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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Caner, Mehmet"
~subject:"Schätzung"
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Schätzung
Estimation theory
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Schätztheorie
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Estimation
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GMM
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Bridge estimation
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Efficiency bound
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Factor analysis
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Faktorenanalyse
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High-dimensionality
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Kapitaleinkommen
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Large-dimensional models
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Oracle inequality
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Oracle property
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Penalized estimators
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Penalized regression
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Portfolio optimization
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Precision matrix
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Saisonale Schwankungen
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Seasonal variations
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Selection consistency
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Shrinkage
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Statistical theory
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Sup-norm bound
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Caner, Mehmet
Su, Liangjun
5
Gao, Jiti
4
Pesaran, M. Hashem
4
Carrasco, Marine
3
Franses, Philip Hans
3
Gospodinov, Nikolaj
3
Hsu, Yu-Chin
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Lan, Wei
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Li, Qi
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Lieli, Robert P.
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Liesenfeld, Roman
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Ravazzolo, Francesco
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Tauchen, George Eugene
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Westerlund, Joakim
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Bansal, Ravi
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Berg, Gerard J. van den
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Boswijk, Herman Peter
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Cavaliere, Giuseppe
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Chan, Joshua
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Cheung, Ying Lun
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Demetrescu, Matei
2
Diebold, Francis X.
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Einmahl, John H. J.
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Enders, Walter
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Ericsson, Neil R.
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Escanciano, Juan Carlos
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Gerlach, Richard H.
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Groen, Jan J. J.
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Haldrup, Niels
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Harvey, Andrew C.
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Hautsch, Nikolaus
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Horváth, Lajos
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Huber, Florian
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Huber, Martin
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Härdle, Wolfgang
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Centre for Economic Policy Research
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Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
1
International review of economics & finance : IREF
1
Working paper / Social Systems Research Institute, University of Wisconsin-Madison
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Working papers / University of Michigan, Department of Economics
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ECONIS (ZBW)
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A nodewise regression approach to estimating large portfolios
Callot, Laurent
;
Caner, Mehmet
;
Özlem Önder, A.
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 520-531
Persistent link: https://www.econbiz.de/10012499096
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2
Adaptive elastic net GMM estimation with many invalid moment conditions : simultaneous model and moment selection
Caner, Mehmet
;
Han, Xu
;
Lee, Yoonseok
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 24-46
Persistent link: https://www.econbiz.de/10011894389
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