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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Econometric reviews"
~person:"Gao, Jiti"
~person:"Ullah, Aman"
~subject:"Schätztheorie"
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Estimation theory
Share price
Schätztheorie
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Asymptotic theory
2
Panel
2
Panel study
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
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Theory
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Biasing factors
1
Density estimation
1
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1
Economics of information
1
Entropie
1
Entropy
1
Estimation
1
Extended generalized partially linear single-index
1
GARCH model
1
GLS
1
Informationsökonomik
1
Lévy process
1
Mean Reversion
1
Mean reversion
1
Mehrebenenanalyse
1
Microeconometrics
1
Mikroökonometrie
1
Multi-level analysis
1
Ornstein-Uhlenbeck process
1
Regression analysis
1
Regressionsanalyse
1
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1
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Gao, Jiti
Ullah, Aman
Baltagi, Badi H.
10
Maasoumi, Esfandiar
6
Hsiao, Cheng
5
Li, Qi
5
Racine, Jeffrey
5
Teräsvirta, Timo
5
Dufour, Jean-Marie
4
Hall, Alastair R.
4
Kao, Chihwa
4
Kumbhakar, Subal
4
Lee, Lung-fei
4
Linton, Oliver
4
Liu, Long
4
Liu, Xiaodong
4
McAleer, Michael
4
Otsu, Taisuke
4
Perron, Pierre
4
Tu, Yundong
4
Wan, Alan T. K.
4
Ai, Chunrong
3
Bao, Yong
3
Bera, Anil K.
3
Breitung, Jörg
3
Cai, Zongwu
3
Caner, Mehmet
3
Fan, Yanqin
3
Fiebig, Denzil G.
3
Hendry, David F.
3
Jin, Fei
3
Kapetanios, George
3
King, Maxwell L.
3
Lucas, André
3
Orme, Chris D.
3
Renault, Eric
3
Su, Liangjun
3
Sun, Yiguo
3
Taylor, Luke
3
Tran, Kien C.
3
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Econometric reviews
Working paper / Department of Econometrics and Business Statistics, Monash University
62
Journal of econometrics
17
Economics letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric theory
8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Cowles Foundation Discussion Paper
5
Cowles Foundation discussion paper
4
The econometrics journal
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cambridge working papers in economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Essays in honor of Peter C. B. Phillips
2
Handbook of applied econometrics and statistical inference
2
Indian economic review : official journal of Delhi School of Economics
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
2
Working papers series in theoretical and applied economics
2
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1
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
CREATES research paper
1
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1
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1
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Essays in honor of Joon Y. Park : econometric theory
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1
Handbook of empirical economics and finance
1
International journal of forecasting
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Journal of banking & finance
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Journal of econometric methods
1
Journal of productivity analysis
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
On endogeneity and shape invariance in extended partially linear single index models
Gao, Jiti
;
Kim, Namhyun
;
Saart, Patrick W.
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 415-435
Persistent link: https://www.econbiz.de/10012181434
Saved in:
2
Nonparametric estimation of marginal effects in regression-spline random effects models
Ma, Shujie
;
Racine, Jeffrey
;
Ullah, Aman
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 792-825
Persistent link: https://www.econbiz.de/10012295582
Saved in:
3
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
4
Nonparametric localized bandwidth selection for Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 733-762
Persistent link: https://www.econbiz.de/10012181352
Saved in:
5
Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
Saved in:
6
A semiparametric generalized ridge estimator and link with model averaging
Ullah, Aman
;
Wan, Alan T. K.
;
Wang, Huansha
;
Zhang, Xinyu
; …
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 370-384
Persistent link: https://www.econbiz.de/10011795220
Saved in:
7
Interval estimation : an information theoretic approach
Golan, Amos
;
Ullah, Aman
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 781-795
Persistent link: https://www.econbiz.de/10011795492
Saved in:
8
Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
Saved in:
9
Estimation in single-index panel data models with heterogeneous link functions
Chen, Jia
;
Gao, Jiti
;
Li, Degui
- In:
Econometric reviews
32
(
2013
)
8
,
pp. 928-955
Persistent link: https://www.econbiz.de/10009758607
Saved in:
10
Estimating partially linear panel data models with one-way error components
Li, Qi
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10001240679
Saved in:
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