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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Andrikopoulos, Alexandru"
~person:"Gao, Jiti"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
42
Schätztheorie
42
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Time series analysis
17
Estimation
12
Panel
12
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7
Regressionsanalyse
7
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4
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4
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3
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3
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2
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2
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2
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2
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2
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Nichtlineare Regression
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Andrikopoulos, Alexandru
Gao, Jiti
Phillips, Peter C. B.
29
Leybourne, Stephen James
18
Linton, Oliver
17
Teräsvirta, Timo
17
Harvey, Andrew C.
16
Johansen, Søren
16
Lütkepohl, Helmut
16
Taylor, Robert
16
Chambers, Marcus J.
13
Hassler, Uwe
13
Perron, Pierre
13
Robinson, Peter M.
11
Xiao, Zhijie
11
Baillie, Richard
10
Hendry, David F.
10
Koop, Gary
10
Tauchen, George Eugene
10
Zhu, Ke
10
Chan, Ngai Hang
9
Granger, C. W. J.
9
Harvey, David I.
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
Li, Qi
9
Lucas, André
9
McAleer, Michael
9
McElroy, Tucker
9
Sun, Yixiao
9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Bauwens, Luc
8
Chen, Xiaohong
8
Engle, Robert F.
8
Franses, Philip Hans
8
Ghysels, Eric
8
Hong, Yongmiao
8
Nelson, Daniel B.
8
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Econometric theory
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3
Econometric reviews
2
Application of operations research to financial markets
1
Cambridge working papers in economics
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Essays in honor of Joon Y. Park : econometric theory
1
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1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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ECONIS (ZBW)
17
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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
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
3
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
4
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:
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
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
Saved in:
8
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:
9
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:
10
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
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