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subject:"Time series analysis"
~person:"Gao, Jiti"
~subject:"Bootstrap-Verfahren"
~type_genre:"Working Paper"
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Time series analysis
Bootstrap-Verfahren
Theorie
43
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24
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16
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Gao, Jiti
Franses, Philip Hans
63
Koopman, Siem Jan
63
Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
52
Phillips, Peter C. B.
50
Härdle, Wolfgang
44
Maravall Herrero, Agustín
40
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39
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37
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35
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35
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34
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33
Koop, Gary
32
Lucas, André
32
Feng, Yuanhua
31
Teräsvirta, Timo
31
Hyndman, Rob J.
30
Kunst, Robert M.
30
Beran, Jan
28
Hallin, Marc
28
Marcellino, Massimiliano
28
Bauwens, Luc
24
Hassler, Uwe
21
Linton, Oliver
21
Lux, Thomas
21
Robinson, Peter M.
21
Corradi, Valentina
20
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20
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19
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19
Johansen, Søren
19
Saikkonen, Pentti
19
Weihs, Claus
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17
Kapetanios, George
17
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16
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Working paper / Department of Econometrics and Business Statistics, Monash University
14
School of Economics working papers / The University of Adelaide, School of Economics
4
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ECONIS (ZBW)
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Higher-order expansions and inference for panel data models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452601
Saved in:
2
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
3
A simple bootstrap method for panel data inferences
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494332
Saved in:
4
A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013494366
Saved in:
5
Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2020
Persistent link: https://www.econbiz.de/10012607687
Saved in:
6
A near unit root test for high-dimensional nonstationary time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2019
Persistent link: https://www.econbiz.de/10012592727
Saved in:
7
Heterogeneous panel data models with cross-sectional dependence
Gao, Jiti
;
Xia, Kai
-
2017
Persistent link: https://www.econbiz.de/10011782246
Saved in:
8
CLT for largest eigenvalues and unit root tests for high-dimensional nonstationary time series
Zhang, Bo
;
Pan, Guangming
;
Gao, Jiti
-
2016
Persistent link: https://www.econbiz.de/10011781720
Saved in:
9
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
-
2013
Persistent link: https://www.econbiz.de/10009789503
Saved in:
10
Expansion of Lé process functionals and its application in statistical estimation
Dong, Chaohua
;
Gao, Jiti
-
2012
Persistent link: https://www.econbiz.de/10009565480
Saved in:
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