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subject:"Zeitreihenanalyse"
accessRights:"restricted"
~person:"Blasques, Francisco"
~person:"Gao, Jiti"
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Zeitreihenanalyse
Estimation theory
35
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Time series analysis
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11
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Blasques, Francisco
Gao, Jiti
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9
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8
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7
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6
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6
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5
Dong, Chaohua
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Francq, Christian
5
Omay, Tolga
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Sucarrat, Genaro
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Econometric reviews
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Econometric theory
1
Essays in honor of Joon Y. Park : econometric theory
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International journal of forecasting
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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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
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
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
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
6
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:
7
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:
8
A stochastic recurrence equations approach for score driven correlation models
Blasques, Francisco
;
Lucas, André
;
Silde, Erkki
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 166-181
Persistent link: https://www.econbiz.de/10012038166
Saved in:
9
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:
10
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:
11
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
12
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
Saved in:
13
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
Saved in:
14
A misspecification test for multiplicative error models of non-negative time series processes
Gao, Jiti
;
Kim, Nam Hyun
;
Saart, Patrick W.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 346-359
Persistent link: https://www.econbiz.de/10011504553
Saved in:
15
Identification, Estimation, and Specification in a Class of Semilinear Time Series Models
Gao, Jiti
- In:
The Oxford handbook of applied nonparametric and …
.
2014
Persistent link: https://www.econbiz.de/10012881347
Saved in:
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