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person:"Stambaugh, Robert F."
subject:"Share price"
~person:"Gao, Jiti"
~subject:"Asymptotic theory"
~subject:"Cross-sectional dependence"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Share price
Asymptotic theory
Cross-sectional dependence
Estimation theory
40
Schätztheorie
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Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
13
Schätzung
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Time series analysis
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Local linear estimation
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Stambaugh, Robert F.
Gao, Jiti
Maheswaran, S.
9
Li, Jia
8
Tauchen, George Eugene
8
Todorov, Viktor
7
Kim, Donggyu
6
Peng, Bin
6
Faff, Robert W.
5
Kumar, Dilip
5
Wang, Yazhen
5
Bauwens, Luc
4
Dong, Chaohua
4
Engle, Robert F.
4
Francq, Christian
4
Mills, Terence C.
4
Shephard, Neil G.
4
Tse, Yiu Kuen
4
Zakoïan, Jean-Michel
4
Allen, David E.
3
Brooks, Robert
3
Fičura, Milan
3
Kim, Myung-jig
3
Krämer, Walter
3
Kunitomo, Naoto
3
Lee, Kyungsub
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Li, Yingying
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Luger, Richard
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McAleer, Michael
3
Mykland, Per A.
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Narayan, Paresh Kumar
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Nolte, Ingmar
3
Padmakumari, Lakshmi
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Pedersen, Rasmus Søndergaard
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Potiron, Yoann
3
Rahbek, Anders
3
Rodrigues, Paulo M. M.
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Runde, Ralf
3
Sentana, Enrique
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Journal of econometrics
3
Econometric reviews
2
Cambridge working papers in economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
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ECONIS (ZBW)
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1
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
2
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
3
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:
4
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
Saved in:
5
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:
6
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:
7
Semiparametric single-index panel data models with cross-sectional dependence
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 301-312
Persistent link: https://www.econbiz.de/10011500361
Saved in:
8
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
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