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Kernel smoothing
Schätztheorie
40,682
Estimation theory
40,053
Theorie
21,668
Theory
21,055
Schätzung
18,399
Estimation
18,008
Cointegration
16,935
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16,535
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16,378
Kointegration
15,318
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11,846
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11,767
Zeitreihenanalyse
11,087
Time series analysis
10,907
Schock
6,324
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6,221
USA
5,818
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5,801
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5,770
United States
5,584
Wechselkurs
5,493
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5,398
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5,169
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5,044
Prognoseverfahren
4,745
Volatilität
4,714
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4,660
Forecasting model
4,648
Unit root test
4,633
Geldpolitik
4,571
Einheitswurzeltest
4,558
Monetary policy
4,456
Economic growth
4,383
Wirtschaftswachstum
4,313
Welt
4,307
Nichtparametrisches Verfahren
4,276
World
4,212
Kausalanalyse
4,184
Nonparametric statistics
4,172
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4,133
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Linton, Oliver
4
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Kleinow, Torsten
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Kong, Efang
2
Logeay, Camille
2
Mammen, Enno
2
Platen, Eckhard
2
Vogt, Michael
2
Xia, Yingcun
2
Zhang, Wenyang
2
Boneva, Lena
1
Bu, Ruijun
1
Carroll, Raymond J.
1
Chen, Jia
1
Dowla, Arif
1
Florens, Jean-Pierre
1
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1
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1
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1
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Hardle, Wolfgang
1
Henderson, Daniel J.
1
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1
Härdle, Wolfgang K.
1
Kang, Yicheng
1
Kaplan, David M.
1
Korostelev, Alexander
1
Korostelev, Alexander P.
1
Lee, Young K.
1
Li, Cong
1
Li, Han
1
Li, Jialiang
1
Li, Kevin
1
Li, Qi
1
Li, Shuo
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Li, Yehua
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
University of Bonn, Germany
1
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Journal of econometrics
9
Economics letters
4
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2
Cambridge working papers in economics
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1
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1
Journal of Multivariate Analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Metrika
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Technical Report
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ECONIS (ZBW)
20
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5
EconStor
2
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Bootstrap
of residual processes in regression : to smooth or not to smooth?
Neumeyer, Natalie
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050820
Saved in:
2
On estimating the nonparametric multiplicative error models
Li, Shuo
;
Tu, Yundong
- In:
Economics letters
143
(
2016
),
pp. 66-68
Persistent link: https://www.econbiz.de/10011616871
Saved in:
3
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
4
Iterative algorithm for non parametric estimation of the instrumental variables quantiles
Fève, Frédérique
;
Florens, Jean-Pierre
- In:
Economics letters
123
(
2014
)
3
,
pp. 300-304
Persistent link: https://www.econbiz.de/10010401336
Saved in:
5
Backfitting and smooth backfitting in varying coefficient quantile regression
Lee, Young K.
;
Mammen, Enno
;
Park, Byeong U.
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 20-38
Persistent link: https://www.econbiz.de/10010498737
Saved in:
6
Estimation in generalised varying-coefficient models with unspecified link functions
Zhang, Wenyang
;
Li, Degui
;
Xia, Yingcun
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 238-255
Persistent link: https://www.econbiz.de/10011498938
Saved in:
7
A semiparametric model for heterogeneous panel data with fixed effects
Boneva, Lena
;
Linton, Oliver
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 327-345
Persistent link: https://www.econbiz.de/10011500509
Saved in:
8
Gradient-based smoothing parameter selection for nonparametric regression estimation
Henderson, Daniel J.
;
Li, Qi
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 233-241
Persistent link: https://www.econbiz.de/10011339349
Saved in:
9
Nonparametric conditional quantile estimation : a locally weighted quantile kernel approach
Racine, Jeffrey
;
Li, Kevin
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 72-95
Persistent link: https://www.econbiz.de/10011917426
Saved in:
10
Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 309-318
Persistent link: https://www.econbiz.de/10011705164
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