//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Nonparametric statistics"
~subject:"Zeitreihenanalyse"
~person:"Gao, Jiti"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Zeitreihenanalyse
Estimation theory
62
Schätztheorie
62
Nichtparametrisches Verfahren
29
Time series analysis
29
Estimation
19
Schätzung
19
Panel
16
Panel study
16
Regression analysis
16
Regressionsanalyse
16
Cointegration
8
Kointegration
8
Asymptotic theory
4
Bayes-Statistik
4
Bayesian inference
4
Forecasting model
4
Prognoseverfahren
4
Statistical test
4
Statistischer Test
4
Börsenkurs
3
Capital income
3
Cross-sectional dependence
3
Demand
3
Demand for private health insurance
3
Factor analysis
3
Faktorenanalyse
3
Kapitaleinkommen
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Method of moments
3
Momentenmethode
3
Nachfrage
3
Nichtlineare Regression
3
Nonlinear regression
3
Nonparametric Kernel Estimation
3
Private Krankenversicherung
3
Private health insurance
3
Share price
3
more ...
less ...
Online availability
All
Free
48
Type of publication
All
Book / Working Paper
48
Type of publication (narrower categories)
All
Arbeitspapier
48
Graue Literatur
48
Non-commercial literature
48
Working Paper
48
Language
All
English
48
Author
All
Gao, Jiti
Peng, Bin
15
Hyndman, Rob J.
13
Poskitt, Donald Stephen
10
Martin, Gael M.
9
Dong, Chaohua
8
Cheng, Tingting
6
Yan, Yayi
6
Zhang, Xibin
6
Gong, Xiaodong
5
Linton, Oliver
5
Yang, Yanrong
5
Frazier, David T.
4
Li, Degui
4
Athanasopoulos, George
3
Cai, Biqing
3
Forbes, Catherine Scipione
3
Grose, Simone D.
3
Koo, Bonsoo
3
Liu, Fei
3
Nadarajah, K.
3
Pan, Guangming
3
Silvapulle, Mervyn J.
3
Tjostheim, Dag
3
Vahid, Farshid
3
Zhang, Lina
3
Zhao, Xueyan
3
Bergmeir, Christoph
2
Dokumentov, Alexander
2
Donga, Chaohua
2
Feng, Guohua
2
Harris, David
2
Hong, Han
2
Jiang, Bin
2
Kew, Hsein
2
King, Maxwell L.
2
Liang, Xuan
2
Maneesoonthorn, Worapree
2
Panagiotelis, Anastasios
2
Phillips, Peter C. B.
2
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
6
Econometric theory
5
Econometric reviews
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cambridge working papers in economics
3
Cowles Foundation Discussion Paper
3
Cowles Foundation discussion paper
3
School of Accounting, Finance and Economics & FEMARC working paper series
2
The econometrics journal
2
CREATES research paper
1
Cambridge-INET working papers
1
Contributions to statistics
1
Discussion paper series / IZA
1
Discussion papers in economics
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of Peter C. B. Phillips
1
Journal of productivity analysis
1
Monash Econometrics and Business Statistics Working Paper Series
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
University of Adelaide School of Economics Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
48
of
48
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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
Saved in:
4
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:
5
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
6
Semiparametric single-index estimation for average treatment effects
Huang, Difang
;
Gao, Jiti
;
Oka, Tatsushi
-
2022
Persistent link: https://www.econbiz.de/10013494395
Saved in:
7
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
8
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2021
Persistent link: https://www.econbiz.de/10012697853
Saved in:
9
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
10
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
Saved in:
11
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
12
Estimation and testing for high- dimensional near unit root time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2020
Persistent link: https://www.econbiz.de/10012606951
Saved in:
13
A class of time-varying vector moving average (∞) models
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610863
Saved in:
14
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
15
Nonparametric estimation in panel data models with heterogeneity and time-varyingness
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2019
Persistent link: https://www.econbiz.de/10012606705
Saved in:
16
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012606715
Saved in:
17
Time-varying coefficient spatial autoregressive panel data model with fixed effects
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2019
Persistent link: https://www.econbiz.de/10012606718
Saved in:
18
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
19
Extent pursuit for cross-sectional dependence in large panels
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
;
Zhang, Bo
-
2019
Persistent link: https://www.econbiz.de/10012592809
Saved in:
20
Series estimation for single-index models under constraints
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
-
2018
Persistent link: https://www.econbiz.de/10012583316
Saved in:
21
Varying-coefficient panel data models with partially observed factor structure
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
-
2018
Persistent link: https://www.econbiz.de/10012543506
Saved in:
22
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia
Gong, Xiaodong
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782017
Saved in:
23
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782080
Saved in:
24
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2017
Persistent link: https://www.econbiz.de/10011782105
Saved in:
25
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
26
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
27
Estimation of technical change and price elasticities : a categorical time-varying coefficient approach
Feng, Guohua
;
Gao, Jiti
;
Zhang, Xiaohui
-
2016
Persistent link: https://www.econbiz.de/10011781489
Saved in:
28
Nonparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2016
-
Revised 14, 24
Persistent link: https://www.econbiz.de/10011781659
Saved in:
29
Error-in-variables jump regression using local clustering
Kang, Yicheng
;
Gong, Xiaodong
;
Gao, Jiti
;
Qiu, Peihua
-
2016
Persistent link: https://www.econbiz.de/10011781755
Saved in:
30
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2016
-
Revised 14, 08
Persistent link: https://www.econbiz.de/10011781762
Saved in:
31
Another look at single-index models based on series estimation
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
-
2016
Persistent link: https://www.econbiz.de/10011781813
Saved in:
32
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Saved in:
33
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia
Gong, Xiaodong
;
Gao, Jiti
-
2015
Persistent link: https://www.econbiz.de/10011781162
Saved in:
34
Orthogonal series estimation in nonlinear cointegrating models with endogeneity
Cai, Biqing
;
Dong, Chaohua
;
Gao, Jiti
-
2015
Persistent link: https://www.econbiz.de/10011781377
Saved in:
35
Semiparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2014
Persistent link: https://www.econbiz.de/10011780647
Saved in:
36
Semiparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2014
-
Revised 14, 14
Persistent link: https://www.econbiz.de/10011780648
Saved in:
37
Semiparametric model selection in panel data models with deterministic trends and cross-sectional dependence
Chen, Jia
;
Gao, Jiti
-
2014
Persistent link: https://www.econbiz.de/10011780655
Saved in:
38
A computational implementation of GMM
Gao, Jiti
;
Hong, Han
-
2014
Persistent link: https://www.econbiz.de/10011780875
Saved in:
39
Nonparametric regression approach to Bayesian estimation
Gao, Jiti
;
Hong, Han
-
2014
Persistent link: https://www.econbiz.de/10011781031
Saved in:
40
High dimensional correlation matrices : CLT and its applications
Gao, Jiti
;
Han, Xiao
;
Pan, Guangming
;
Yang, Yanrong
-
2014
Persistent link: https://www.econbiz.de/10011781035
Saved in:
41
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2014
Persistent link: https://www.econbiz.de/10010245240
Saved in:
42
Estimation for single-index and partially linear single-index nonstationary time series models
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
-
2014
Persistent link: https://www.econbiz.de/10010245242
Saved in:
43
Econometric time series specification testing in a class of multiplicative error models
Saart, Patrick W.
;
Gao, Jiti
;
Kim, Nam Hyun
-
2014
Persistent link: https://www.econbiz.de/10010245259
Saved in:
44
Hermite series estimation in nonlinear cointegrating models
Cai, Biqing
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10009789500
Saved in:
45
Functional coefficient nonstationary regression with non- and semi parametric cointegration
Gao, Jiti
;
Phillips, C. B.
-
2013
Persistent link: https://www.econbiz.de/10009789502
Saved in:
46
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010189524
Saved in:
47
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
48
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010245446
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->