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subject:"Schätztheorie"
isPartOf:"Journal of econometrics"
~person:"Li, Degui"
~person:"Chen, Xiaohong"
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Schätztheorie
Estimation theory
22
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Time series analysis
8
Zeitreihenanalyse
8
Regression analysis
5
Regressionsanalyse
5
Cointegration
3
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Li, Degui
Chen, Xiaohong
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Gao, Jiti
13
Fan, Yanqin
12
Taylor, Robert
12
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11
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11
Hsiao, Cheng
11
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11
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11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
Li, Dong
8
Magnus, Jan R.
8
Ng, Serena
8
Simar, Léopold
8
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8
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8
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Journal of econometrics
Cowles Foundation discussion paper
20
Cowles Foundation Discussion Paper
19
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Econometric theory
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Discussion paper / Department of Economics, University of California San Diego
4
Discussion papers in economics
4
Cambridge working papers in economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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2
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1
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1
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1
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1
Handbook of econometrics : volume 6B
1
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1
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1
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1
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1
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1
Efficient estimation of average derivatives in NPIV models : Simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1848-1875
Persistent link: https://www.econbiz.de/10014471433
Saved in:
2
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
3
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
4
Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao
;
Peng, Bin
;
Li, Degui
;
Leng, Chenlei
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
Saved in:
5
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
Saved in:
6
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
7
Semiparametric estimation of the bid-ask spread in extended roll models
Chen, Xiaohong
;
Linton, Oliver
;
Schneeberger, Stefan
; …
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 160-178
Persistent link: https://www.econbiz.de/10012139826
Saved in:
8
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10012303906
Saved in:
9
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong
;
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
Saved in:
10
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Chen, Xiaohong
;
Pouzo, Demian
;
Powell, James
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 30-53
Persistent link: https://www.econbiz.de/10012304541
Saved in:
11
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:
12
Local composite quantile regression smoothing for Harris recurrent Markov processes
Li, Degui
;
Li, Runze
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 44-56
Persistent link: https://www.econbiz.de/10011705029
Saved in:
13
Estimation in generalised varying-coefficient models with unspecified link functions
Zhang, Wenyang
;
Li, Degui
;
Xia, Yingcun
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 238-255
Persistent link: https://www.econbiz.de/10011498938
Saved in:
14
A flexible semiparametric forecasting model for time series
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
Saved in:
15
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong
;
Christensen, Timothy M.
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 447-465
Persistent link: https://www.econbiz.de/10011503628
Saved in:
16
High dimensional generalized empirical likelihood for moment restrictions with dependent data
Chan, Jinyuan
;
Chen, Song Xi
;
Chen, Xiaohong
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011339855
Saved in:
17
Likelihood inference in some finite mixture models
Chen, Xiaohong
;
Northwestern University / Department of …
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 87-99
Persistent link: https://www.econbiz.de/10010497117
Saved in:
18
Sieve M inference on irregular parameters
Chen, Xiaohong
;
Liao, Zhipeng
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10010497140
Saved in:
19
Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong
;
Liao, Zhipeng
;
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 639-658
Persistent link: https://www.econbiz.de/10010257367
Saved in:
20
Estimation and model selection of semiparametric multivariate survival functions under general censorship
Chen, Xiaohong
;
Fan, Yanqin
;
Pouzo, Demian
;
Ying, Zhiliang
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 129-142
Persistent link: https://www.econbiz.de/10008661728
Saved in:
21
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
Chen, Xiaohong
;
Pouzo, Demian
- In:
Journal of econometrics
152
(
2009
)
1
,
pp. 46-60
Persistent link: https://www.econbiz.de/10003878752
Saved in:
22
Estimation of copula-based semiparametric time series models
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003277967
Saved in:
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