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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Sun, Yixiao"
~person:"Ullah, Aman"
~type:"book"
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Estimation theory
Share price
Schätztheorie
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Autocorrelation
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Sun, Yixiao
Ullah, Aman
White, Halbert
21
Engle, Robert F.
11
Granger, C. W. J.
11
Elliott, Graham
5
Chen, Xiaohong
4
Den Haan, Wouter J.
4
Hamilton, James D.
3
Hong, Yongmiao
3
Kim, Tae-hwan
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Levin, Andrew T.
3
Sakata, Shinichi
3
Aparicio Acosta, Felipe M.
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Haldrup, Niels
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Hyung, Namwon
2
Russell, Jeffrey R.
2
Stock, James H.
2
Sueyoshi, Glenn T.
2
Teräsvirta, Timo
2
Alberini, Anna
1
Andrews, Donald W. K.
1
Bates, Charles E.
1
Bertail, Patrice
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Bollerslev, Tim
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Boswijk, Herman Peter
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Broseta, Bruno
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Cabrales, Antonio
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Corradi, Valentina
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Dardanoni, Valentino
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Deb, Partha
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Ding, Zhuanxin
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Forcina, Antonio
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1
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Discussion paper / Department of Economics, University of California San Diego
Cowles Foundation discussion paper
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5
Recent work / Department of Economics, UCSD
4
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Working papers series in theoretical and applied economics
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001753309
Saved in:
2
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753311
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3
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001711721
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