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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Aït-Sahalia, Yacine"
~person:"Li, Degui"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
Schätztheorie
18
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Time series analysis
5
Zeitreihenanalyse
5
Regression analysis
4
Regressionsanalyse
4
Estimation
3
Schätzung
3
Volatility
3
Volatilität
3
Cointegration
2
Correlation
2
Kernel degeneracy
2
Kernel estimation
2
Kointegration
2
Korrelation
2
Semiparametric estimation
2
Sparsity
2
Statistical test
2
Statistischer Test
2
Super-consistency
2
Approximate factor model
1
Asymptotic theory
1
Asymptotically homogeneous functions
1
Bandwidth selection
1
Capital income
1
Composite quantile regression
1
Cross-validation
1
Diffusions
1
Discrete regressors
1
Dynamic covariance matrix
1
Endogeneity
1
FM-kernel estimation
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Factor analysis
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Faktorenanalyse
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18
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Aït-Sahalia, Yacine
Li, Degui
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
19
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Fan, Yanqin
12
Taylor, Robert
12
Andrews, Donald W. K.
11
Baltagi, Badi H.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Leybourne, Stephen James
10
Newey, Whitney K.
10
Todorov, Viktor
10
Horowitz, Joel
9
Kristensen, Dennis
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Davis, Richard A.
8
Lewbel, Arthur
8
Li, Dong
8
Ng, Serena
8
Simar, Léopold
8
Tauchen, George Eugene
8
Xiao, Zhijie
8
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Journal of forecasting
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
The econometrics journal
2
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Journal of the American Statistical Association : JASA
1
The journal of business : B
1
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The review of financial studies
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ECONIS (ZBW)
18
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1
Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao
;
Peng, Bin
;
Li, Degui
;
Leng, Chenlei
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
Saved in:
2
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
Saved in:
3
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
4
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
5
Special issue: annals issue in honor of Jerry A. Hausman
Aït-Sahalia, Yacine
(
ed.
);
Lo, Andrew W.
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012303793
Saved in:
6
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10012303906
Saved in:
7
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong
;
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
Saved in:
8
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
9
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
10
Local composite quantile regression smoothing for Harris recurrent Markov processes
Li, Degui
;
Li, Runze
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 44-56
Persistent link: https://www.econbiz.de/10011705029
Saved in:
1
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