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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Gao, Jiti"
~person:"Taylor, Robert"
~person:"Zhu, Ke"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Schätzung
Zeitreihenanalyse
Estimation theory
49
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Time series analysis
25
Estimation
13
Nichtparametrisches Verfahren
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Portmanteau test
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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
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10
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9
Sun, Yiguo
9
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8
Francq, Christian
8
Lütkepohl, Helmut
8
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8
Todorov, Viktor
8
Westerlund, Joakim
8
Baltagi, Badi H.
7
Demetrescu, Matei
7
Koopman, Siem Jan
7
Kumar, Dilip
7
Li, Degui
7
Li, Qi
7
Omay, Tolga
7
Tauchen, George Eugene
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Tu, Yundong
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Wang, Shouyang
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6
Hill, Jonathan B.
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Hong, Yongmiao
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Lee, Lung-fei
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Lucas, André
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Park, Joon Y.
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Journal of econometrics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
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3
Econometric theory
3
Essays in honor of Joon Y. Park : econometric theory
1
Journal of banking & finance
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Journal of productivity analysis
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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31
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
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32
A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
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33
A misspecification test for multiplicative error models of non-negative time series processes
Gao, Jiti
;
Kim, Nam Hyun
;
Saart, Patrick W.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 346-359
Persistent link: https://www.econbiz.de/10011504553
Saved in:
34
Identification, Estimation, and Specification in a Class of Semilinear Time Series Models
Gao, Jiti
- In:
The Oxford handbook of applied nonparametric and …
.
2014
Persistent link: https://www.econbiz.de/10012881347
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