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accessRights:"free"
person:"Nielsen, Jens Perch"
~person:"Andrews, Donald W. K."
~person:"Cai, Zongwu"
~person:"Nielsen, Morten Ørregaard"
~person:"Peng, Bin"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Estimation theory
116
Schätztheorie
116
Time series analysis
44
Zeitreihenanalyse
44
Estimation
30
Nichtparametrisches Verfahren
30
Nonparametric statistics
30
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17
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Kointegration
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cluster-robust variance estimator
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wild cluster bootstrap
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116
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Nielsen, Jens Perch
Andrews, Donald W. K.
Cai, Zongwu
Nielsen, Morten Ørregaard
Peng, Bin
Phillips, Peter C. B.
87
Gao, Jiti
75
Chernozhukov, Victor
64
Dette, Holger
63
Härdle, Wolfgang
57
Linton, Oliver
52
Pesaran, M. Hashem
46
Newey, Whitney K.
38
Chen, Xiaohong
34
Lütkepohl, Helmut
34
Weidner, Martin
34
Koopman, Siem Jan
31
Fernández-Val, Iván
28
Kitagawa, Toru
28
Sentana, Enrique
28
Imbens, Guido
27
Croux, Christophe
26
Lee, Sokbae
26
Johansen, Søren
25
Kapetanios, George
25
Heckman, James J.
24
Horowitz, Joel
24
Lechner, Michael
24
Otsu, Taisuke
23
Sibbertsen, Philipp
23
Van Keilegom, Ingrid
22
Wolf, Michael
22
Hu, Yingyao
21
Słoczyński, Tymon
21
Winker, Peter
21
Einmahl, John H. J.
20
Hafner, Christian M.
20
Inoue, Atsushi
20
Swanson, Norman R.
19
Hansen, Christian Bailey
18
Hoderlein, Stefan
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Working papers series in theoretical and applied economics
28
Cowles Foundation discussion paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
23
Queen's Economics Department working paper
18
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15
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
116
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Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014534139
Saved in:
2
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
3
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
4
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
5
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:
6
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:
7
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:
8
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
9
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:
10
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
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