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Peng, Liang
27
Clayton, Jim
4
Goetzmann, William N.
4
Chan, Ngai Hang
3
Miller, Norman
3
Wang, Ruodu
3
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3
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2
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2
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The journal of real estate finance and economics
8
Real estate economics : journal of the American Real Estate and Urban Economics Association
4
Journal of the American Statistical Association : JASA
3
Annals of the Institute of Statistical Mathematics : AISM
2
Econometric theory
2
Finance and stochastics
1
Insurance / Mathematics & economics
1
Journal of econometrics
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
Technical working paper / National Bureau of Economic Research
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of real estate research
1
The review of economics and statistics
1
Working paper / National Bureau of Economic Research, Inc
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OLC EcoSci
ECONIS (ZBW)
161
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EconStor
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6
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1
TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
- In:
Econometric theory
28
(
2011
)
3
,
pp. 705-718
Persistent link: https://www.econbiz.de/10009968682
Saved in:
2
Estimation of High Conditional Quantiles for Heavy-Tailed Distributions
Wang, Huixia Judy
;
Li, Deyuan
;
He, Xuming
- In:
Journal of the American Statistical Association : JASA
107
(
2012
)
500
,
pp. 1453-1464
Persistent link: https://www.econbiz.de/10010059192
Saved in:
3
GMM Repeat Sales Price Indices
Peng, Liang
- In:
Real estate economics : journal of the American Real …
30
(
2002
)
2
,
pp. 239-262
Persistent link: https://www.econbiz.de/10006895397
Saved in:
4
The Bias of the RSR Estimator and the Accuracy of Some Alternatives
Goetzmann, William N.
;
Peng, Liang
- In:
Real estate economics : journal of the American Real …
30
(
2002
)
1
,
pp. 13-40
Persistent link: https://www.econbiz.de/10006896417
Saved in:
5
Nonparametric regression under dependent errors with infinite variance
Peng, Liang
;
Yao, Qiwei
- In:
Annals of the Institute of Statistical Mathematics : AISM
56
(
2004
)
4
,
pp. 73-86
Persistent link: https://www.econbiz.de/10006550171
Saved in:
6
Nonparametric regression - Nonparametric regession under dependent errors with infinite variance
Peng, Liang
;
Yao, Qiwei
- In:
Annals of the Institute of Statistical Mathematics : AISM
56
(
2004
)
1
,
pp. 73-86
Persistent link: https://www.econbiz.de/10006550712
Saved in:
7
Estimating House Price Indexes in the Presence of Seller Reservation Prices
Goetzmann, William
;
Peng, Liang
- In:
The review of economics and statistics
88
(
2006
)
1
,
pp. 100-112
Persistent link: https://www.econbiz.de/10006359733
Saved in:
8
THE BIAS OF THE RSR ESTIMATOR AND THE ACCURACY OF SOME ALTERNATIVES
Goetzmann, William N.
;
Peng, Liang
-
2001
Persistent link: https://www.econbiz.de/10005951363
Saved in:
9
MORTGAGE FLOWS AND COMMERCIAL PROPERTY PRICE CYCLES
Clayton, Jim
;
Peng, Liang
- In:
The journal of portfolio management : a publication of …
(
2011
),
pp. 182-182
Persistent link: https://www.econbiz.de/10009340675
Saved in:
10
Mortgage Fund Flows, Capital Appreciation, and Real Estate Cycles
Arsenault, Marcel
;
Clayton, Jim
;
Peng, Liang
- In:
The journal of real estate finance and economics
47
(
2013
)
2
,
pp. 243-265
Persistent link: https://www.econbiz.de/10010151912
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