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accessRights:"restricted"
person:"Fernández-Villaverde, Jesús"
~person:"Phillips, Peter C. B."
~person:"Zhang, Xinyu"
~subject:"Kleinste-Quadrate-Methode"
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Kleinste-Quadrate-Methode
Estimation theory
58
Schätztheorie
58
Time series analysis
15
Zeitreihenanalyse
15
Regression analysis
13
Regressionsanalyse
13
Model averaging
11
Bayes-Statistik
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Bayesian inference
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Scientific modelling
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Asymptotic optimality
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Estimation
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Kointegration
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Nonparametric statistics
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Dynamic equilibrium
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Induktive Statistik
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Least squares method
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Macroeconometrics
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Fernández-Villaverde, Jesús
Phillips, Peter C. B.
Zhang, Xinyu
Sarstedt, Marko
10
Ringle, Christian M.
9
Wolf, Michael
6
Hair, Joseph F.
5
Romano, Joseph P.
4
Hansen, Bruce E.
3
Kapetanios, George
3
Tsionas, Efthymios G.
3
Anatolyev, Stanislav
2
Clapp, John M.
2
Gibbons, Charles E.
2
He, Yong
2
Hult, G. Tomas M.
2
Keshvari, Abolfazl
2
Kong, Xinbing
2
Li, Jialiang
2
Shang, Han Lin
2
Suárez Serrato, Juan Carlos
2
Thiele, Kai Oliver
2
Ullah, Aman
2
Urbancic, Michael B.
2
Wagner, Martin
2
Yu, Long
2
Zhang, Xinsheng
2
Agrawal, Vijay
1
Al-Titi, Omar
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Amaro, Suzanne
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Andrée, Bo Pieter Johannes
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Ansel, Jason
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Avkiran, Necmi Kemal
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Aydın, Umut
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Baig, Imran Ali
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Baillie, Richard
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Baltagi, Badi H.
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Bao, Yong
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Beccarini, Andrea
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Becker, Jan-Michael
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Bell, David R.
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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ECONIS (ZBW)
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On the least squares estimation of multiple-threshold-variable autoregressive models
Zhang, Xinyu
;
Li, Dong
;
Tong, Howell
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 215-228
Persistent link: https://www.econbiz.de/10014449891
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2
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
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On the dominance of Mallows model averaging estimator over ordinary least squares estimator
Zhang, Xinyu
;
Ullah, Aman
;
Zhao, Shangwei
- In:
Economics letters
142
(
2016
),
pp. 69-73
Persistent link: https://www.econbiz.de/10011616687
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