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subject:"Estimation theory"
subject:"Wahrscheinlichkeitsrechnung"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Estimation theory
Wahrscheinlichkeitsrechnung
Schätztheorie
167
Time series analysis
66
Zeitreihenanalyse
66
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
38
Schätzung
38
Panel
25
Panel study
25
Regression analysis
24
Regressionsanalyse
24
Bayes-Statistik
21
Bayesian inference
21
Forecasting model
20
Prognoseverfahren
20
Theorie
16
Theory
16
Statistical test
12
Statistischer Test
12
Cointegration
11
Kointegration
11
VAR model
10
VAR-Modell
10
Bootstrap approach
8
Bootstrap-Verfahren
8
Factor analysis
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical theory
8
Statistische Methodenlehre
8
Faktorenanalyse
7
Method of moments
7
Momentenmethode
7
Australia
6
Australien
6
Bias
6
Börsenkurs
6
Causality analysis
6
IV-Schätzung
6
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148
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Book / Working Paper
167
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Arbeitspapier
167
Working Paper
167
Graue Literatur
160
Non-commercial literature
160
Forschungsbericht
9
Language
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English
167
Author
All
Gao, Jiti
64
Peng, Bin
26
Hyndman, Rob J.
19
Martin, Gael M.
16
Poskitt, Donald Stephen
16
Zhang, Xibin
11
Dong, Chaohua
10
Frazier, David T.
10
King, Maxwell L.
10
Yan, Yayi
10
Cheng, Tingting
9
Yang, Yanrong
9
Robert, Christian P.
7
Silvapulle, Mervyn J.
7
Li, Degui
6
Linton, Oliver
6
Feng, Guohua
5
Forchini, Giovanni
5
Gong, Xiaodong
5
Liu, Fei
5
Pan, Guangming
5
Sarafidis, Vasilis
5
Silvapulle, Paramsothy
5
Athanasopoulos, George
4
Forbes, Catherine Scipione
4
Grose, Simone D.
4
Jiang, Bin
4
Koo, Bonsoo
4
Phillips, Peter C. B.
4
Vahid, Farshid
4
Zhao, Xueyan
4
Cai, Biqing
3
Hong, Han
3
Laskar, Mizan R.
3
Nadarajah, K.
3
Skeels, Christopher L.
3
Smith, Michael S.
3
Tjostheim, Dag
3
Zhang, Lina
3
Anderson, Heather M.
2
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
1,639
Economics letters
972
Econometric theory
728
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
622
Econometric reviews
450
CEMMAP working papers / Centre for Microdata Methods and Practice
365
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
Discussion paper / Tinbergen Institute
307
NBER working paper series
299
The econometrics journal
272
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Journal of applied econometrics
221
Working paper / National Bureau of Economic Research, Inc.
221
Cowles Foundation discussion paper
215
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
198
Discussion paper series / IZA
197
Oxford bulletin of economics and statistics
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
185
European journal of operational research : EJOR
183
Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Discussion paper
167
International journal of forecasting
153
The review of economics and statistics
153
Econometrics : open access journal
152
Working paper
149
Economic modelling
139
CREATES research paper
137
Quantitative economics : QE ; journal of the Econometric Society
132
Discussion papers of interdisciplinary research project 373
129
Journal of forecasting
125
Working paper series
124
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
119
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ECONIS (ZBW)
167
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1
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014534139
Saved in:
2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2024
Persistent link: https://www.econbiz.de/10014584601
Saved in:
3
A robust residual-based test for structural changes in factor models
Peng, Bin
;
Su, Liangjun
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014584606
Saved in:
4
Estimation of random cycles in persistent time series
Abadir, Karim Maher
;
Bailey, Natalia
;
Distaso, Walter
; …
-
2023
Persistent link: https://www.econbiz.de/10014533456
Saved in:
5
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
6
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
7
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
8
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
9
Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors
Bai, Yu
;
Marcellino, Massimiliano
;
Kapetanios, George
-
2023
Persistent link: https://www.econbiz.de/10014452530
Saved in:
10
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
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