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subject:"Share price"
type_genre:"Article in journal"
~person:"Gao, Jiti"
~person:"Leybourne, Stephen James"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Share price
Time series analysis
Estimation theory
64
Schätztheorie
64
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31
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
13
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13
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38
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Gao, Jiti
Leybourne, Stephen James
Phillips, Peter C. B.
28
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16
Lütkepohl, Helmut
16
Taylor, Robert
16
Teräsvirta, Timo
16
Harvey, Andrew C.
15
Johansen, Søren
14
Chambers, Marcus J.
13
Hassler, Uwe
13
Perron, Pierre
13
Xiao, Zhijie
12
Tauchen, George Eugene
11
Baillie, Richard
10
Koop, Gary
10
Li, Jia
10
Maheswaran, S.
10
McAleer, Michael
10
Robinson, Peter M.
10
Zakoïan, Jean-Michel
10
Zhu, Ke
10
Bauwens, Luc
9
Ghysels, Eric
9
Harvey, David I.
9
Hendry, David F.
9
Kapetanios, George
9
Koopman, Siem Jan
9
Lucas, André
9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Chan, Ngai Hang
8
Chen, Xiaohong
8
Franses, Philip Hans
8
Hong, Yongmiao
8
Kumar, Dilip
8
Li, Qi
8
McElroy, Tucker
8
Nelson, Daniel B.
8
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Journal of econometrics
10
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Economics letters
3
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2
Cambridge working papers in economics
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Journal of empirical finance
1
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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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
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
3
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:
4
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:
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
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
7
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:
8
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:
9
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
Saved in:
10
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
145
(
2016
),
pp. 239-245
Persistent link: https://www.econbiz.de/10011618823
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