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subject:"Share price"
type_genre:"Article in journal"
~person:"Gao, Jiti"
~subject:"Kernel degeneracy"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Share price
Kernel degeneracy
Time series analysis
Estimation theory
38
Schätztheorie
38
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19
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19
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13
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12
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12
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Gao, Jiti
Phillips, Peter C. B.
29
Leybourne, Stephen James
18
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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
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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, Degui
8
Li, Qi
8
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8
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Journal of econometrics
4
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Cambridge working papers in economics
1
The econometrics journal
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ECONIS (ZBW)
14
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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
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
5
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:
6
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:
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
Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 117-136
Persistent link: https://www.econbiz.de/10011345989
Saved in:
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