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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~person:"Gao, Jiti"
~subject:"Statistischer Test"
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Statistischer Test
Estimation theory
74
Schätztheorie
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Time series analysis
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Zeitreihenanalyse
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Estimation
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Asymptotic theory
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Factor analysis
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Kapitaleinkommen
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Nichtlineare Regression
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Nonlinear regression
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Nonparametric Kernel Estimation
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Private Krankenversicherung
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Private health insurance
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Statistical test
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series estimator
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Aktienmarkt
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Australia
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Australien
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Gao, Jiti
Phillips, Peter C. B.
19
Sentana, Enrique
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Amengual, Dante
14
Canay, Ivan A.
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Fiorentini, Gabriele
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Dufour, Jean-Marie
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Dette, Holger
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Shi, Xiaoxia
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Sun, Yixiao
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Chen, Xiaohong
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Kleibergen, Frank
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Wan, Yuanyuan
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Andrews, Donald W. K.
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Arai, Yoichi
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Bei, Xinyue
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Dalla, Violetta
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Working paper / Department of Econometrics and Business Statistics, Monash 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
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2
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
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3
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
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4
High dimensional correlation matrices : CLT and its applications
Gao, Jiti
;
Han, Xiao
;
Pan, Guangming
;
Yang, Yanrong
-
2014
Persistent link: https://www.econbiz.de/10011781035
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