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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Phillips, Peter C. B."
~person:"Shin, Dong-wan"
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Estimation theory
Share price
Schätztheorie
12
Statistical test
4
Statistischer Test
4
Correlation
3
Korrelation
3
Sampling
3
Stichprobenerhebung
3
Time series analysis
3
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conditional mean estimation
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Phillips, Peter C. B.
Shin, Dong-wan
Gao, Jiti
63
Peng, Bin
24
Hyndman, Rob J.
19
Martin, Gael M.
16
Poskitt, Donald Stephen
16
King, Maxwell L.
13
Krämer, Walter
12
Zhang, Xibin
11
Cheng, Tingting
10
Frazier, David T.
10
Hahn, Jinyong
10
Tran-van-Hoa
10
Ullah, Aman
10
Yang, Yanrong
10
Baltagi, Badi H.
9
Dong, Chaohua
9
Giles, David E. A.
9
Wooldridge, Jeffrey M.
9
Yan, Yayi
9
Forchini, Giovanni
8
Hassler, Uwe
7
Kumbhakar, Subal
7
Li, Qi
7
Linton, Oliver
7
Parmeter, Christopher F.
7
Robert, Christian P.
7
Silvapulle, Mervyn J.
7
Stengos, Thanasēs
7
Tu, Yundong
7
Westerlund, Joakim
7
Han, Chirok
6
Kapetanios, George
6
Ohtani, Kazuhiro
6
Pesaran, M. Hashem
6
Silvapulle, Paramsothy
6
Su, Liangjun
6
Zhang, Xinyu
6
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5
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Economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
Cowles Foundation discussion paper
101
Cowles Foundation Discussion Paper
44
Journal of econometrics
33
Econometric theory
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
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4
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Cowles Foundation Discussion Paper 1768
1
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1
Essays in honor of Cheng Hsiao
1
Handbook of econometrics ; Vol. 1
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
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Testing integration and cointegration
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The European journal of finance
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ECONIS (ZBW)
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1
Bayesian estimation based on summary statistics : double asymptotics and practice
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011781976
Saved in:
2
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
3
A frequency approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011781652
Saved in:
4
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:
5
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010245446
Saved in:
6
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.
;
Han, Chirok
- In:
Economics letters
127
(
2015
),
pp. 89-92
Persistent link: https://www.econbiz.de/10011382882
Saved in:
7
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
8
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
9
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
10
Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies
Shin, Dong-wan
;
Park, Sangun
- In:
Economics letters
115
(
2012
)
3
,
pp. 334-337
Persistent link: https://www.econbiz.de/10009631616
Saved in:
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