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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~person:"Tu, Yundong"
~person:"Yan, Yayi"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
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Volatility
Correlation
Forecasting model
Schätztheorie
Zeitreihenanalyse
Estimation theory
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Time series analysis
8
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
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Regressionsanalyse
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Estimation
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Schätzung
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Balanced regression
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Conditional homoscedasticity
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Einheitswurzeltest
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Estimation Theory
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Tu, Yundong
Yan, Yayi
Gao, Jiti
63
Peng, Bin
24
Hyndman, Rob J.
19
Martin, Gael M.
16
Poskitt, Donald Stephen
16
King, Maxwell L.
13
Krämer, Walter
12
Zhang, Xibin
11
Cheng, Tingting
10
Frazier, David T.
10
Hahn, Jinyong
10
Tran-van-Hoa
10
Ullah, Aman
10
Yang, Yanrong
10
Baltagi, Badi H.
9
Dong, Chaohua
9
Giles, David E. A.
9
Wooldridge, Jeffrey M.
9
Forchini, Giovanni
8
Hassler, Uwe
8
Linton, Oliver
8
Robert, Christian P.
8
Westerlund, Joakim
8
Kumbhakar, Subal
7
Li, Qi
7
Parmeter, Christopher F.
7
Phillips, Peter C. B.
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Silvapulle, Mervyn J.
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Stengos, Thanasēs
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Han, Chirok
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Kapetanios, George
6
Ohtani, Kazuhiro
6
Pesaran, M. Hashem
6
Shin, Dong-wan
6
Silvapulle, Paramsothy
6
Su, Liangjun
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
8
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Essays in honor of Joon Y. Park : econometric theory
1
Journal of empirical finance
1
The econometrics journal
1
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Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
2
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452599
Saved in:
3
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
4
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
5
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
6
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2021
Persistent link: https://www.econbiz.de/10012697853
Saved in:
7
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
8
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
9
A class of time-varying vector moving average (∞) models
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610863
Saved in:
10
Regime Switching panel data models with interative fixed effects
Cheng, Tingting
;
Gao, Jiti
;
Yan, Yayi
-
2018
Persistent link: https://www.econbiz.de/10012583620
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