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subject:"Simulation"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~person:"Li, Dong"
~subject:"Estimation theory"
~subject:"Induktive Statistik"
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Search: subject_exact:"Estimation theory"
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Simulation
Estimation theory
Induktive Statistik
Schätztheorie
8
ARCH model
3
ARCH-Modell
3
Autocorrelation
3
Autokorrelation
3
DAR model
3
Portmanteau test
3
Time series analysis
3
Zeitreihenanalyse
3
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nonstationarity
2
Stochastic process
2
Stochastischer Prozess
2
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1
Augmented DAR model
1
Compound Poisson process
1
Conditional heteroscedasticity
1
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GARCH model
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Generalized quasi-maximum likelihood estimator
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MLE
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MTDAR model
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Non-standard asymptotics
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Li, Dong
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Tsionas, Efthymios G.
15
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Fan, Yanqin
12
Simar, Léopold
12
Taylor, Robert
12
Andrews, Donald W. K.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Kumbhakar, Subal
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
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8
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European journal of operational research : EJOR
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Cross-sectional methods and applications
1
Econometric reviews
1
Econometric theory
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The econometrics journal
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ECONIS (ZBW)
8
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1
Maximum likelihood estimation for α-stable double autoregressive models
Li, Dong
;
Tao, Yuxin
;
Yang, Yaxing
;
Zhang, Rongmao
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332316
Saved in:
2
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
3
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
4
Strict stationarity testing and GLAD estimation of double autoregressive models
Shaojun, Guo
;
Li, Dong
;
Li, Muyi
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 319-337
Persistent link: https://www.econbiz.de/10012303800
Saved in:
5
The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong
;
Zhang, Xingfa
;
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974547
Saved in:
6
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
7
On the least squares estimation of multiple-regime threshold autoregressive models
Li, Dong
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 240-253
Persistent link: https://www.econbiz.de/10009551421
Saved in:
8
Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
Li, Dong
;
Li, Qi
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 179-190
Persistent link: https://www.econbiz.de/10008661718
Saved in:
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