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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Börsenkurs"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Statistical test
Estimation theory
162
Schätztheorie
162
Time series analysis
62
Zeitreihenanalyse
62
Nichtparametrisches Verfahren
41
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41
Estimation
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24
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Gao, Jiti
7
Cheng, Tingting
2
King, Maxwell L.
2
Linton, Oliver
2
Pan, Guangming
2
Peng, Bin
2
Yan, Yayi
2
Yang, Yanrong
2
Bailey, Natalia
1
Bhowmik, Jahar L.
1
Cai, Biqing
1
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1
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Guo, Meihui
1
Han, Xiao
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1
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1
Karavias, Yiannis
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1
Martin, Gael M.
1
Naik, Narayan Y.
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Oka, Tatsushi
1
Perron, Pierre
1
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1
Polak, Julia
1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
47
Cowles Foundation discussion paper
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
Discussion paper / Tinbergen Institute
20
CREATES research paper
15
Working paper
14
Discussion paper / Center for Economic Research, Tilburg University
13
CEMFI working paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion paper series / IZA
11
Discussion papers of interdisciplinary research project 373
11
SFB 649 discussion paper
11
CESifo working papers
10
ECARES working paper
8
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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IEAS working paper
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4
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Working paper / Department of Economics, Lund University
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On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
2
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
4
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
5
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
6
Testing for common breaks in a multiple equations system
Oka, Tatsushi
;
Perron, Pierre
-
2018
Persistent link: https://www.econbiz.de/10012583297
Saved in:
7
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
8
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
9
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
10
Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
;
Guo, Meihui
-
2015
Persistent link: https://www.econbiz.de/10011781344
Saved in:
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