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subject:"Share price"
type_genre:"Article in journal"
~person:"Gao, Jiti"
~person:"Hong, Yongmiao"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Share price
Time series analysis
Estimation theory
51
Schätztheorie
51
Zeitreihenanalyse
21
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Estimation
15
Schätzung
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Gao, Jiti
Hong, Yongmiao
Phillips, Peter C. B.
28
Leybourne, Stephen James
18
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16
Taylor, Robert
16
Teräsvirta, Timo
16
Harvey, Andrew C.
15
Lütkepohl, Helmut
15
Johansen, Søren
14
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13
Hassler, Uwe
13
Perron, Pierre
13
Tauchen, George Eugene
11
Xiao, Zhijie
11
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10
Koop, Gary
10
Li, Jia
10
Maheswaran, S.
10
McAleer, Michael
10
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10
Zakoïan, Jean-Michel
10
Zhu, Ke
10
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9
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9
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9
Kapetanios, George
9
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9
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9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Chan, Ngai Hang
8
Chen, Xiaohong
8
Franses, Philip Hans
8
Ghysels, Eric
8
Kumar, Dilip
8
Li, Qi
8
McElroy, Tucker
8
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8
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8
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Econometric theory
5
Journal of econometrics
4
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Cambridge working papers in economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
21
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
3
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
4
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
5
Varying-coefficient panel data models with nonstationarity and partially observed factor structure
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
Saved in:
6
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:
7
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:
8
Threshold autoregressive models for interval-valued time series data
Sun, Yuying
;
Han, Ai
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 414-446
Persistent link: https://www.econbiz.de/10012110403
Saved in:
9
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:
10
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:
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