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accessRights:"free"
isPartOf:"Discussion paper series"
~isPartOf:"Working papers series in theoretical and applied economics"
~subject:"Functional coefficient models"
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Functional coefficient models
Estimation theory
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Schätztheorie
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Estimation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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Regressionsanalyse
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Nonparametric estimation
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Time series analysis
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Panel study
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Treatment effect
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VAR model
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VAR-Modell
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Autocorrelation
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Autokorrelation
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Correlation
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Dynamic financial network
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Heterogeneity
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Korrelation
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Maximum likelihood estimation
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Cai, Zongwu
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Liu, Xiyuan
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Su, Liangjun
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Discussion paper series
Working papers series in theoretical and applied economics
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A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
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2
Solving the price puzzle via a functional coefficient factor-augmented VAR model
Cai, Zongwu
;
Liu, Xiyuan
-
2021
Persistent link: https://www.econbiz.de/10012602647
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3
A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu
;
Liu, Xiyuan
-
2020
Persistent link: https://www.econbiz.de/10012312878
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