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~person:"Fung, Tsz Chai"
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Search: subject_exact:"Estimation theory"
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Estimation theory
25
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25
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12
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8
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8
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Fung, Tsz Chai
Kilian, Lutz
Omay, Tolga
Tsionas, Efthymios G.
42
Gao, Jiti
28
Lee, Lung-fei
27
Phillips, Peter C. B.
27
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24
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23
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23
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22
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22
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20
Tu, Yundong
18
Cai, Zongwu
17
Ullah, Aman
17
Marcellino, Massimiliano
16
Wooldridge, Jeffrey M.
16
Bera, Anil K.
15
Chen, Songnian
15
Kapetanios, George
15
Li, Qi
15
Sentana, Enrique
15
Li, Degui
14
Peng, Bin
14
Sun, Yiguo
14
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14
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13
Hsiao, Cheng
13
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12
Francq, Christian
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Jin, Fei
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12
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12
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12
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11
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11
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11
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ECONIS (ZBW)
25
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1
When is the use of gaussian-inverse wishart-haar priors appropriate?
Inoue, Atsushi
;
Kilian, Lutz
-
2024
Persistent link: https://www.econbiz.de/10014580492
Saved in:
2
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
3
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
4
The econometrics of oil market VAR models
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 65-95)
.
2023
Persistent link: https://www.econbiz.de/10014315146
Saved in:
5
Using double frequency in fourier Dickey-Fuller unit root test
Cai, Yifei
;
Omay, Tolga
- In:
Computational economics
59
(
2022
)
2
,
pp. 445-470
Persistent link: https://www.econbiz.de/10013169016
Saved in:
6
When do state-dependent local projections work?
Gonçalves, Sílvia
;
Herrera, Ana María
;
Kilian, Lutz
; …
-
2022
Persistent link: https://www.econbiz.de/10013187676
Saved in:
7
Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
Fung, Tsz Chai
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 180-198
Persistent link: https://www.econbiz.de/10013471210
Saved in:
8
LRMoE.jl : a software package for insurance loss modelling using mixture of experts regression model
Tseung, Spark C.
;
Badescu, Andrei L.
;
Fung, Tsz Chai
; …
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
2
,
pp. 419-440
Persistent link: https://www.econbiz.de/10012593587
Saved in:
9
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
10
A new class of severity regression models with an application to IBNR prediction
Fung, Tsz Chai
;
Badescu, Andrei L.
;
Lin, X. Sheldon
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
2
,
pp. 206-231
Persistent link: https://www.econbiz.de/10012549752
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