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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Estimation theory"
~isPartOf:"Applied economics letters"
~language:"eng"
~person:"Li, Dong"
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Estimation theory
Schätztheorie
4
Autocorrelation
2
Autokorrelation
2
Compound Poisson process
2
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Consistent test
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Copula time series model
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Degeneracy of a spatial process
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Kernelized Stein discrepancy
1
Kleinste-Quadrate-Methode
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Least squares method
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Multiple threshold variables
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Multivariate Analyse
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Multivariate time series model
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Nonparametric statistics
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Score test
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Share price
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Testing multivariate error distribution
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Threshold ARCH model
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Threshold double AR model
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Time series analysis
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Weighted Nadaraya-Watson method
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Li, Dong
Li, Qi
9
Su, Liangjun
7
Cook, Steven
6
Gao, Jiti
6
Lan, Wei
6
Wang, Hansheng
6
Franses, Philip Hans
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Hansen, Christian Bailey
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Lechner, Michael
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Racine, Jeffrey
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Vougas, Dimitrios V.
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Agiakloglou, Christos N.
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Caner, Mehmet
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Ichimura, Hidehiko
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Liesenfeld, Roman
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Ling, Shiqing
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Powell, James
4
Ruud, Paul Arthur
4
Tsai, Chih-Ling
4
Turner, Paul
4
Zhang, Xinyu
4
Aoki, Takaaki
3
Bauwens, Luc
3
Bollerslev, Tim
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Cai, Zongwu
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Cheung, Yin-Wong
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Fan, Jianqing
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González-Rivera, Gloria
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Hall, Alastair R.
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Han, Xu
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Hayakawa, Kazuhiko
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics letters
Journal of econometrics
8
Cross-sectional methods and applications
1
Econometric reviews
1
Econometric theory
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The econometrics journal
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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
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:
3
On a threshold double autoregressive model
Li, Dong
;
Ling, Shiqing
;
Zhang, Rongmao
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
Saved in:
4
Semiparametric smooth coefficient models
Li, Qi
;
Huang, Cliff J.
;
Li, Dong
;
Fu, Tsu-tan
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 412-422
Persistent link: https://www.econbiz.de/10001695291
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