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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Li, Dong"
~person:"Sun, Yixiao"
~subject:"ARCH-Modell"
~subject:"Momentenmethode"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
ARCH-Modell
Momentenmethode
Zeitreihenanalyse
Estimation theory
21
Schätztheorie
21
Autocorrelation
10
Autokorrelation
10
Heteroscedasticity
7
Heteroskedastizität
7
Time series analysis
7
Statistical test
6
Statistischer Test
6
Fixed-smoothing asymptotics
5
ARCH model
4
DAR model
4
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Compound Poisson process
3
Portmanteau test
3
Stochastic process
3
Stochastischer Prozess
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Volatility
3
Volatilität
3
F distribution
2
F-distribution
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Nonstationarity
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Quasi-maximum likelihood estimation
2
Regression analysis
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Regressionsanalyse
2
Robust statistics
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Robustes Verfahren
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2
unit root
2
Adaptive inference
1
Asymptotic mixed normality
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Augmented DAR model
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Basis functions
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Li, Dong
Sun, Yixiao
Phillips, Peter C. B.
11
Francq, Christian
10
Gao, Jiti
10
Nielsen, Morten Ørregaard
10
Zhu, Ke
10
Kapetanios, George
9
Li, Jia
9
Linton, Oliver
9
Lütkepohl, Helmut
9
Taylor, Robert
9
Kumar, Dilip
8
Lee, Lung-fei
8
Su, Liangjun
8
Sun, Yiguo
8
Demetrescu, Matei
7
Hsiao, Cheng
7
Jin, Fei
7
Koopman, Siem Jan
7
Marcellino, Massimiliano
7
Omay, Tolga
7
Teräsvirta, Timo
7
Wang, Shouyang
7
Ardia, David
6
Cavaliere, Giuseppe
6
Hill, Jonathan B.
6
Kim, Donggyu
6
Li, Degui
6
Li, Yingying
6
Ling, Shiqing
6
Lucas, André
6
Peng, Liang
6
Poskitt, Donald Stephen
6
Renault, Eric
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Todorov, Viktor
6
Tu, Yundong
6
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6
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Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
1
Econometric theory
1
Essays in honor of Joon Y. Park : econometric theory
1
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ECONIS (ZBW)
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
Saved in:
3
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:
4
A simple asymptotically F-distributed portmanteau test for diagnostic checking of time series models with uncorrelated innovations
Wang, Xuexin
;
Sun, Yixiao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 505-521
Persistent link: https://www.econbiz.de/10013533447
Saved in:
5
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
6
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
7
Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong
;
Shaojun, Guo
;
Zhu, Ke
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
Saved in:
8
Should we go one step further? : an accurate comparison of one-step and two-step procedures in a generalized method of moments framework
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 381-405
Persistent link: https://www.econbiz.de/10012116364
Saved in:
9
The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong
;
Zhang, Xingfa
;
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974547
Saved in:
10
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
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