichi
2
Leeb, Hannes
2
Li, Degui
2
Liao, Zhipeng
2
Linton, Oliver
2
Magdalinos, Tassos
2
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Cowles Foundation discussion paper
Technical working paper / National Bureau of Economic Research
7
Working paper / National Bureau of Economic Research, Inc.
5
Boston College working papers in economics
2
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper series / IZA
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers series in theoretical and applied economics
1
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ECONIS (ZBW)
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Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
2
Nonparametric structural estimation via continuous location shifts in an endogenous regressor
Phillips, Peter C. B.
;
Su, Liangjun
-
2009
Persistent link: https://www.econbiz.de/10003842075
Saved in:
3
A parodox of inconsistent parametric and consistent nonparametric regression
Phillips, Peter C. B.
;
Su, Liangjun
-
2009
Persistent link: https://www.econbiz.de/10003842086
Saved in:
4
Inference with weak instruments
Andrews, Donald W. K.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003468408
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