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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Cowles Foundation Discussion Paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Induktive Statistik"
~subject:"Regressionsanalyse"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Induktive Statistik
Regressionsanalyse
Estimation theory
286
Schätztheorie
286
Zeitreihenanalyse
85
Nichtparametrisches Verfahren
68
Nonparametric statistics
68
Regression analysis
49
Estimation
40
Schätzung
40
Statistical test
36
Statistischer Test
36
Method of moments
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Momentenmethode
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Statistical inference
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Panel
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23
Prognoseverfahren
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Bayes-Statistik
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Bayesian inference
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Kointegration
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Theorie
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Theory
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VAR-Modell
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Statistical theory
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Gao, Jiti
48
Phillips, Peter C. B.
33
Andrews, Donald W. K.
20
Peng, Bin
19
Hyndman, Rob J.
15
Dong, Chaohua
9
Martin, Gael M.
9
Li, Degui
8
Poskitt, Donald Stephen
8
Yan, Yayi
8
Chen, Xiaohong
5
Shi, Xiaoxia
5
Armstrong, Timothy
4
Cheng, Xu
4
Guggenberger, Patrik
4
Linton, Oliver
4
Magdalinos, Tassos
4
Wang, Qiying
4
Yang, Yanrong
4
Athanasopoulos, George
3
Cai, Biqing
3
Feng, Guohua
3
Forbes, Catherine Scipione
3
Gong, Xiaodong
3
Grose, Simone D.
3
Hong, Han
3
Koo, Bonsoo
3
Lieberman, Offer
3
Liu, Fei
3
Nadarajah, K.
3
Pan, Guangming
3
Tjostheim, Dag
3
Vahid, Farshid
3
Zhang, Xibin
3
Bailey, Natalia
2
Bergmeir, Christoph
2
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2
Chan, Hock
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2
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Cowles Foundation Discussion Paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
618
Econometric theory
270
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
263
Economics letters
244
Econometric reviews
168
CEMMAP working papers / Centre for Microdata Methods and Practice
147
Discussion paper / Tinbergen Institute
145
Journal of the American Statistical Association : JASA
138
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
109
The econometrics journal
105
Cowles Foundation discussion paper
95
International journal of forecasting
85
NBER Working Paper
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
81
CREATES research paper
74
Econometrics : open access journal
74
Applied economics letters
71
Journal of forecasting
69
NBER working paper series
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Discussion papers of interdisciplinary research project 373
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Discussion paper / Center for Economic Research, Tilburg University
55
Discussion paper series / IZA
55
Quantitative economics : QE ; journal of the Econometric Society
54
Computational economics
53
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
51
Journal of applied econometrics
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50
European journal of operational research : EJOR
46
Applied economics
45
SFB 649 discussion paper
45
Série des documents de travail / Centre de Recherche en Économie et Statistique
45
Journal of time series econometrics
44
Discussion paper
43
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38
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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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
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
Saved in:
9
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452599
Saved in:
10
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
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