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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Journal of econometrics"
~person:"Li, Degui"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Nichtparametrisches Verfahren
Estimation theory
10
Schätztheorie
10
Nonparametric statistics
7
Regression analysis
4
Regressionsanalyse
4
Correlation
3
Korrelation
3
Semiparametric estimation
3
Sparsity
3
Time series analysis
3
Zeitreihenanalyse
3
Cointegration
2
Dynamic covariance matrix
2
Estimation
2
Kernel degeneracy
2
Kernel estimation
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
Approximate factor model
1
Asymptotic theory
1
Asymptotically homogeneous functions
1
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1
Capital income
1
Composite quantile regression
1
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1
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Factor analysis
1
Faktorenanalyse
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Li, Degui
Linton, Oliver
19
Su, Liangjun
14
Chen, Xiaohong
10
Gao, Jiti
10
Chen, Songnian
9
Florens, Jean-Pierre
9
Robinson, Peter M.
9
Hsiao, Cheng
8
Lewbel, Arthur
8
Li, Qi
8
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7
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7
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7
Phillips, Peter C. B.
7
Simar, Léopold
7
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7
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6
Escanciano, Juan Carlos
6
Hoderlein, Stefan
6
Lee, Lung-fei
6
Li, Kunpeng
6
Sasaki, Yuya
6
Sun, Yiguo
6
Breunig, Christoph
5
Fan, Yanqin
5
Horowitz, Joel
5
Kristensen, Dennis
5
Lu, Xun
5
Xu, Ke-Li
5
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4
Dong, Chaohua
4
Haiqing Xu
4
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4
Hu, Yingyao
4
Lavergne, Pascal
4
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4
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Cambridge working papers in economics
3
Discussion papers in economics
3
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2
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2
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2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
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1
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ECONIS (ZBW)
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1
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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