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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Gao, Jiti"
~person:"Taylor, Robert"
~person:"Zhu, Ke"
~subject:"Schätzung"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Schätzung
Volatility
Zeitreihenanalyse
Estimation theory
49
Schätztheorie
49
Time series analysis
25
Estimation
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Regression analysis
10
Regressionsanalyse
10
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9
Panel study
9
Statistical test
7
Statistischer Test
7
Forecasting model
6
Heteroscedasticity
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Heteroskedastizität
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Bootstrap-Verfahren
5
Cointegration
5
Kointegration
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
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4
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4
Asymptotic theory
4
Endogeneity
4
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4
Stochastischer Prozess
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Capital income
3
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3
Portmanteau test
3
Predictive regression
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Structural break
3
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Wild bootstrap
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35
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Gao, Jiti
Taylor, Robert
Zhu, Ke
Linton, Oliver
14
Marcellino, Massimiliano
12
Phillips, Peter C. B.
12
Kapetanios, George
11
Kumbhakar, Subal
10
Li, Jia
10
Nielsen, Morten Ørregaard
10
Todorov, Viktor
10
Francq, Christian
9
Kumar, Dilip
9
Su, Liangjun
9
Sun, Yiguo
9
Cai, Zongwu
8
Demetrescu, Matei
8
Lütkepohl, Helmut
8
Sentana, Enrique
8
Teräsvirta, Timo
8
Wang, Shouyang
8
Westerlund, Joakim
8
Baltagi, Badi H.
7
Koopman, Siem Jan
7
Li, Degui
7
Li, Qi
7
Maheswaran, S.
7
Omay, Tolga
7
Tauchen, George Eugene
7
Tu, Yundong
7
Andersen, Torben
6
Cavaliere, Giuseppe
6
Hill, Jonathan B.
6
Hong, Yongmiao
6
Kim, Donggyu
6
Lee, Lung-fei
6
Li, Yingying
6
Lucas, André
6
Mykland, Per A.
6
Park, Joon Y.
6
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Journal of econometrics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric reviews
3
Econometric theory
3
Essays in honor of Joon Y. Park : econometric theory
1
Journal of banking & finance
1
Journal of productivity analysis
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
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35
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
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2
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
3
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
4
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
5
Testing error distribution by kernelized Stein discrepancy in multivariate time series models
Luo, Donghang
;
Zhu, Ke
;
Gong, Huan
;
Li, Dong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10013540650
Saved in:
6
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
7
Multifrequency-band tests for white noise under heteroscedasticity
Liu, Mengya
;
Zhu, Fukang
;
Zhu, Ke
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 799-814
Persistent link: https://www.econbiz.de/10013534533
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8
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Saved in:
9
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
10
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
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