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subject:"Nonparametric statistics"
language:"eng"
~subject:"Maximum-Likelihood-Schätzung"
~isPartOf:"Cambridge working papers in economics"
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Nonparametric statistics
Maximum-Likelihood-Schätzung
Estimation theory
63
Schätztheorie
63
Estimation
16
Nichtparametrisches Verfahren
16
Panel
16
Panel study
16
Schätzung
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fixed effects
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heteroskedasticity
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Linton, Oliver
11
Gao, Jiti
3
Li, Degui
3
Chen, Jia
2
Escanciano, Juan Carlos
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Hayakawa, Kazuhiko
2
Hoderlein, Stefan
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Lewbel, Arthur
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Srisuma, Sorawoot
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Zhang, Zheng
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Bu, Ruijun
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Malec, Peter
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Cambridge working papers in economics
Journal of econometrics
388
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
CEMMAP working papers / Centre for Microdata Methods and Practice
131
Econometric theory
109
Economics letters
102
Econometric reviews
97
Journal of the American Statistical Association : JASA
86
The econometrics journal
67
Discussion paper / Tinbergen Institute
50
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Discussion papers of interdisciplinary research project 373
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Working paper / Department of Econometrics and Business Statistics, Monash University
44
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33
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
Saved in:
4
A semi-parametric Bayesian generalized least square estimator
Wu, Ruochen
;
Weeks, Melvyn
-
2020
Persistent link: https://www.econbiz.de/10012793122
Saved in:
5
Estimation of spatial sample selection models : a partial maximum likelihood approach
Rabovic, Renata
;
Čížek, Pavel
-
2020
Persistent link: https://www.econbiz.de/10013183729
Saved in:
6
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
7
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
9
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
10
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2019
Persistent link: https://www.econbiz.de/10012698841
Saved in:
11
A unified framework for efficient estimation of general treatment models
Ai, Chunrong
;
Linton, Oliver
;
Motegi, Kaiji
;
Zhang, Zheng
-
2019
Persistent link: https://www.econbiz.de/10012698848
Saved in:
12
Inference on a distribution from noisy draws
Jochmans, Koen
;
Weidner, Martin
-
2019
Persistent link: https://www.econbiz.de/10012703101
Saved in:
13
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012703312
Saved in:
14
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
15
A semiparametric intraday GARCH model
Malec, Peter
-
2016
Persistent link: https://www.econbiz.de/10011538851
Saved in:
16
Nonparametric Euler equation identi cation and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2015
Persistent link: https://www.econbiz.de/10011455563
Saved in:
17
Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366308
Saved in:
18
Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009580056
Saved in:
19
Nearest neighbor conditional estimation for Harris recurrent Markov chains
Sancetta, Alessio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003520013
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