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subject:"Nichtparametrisches Verfahren"
type_genre:"Article in journal"
~person:"Li, Degui"
~subject:"Forecasting model"
~type_genre:"Rezension"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Forecasting model
Estimation theory
20
Schätztheorie
20
Nonparametric statistics
14
Regression analysis
7
Regressionsanalyse
7
Time series analysis
7
Zeitreihenanalyse
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Estimation
3
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Dynamic covariance matrix
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Kernel estimation
2
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2
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Li, Degui
Linton, Oliver
35
Li, Qi
30
Cai, Zongwu
23
Su, Liangjun
22
Gao, Jiti
20
Florens, Jean-Pierre
19
Chen, Songnian
17
Chen, Xiaohong
17
Kumbhakar, Subal
17
Parmeter, Christopher F.
17
Racine, Jeffrey
17
Phillips, Peter C. B.
16
Simar, Léopold
16
Ullah, Aman
15
Sun, Yiguo
14
Tsionas, Efthymios G.
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
Henderson, Daniel J.
12
Hoderlein, Stefan
11
Kumar, Dilip
11
Lewbel, Arthur
11
Fan, Jianqing
10
Otsu, Taisuke
10
White, Halbert
10
Xiao, Zhijie
10
Breunig, Christoph
9
Kapetanios, George
9
Lu, Xun
9
Mammen, Enno
9
Newey, Whitney K.
9
Robinson, Peter M.
9
Tu, Yundong
9
Van Keilegom, Ingrid
9
Yao, Feng
9
Ai, Chunrong
8
Fan, Yanqin
8
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Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Cambridge working papers in economics
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Cambridge-INET working papers
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ECONIS (ZBW)
14
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1
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
2
Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao
;
Peng, Bin
;
Li, Degui
;
Leng, Chenlei
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
Saved in:
3
Nonparametric quantile regression estimation with mixed discrete and continuous data
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 741-756
Persistent link: https://www.econbiz.de/10012587976
Saved in:
4
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10012303906
Saved in:
5
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong
;
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
Saved in:
6
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
7
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
8
Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng
;
Li, Degui
;
Liang, Zhongwen
;
Hsiao, Cheng
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
Saved in:
9
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Econometric theory
32
(
2016
)
3
,
pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
Saved in:
10
Local composite quantile regression smoothing for Harris recurrent Markov processes
Li, Degui
;
Li, Runze
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 44-56
Persistent link: https://www.econbiz.de/10011705029
Saved in:
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